SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	216.72	215.02	-1.70	-0.8%	214.13
High	216.88	215.23	-1.65	-0.8%	217.53
Low	215.88	214.01	-1.87	-0.9%	213.03
Close	215.99	214.24	-1.75	-0.8%	215.99
Range	1.00	1.22	0.22	22.0%	4.50
ATR	2.00	2.00	0.00	-0.1%	0.00
Volume	73,607,104	89,811,104	16,204,000	22.0%	410,324,112

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.15	217.42	214.91
R3	216.93	216.20	214.58
R2	215.71	215.71	214.46
R1	214.98	214.98	214.35	214.74
PP	214.49	214.49	214.49	214.37
S1	213.76	213.76	214.13	213.52
S2	213.27	213.27	214.02
S3	212.05	212.54	213.90
S4	210.83	211.32	213.57

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	213.38	4.15	1.9%	1.37	0.6%	21%	False	False	83,989,382
10	217.53	212.50	5.03	2.3%	1.76	0.8%	35%	False	False	111,797,801
20	219.22	212.31	6.91	3.2%	1.78	0.8%	28%	False	False	105,301,475
40	219.60	212.31	7.29	3.4%	1.50	0.7%	26%	False	False	85,296,104
60	219.60	207.06	12.54	5.9%	1.48	0.7%	57%	False	False	84,338,274
80	219.60	198.65	20.95	9.8%	1.63	0.8%	74%	False	False	94,474,163
100	219.60	198.65	20.95	9.8%	1.65	0.8%	74%	False	False	92,646,218
120	219.60	198.65	20.95	9.8%	1.66	0.8%	74%	False	False	92,222,397

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	0.39
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	220.42
2.618	218.42
1.618	217.20
1.000	216.45
0.618	215.98
HIGH	215.23
0.618	214.76
0.500	214.62
0.382	214.48
LOW	214.01
0.618	213.26
1.000	212.79
1.618	212.04
2.618	210.82
4.250	208.83

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	214.62	215.77
PP	214.49	215.26
S1	214.37	214.75

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

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