SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	215.37	216.10	0.73	0.3%	215.82
High	216.04	216.30	0.26	0.1%	216.30
Low	214.74	214.19	-0.55	-0.3%	213.99
Close	215.78	215.04	-0.74	-0.3%	215.04
Range	1.30	2.11	0.81	62.3%	2.31
ATR	1.95	1.96	0.01	0.6%	0.00
Volume	62,927,300	89,788,200	26,860,900	42.7%	428,991,404

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.51	220.38	216.20
R3	219.40	218.27	215.62
R2	217.29	217.29	215.43
R1	216.16	216.16	215.23	215.67
PP	215.18	215.18	215.18	214.93
S1	214.05	214.05	214.85	213.56
S2	213.07	213.07	214.65
S3	210.96	211.94	214.46
S4	208.85	209.83	213.88

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.04	220.85	216.31
R3	219.73	218.54	215.68
R2	217.42	217.42	215.46
R1	216.23	216.23	215.25	215.67
PP	215.11	215.11	215.11	214.83
S1	213.92	213.92	214.83	213.36
S2	212.80	212.80	214.62
S3	210.49	211.61	214.40
S4	208.18	209.30	213.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	216.30	213.99	2.31	1.1%	1.48	0.7%	45%	True	False	85,798,280
10	217.12	213.62	3.50	1.6%	1.74	0.8%	41%	False	False	92,979,450
20	217.53	212.31	5.22	2.4%	1.91	0.9%	52%	False	False	106,302,015
40	219.60	212.31	7.29	3.4%	1.60	0.7%	37%	False	False	92,303,685
60	219.60	212.31	7.29	3.4%	1.50	0.7%	37%	False	False	83,589,508
80	219.60	198.65	20.95	9.7%	1.67	0.8%	78%	False	False	94,557,203
100	219.60	198.65	20.95	9.7%	1.63	0.8%	78%	False	False	93,356,245
120	219.60	198.65	20.95	9.7%	1.66	0.8%	78%	False	False	92,420,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	225.27
2.618	221.82
1.618	219.71
1.000	218.41
0.618	217.60
HIGH	216.30
0.618	215.49
0.500	215.25
0.382	215.00
LOW	214.19
0.618	212.89
1.000	212.08
1.618	210.78
2.618	208.67
4.250	205.22

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	215.25	215.25
PP	215.18	215.18
S1	215.11	215.11

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

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