SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	217.00	216.72	-0.28	-0.1%	214.13
High	217.53	216.88	-0.65	-0.3%	217.53
Low	216.71	215.88	-0.83	-0.4%	213.03
Close	217.18	215.99	-1.19	-0.5%	215.99
Range	0.82	1.00	0.18	22.0%	4.50
ATR	2.05	2.00	-0.05	-2.6%	0.00
Volume	76,640,496	73,607,104	-3,033,392	-4.0%	410,324,112

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.25	218.62	216.54
R3	218.25	217.62	216.27
R2	217.25	217.25	216.17
R1	216.62	216.62	216.08	216.44
PP	216.25	216.25	216.25	216.16
S1	215.62	215.62	215.90	215.44
S2	215.25	215.25	215.81
S3	214.25	214.62	215.72
S4	213.25	213.62	215.44

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	229.02	227.00	218.47
R3	224.52	222.50	217.23
R2	220.02	220.02	216.82
R1	218.00	218.00	216.40	219.01
PP	215.52	215.52	215.52	216.02
S1	213.50	213.50	215.58	214.51
S2	211.02	211.02	215.17
S3	206.52	209.00	214.75
S4	202.02	204.50	213.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.53	213.03	4.50	2.1%	1.49	0.7%	66%	False	False	82,064,822
10	217.53	212.31	5.22	2.4%	2.09	1.0%	70%	False	False	119,624,580
20	219.22	212.31	6.91	3.2%	1.86	0.9%	53%	False	False	106,936,235
40	219.60	212.31	7.29	3.4%	1.51	0.7%	50%	False	False	85,038,812
60	219.60	206.56	13.04	6.0%	1.51	0.7%	72%	False	False	85,591,789
80	219.60	198.65	20.95	9.7%	1.64	0.8%	83%	False	False	94,139,583
100	219.60	198.65	20.95	9.7%	1.66	0.8%	83%	False	False	92,670,544
120	219.60	198.65	20.95	9.7%	1.67	0.8%	83%	False	False	92,239,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	221.13
2.618	219.50
1.618	218.50
1.000	217.88
0.618	217.50
HIGH	216.88
0.618	216.50
0.500	216.38
0.382	216.26
LOW	215.88
0.618	215.26
1.000	214.88
1.618	214.26
2.618	213.26
4.250	211.63

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	216.38	215.82
PP	216.25	215.65
S1	216.12	215.49

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These figures are updated between 7pm and 10pm EST after a trading day.

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