SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	215.83	216.40	0.57	0.3%	214.13
High	216.82	216.87	0.05	0.0%	217.53
Low	214.71	214.04	-0.67	-0.3%	213.03
Close	216.64	214.68	-1.96	-0.9%	215.99
Range	2.11	2.83	0.72	34.1%	4.50
ATR	2.01	2.07	0.06	2.9%	0.00
Volume	87,349,400	128,029,000	40,679,600	46.6%	410,324,112

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	223.69	222.01	216.24
R3	220.86	219.18	215.46
R2	218.03	218.03	215.20
R1	216.35	216.35	214.94	215.78
PP	215.20	215.20	215.20	214.91
S1	213.52	213.52	214.42	212.95
S2	212.37	212.37	214.16
S3	209.54	210.69	213.90
S4	206.71	207.86	213.12

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	216.88	213.62	3.26	1.5%	1.84	0.9%	33%	False	False	91,451,302
10	217.53	212.57	4.96	2.3%	1.68	0.8%	43%	False	False	94,919,812
20	219.22	212.31	6.91	3.2%	1.94	0.9%	34%	False	False	109,299,090
40	219.60	212.31	7.29	3.4%	1.56	0.7%	33%	False	False	87,152,052
60	219.60	208.63	10.97	5.1%	1.51	0.7%	55%	False	False	84,037,574
80	219.60	198.65	20.95	9.8%	1.67	0.8%	77%	False	False	95,301,910
100	219.60	198.65	20.95	9.8%	1.68	0.8%	77%	False	False	93,271,511
120	219.60	198.65	20.95	9.8%	1.66	0.8%	77%	False	False	92,232,242

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	228.90
2.618	224.28
1.618	221.45
1.000	219.70
0.618	218.62
HIGH	216.87
0.618	215.79
0.500	215.46
0.382	215.12
LOW	214.04
0.618	212.29
1.000	211.21
1.618	209.46
2.618	206.63
4.250	202.01

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	215.46	215.25
PP	215.20	215.06
S1	214.94	214.87

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

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