SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Oct-2016

Day Change Summary
	Previous	Current
	04-Oct-2016	05-Oct-2016	Change	Change %	Previous Week
Open	215.91	215.41	-0.50	-0.2%	215.02
High	216.17	216.13	-0.04	0.0%	217.12
Low	213.99	215.33	1.34	0.6%	213.62
Close	214.68	215.63	0.95	0.4%	216.30
Range	2.18	0.80	-1.38	-63.3%	3.50
ATR	2.05	2.00	-0.04	-2.1%	0.00
Volume	119,948,000	72,815,904	-47,132,096	-39.3%	500,803,104

Daily Pivots for day following 05-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.10	217.66	216.07
R3	217.30	216.86	215.85
R2	216.50	216.50	215.78
R1	216.06	216.06	215.70	216.28
PP	215.70	215.70	215.70	215.81
S1	215.26	215.26	215.56	215.48
S2	214.90	214.90	215.48
S3	214.10	214.46	215.41
S4	213.30	213.66	215.19

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	213.99	3.13	1.5%	1.71	0.8%	52%	False	False	104,291,720
10	217.53	213.62	3.91	1.8%	1.58	0.7%	51%	False	False	92,732,660
20	218.94	212.31	6.63	3.1%	1.97	0.9%	50%	False	False	113,450,830
40	219.60	212.31	7.29	3.4%	1.57	0.7%	46%	False	False	91,746,900
60	219.60	212.31	7.29	3.4%	1.48	0.7%	46%	False	False	84,020,164
80	219.60	198.65	20.95	9.7%	1.68	0.8%	81%	False	False	95,575,556
100	219.60	198.65	20.95	9.7%	1.65	0.8%	81%	False	False	93,753,207
120	219.60	198.65	20.95	9.7%	1.66	0.8%	81%	False	False	92,571,977

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	219.53
2.618	218.22
1.618	217.42
1.000	216.93
0.618	216.62
HIGH	216.13
0.618	215.82
0.500	215.73
0.382	215.64
LOW	215.33
0.618	214.84
1.000	214.53
1.618	214.04
2.618	213.24
4.250	211.93

Fisher Pivots for day following 05-Oct-2016
Pivot	1 day	3 day
R1	215.73	215.45
PP	215.70	215.26
S1	215.66	215.08

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

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