SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	215.02	214.05	-0.97	-0.5%	214.13
High	215.23	215.68	0.45	0.2%	217.53
Low	214.01	213.62	-0.39	-0.2%	213.03
Close	214.24	215.57	1.33	0.6%	215.99
Range	1.22	2.06	0.84	68.9%	4.50
ATR	2.00	2.00	0.00	0.2%	0.00
Volume	89,811,104	78,459,904	-11,351,200	-12.6%	410,324,112

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.14	220.41	216.70
R3	219.08	218.35	216.14
R2	217.02	217.02	215.95
R1	216.29	216.29	215.76	216.66
PP	214.96	214.96	214.96	215.14
S1	214.23	214.23	215.38	214.60
S2	212.90	212.90	215.19
S3	210.84	212.17	215.00
S4	208.78	210.11	214.44

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	213.44	4.09	1.9%	1.54	0.7%	52%	False	False	85,751,382
10	217.53	212.50	5.03	2.3%	1.71	0.8%	61%	False	False	101,366,872
20	219.22	212.31	6.91	3.2%	1.82	0.8%	47%	False	False	105,699,365
40	219.60	212.31	7.29	3.4%	1.52	0.7%	45%	False	False	85,424,817
60	219.60	207.06	12.54	5.8%	1.49	0.7%	68%	False	False	83,878,351
80	219.60	198.65	20.95	9.7%	1.63	0.8%	81%	False	False	94,182,948
100	219.60	198.65	20.95	9.7%	1.66	0.8%	81%	False	False	92,754,626
120	219.60	198.65	20.95	9.7%	1.66	0.8%	81%	False	False	91,927,404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	224.44
2.618	221.07
1.618	219.01
1.000	217.74
0.618	216.95
HIGH	215.68
0.618	214.89
0.500	214.65
0.382	214.41
LOW	213.62
0.618	212.35
1.000	211.56
1.618	210.29
2.618	208.23
4.250	204.87

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	215.26	215.46
PP	214.96	215.36
S1	214.65	215.25

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

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