SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	214.05	215.83	1.78	0.8%	214.13
High	215.68	216.82	1.14	0.5%	217.53
Low	213.62	214.71	1.09	0.5%	213.03
Close	215.57	216.64	1.07	0.5%	215.99
Range	2.06	2.11	0.05	2.4%	4.50
ATR	2.00	2.01	0.01	0.4%	0.00
Volume	78,459,904	87,349,400	8,889,496	11.3%	410,324,112

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.39	221.62	217.80
R3	220.28	219.51	217.22
R2	218.17	218.17	217.03
R1	217.40	217.40	216.83	217.79
PP	216.06	216.06	216.06	216.25
S1	215.29	215.29	216.45	215.68
S2	213.95	213.95	216.25
S3	211.84	213.18	216.06
S4	209.73	211.07	215.48

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	213.62	3.91	1.8%	1.44	0.7%	77%	False	False	81,173,601
10	217.53	212.57	4.96	2.3%	1.70	0.8%	82%	False	False	96,685,362
20	219.22	212.31	6.91	3.2%	1.86	0.9%	63%	False	False	107,161,110
40	219.60	212.31	7.29	3.4%	1.52	0.7%	59%	False	False	85,301,167
60	219.60	207.06	12.54	5.8%	1.50	0.7%	76%	False	False	83,504,114
80	219.60	198.65	20.95	9.7%	1.64	0.8%	86%	False	False	94,463,728
100	219.60	198.65	20.95	9.7%	1.66	0.8%	86%	False	False	92,734,970
120	219.60	198.65	20.95	9.7%	1.66	0.8%	86%	False	False	91,863,312

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	225.79
2.618	222.34
1.618	220.23
1.000	218.93
0.618	218.12
HIGH	216.82
0.618	216.01
0.500	215.77
0.382	215.52
LOW	214.71
0.618	213.41
1.000	212.60
1.618	211.30
2.618	209.19
4.250	205.74

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	216.35	216.17
PP	216.06	215.69
S1	215.77	215.22

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

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