SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	215.65	215.82	0.17	0.1%	215.02
High	217.12	216.04	-1.08	-0.5%	217.12
Low	215.36	215.04	-0.32	-0.1%	213.62
Close	216.30	215.78	-0.52	-0.2%	216.30
Range	1.76	1.00	-0.76	-43.2%	3.50
ATR	2.10	2.04	-0.06	-2.8%	0.00
Volume	117,153,696	83,512,000	-33,641,696	-28.7%	500,803,104

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.62	218.20	216.33
R3	217.62	217.20	216.06
R2	216.62	216.62	215.96
R1	216.20	216.20	215.87	215.91
PP	215.62	215.62	215.62	215.48
S1	215.20	215.20	215.69	214.91
S2	214.62	214.62	215.60
S3	213.62	214.20	215.51
S4	212.62	213.20	215.23

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	226.18	224.74	218.23
R3	222.68	221.24	217.26
R2	219.18	219.18	216.94
R1	217.74	217.74	216.62	218.46
PP	215.68	215.68	215.68	216.04
S1	214.24	214.24	215.98	214.96
S2	212.18	212.18	215.66
S3	208.68	210.74	215.34
S4	205.18	207.24	214.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	217.12	213.62	3.50	1.6%	1.95	0.9%	62%	False	False	98,900,800
10	217.53	213.38	4.15	1.9%	1.66	0.8%	58%	False	False	91,445,091
20	219.22	212.31	6.91	3.2%	1.93	0.9%	50%	False	False	110,475,475
40	219.60	212.31	7.29	3.4%	1.54	0.7%	48%	False	False	89,206,755
60	219.60	212.31	7.29	3.4%	1.48	0.7%	48%	False	False	83,722,591
80	219.60	198.65	20.95	9.7%	1.68	0.8%	82%	False	False	96,060,760
100	219.60	198.65	20.95	9.7%	1.67	0.8%	82%	False	False	93,686,177
120	219.60	198.65	20.95	9.7%	1.65	0.8%	82%	False	False	92,140,397

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.40
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	220.29
2.618	218.66
1.618	217.66
1.000	217.04
0.618	216.66
HIGH	216.04
0.618	215.66
0.500	215.54
0.382	215.42
LOW	215.04
0.618	214.42
1.000	214.04
1.618	213.42
2.618	212.42
4.250	210.79

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	215.70	215.71
PP	215.62	215.65
S1	215.54	215.58

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

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