SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	216.10	216.16	0.06	0.0%	215.82
High	216.30	216.70	0.40	0.2%	216.30
Low	214.19	215.99	1.80	0.8%	213.99
Close	215.04	216.16	1.12	0.5%	215.04
Range	2.11	0.71	-1.40	-66.4%	2.31
ATR	1.96	1.94	-0.02	-1.1%	0.00
Volume	89,788,200	51,855,000	-37,933,200	-42.2%	428,991,404

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.41	218.00	216.55
R3	217.70	217.29	216.36
R2	216.99	216.99	216.29
R1	216.58	216.58	216.23	216.52
PP	216.28	216.28	216.28	216.25
S1	215.87	215.87	216.09	215.81
S2	215.57	215.57	216.03
S3	214.86	215.16	215.96
S4	214.15	214.45	215.77

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	216.70	213.99	2.71	1.3%	1.42	0.7%	80%	True	False	79,466,880
10	217.12	213.62	3.50	1.6%	1.69	0.8%	73%	False	False	89,183,840
20	217.53	212.50	5.03	2.3%	1.73	0.8%	73%	False	False	100,490,821
40	219.60	212.31	7.29	3.4%	1.60	0.7%	53%	False	False	92,067,222
60	219.60	212.31	7.29	3.4%	1.49	0.7%	53%	False	False	82,667,841
80	219.60	198.65	20.95	9.7%	1.64	0.8%	84%	False	False	93,336,228
100	219.60	198.65	20.95	9.7%	1.62	0.7%	84%	False	False	92,639,863
120	219.60	198.65	20.95	9.7%	1.66	0.8%	84%	False	False	92,177,172

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.37
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	219.72
2.618	218.56
1.618	217.85
1.000	217.41
0.618	217.14
HIGH	216.70
0.618	216.43
0.500	216.35
0.382	216.26
LOW	215.99
0.618	215.55
1.000	215.28
1.618	214.84
2.618	214.13
4.250	212.97

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	216.35	215.92
PP	216.28	215.68
S1	216.22	215.45

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

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