SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	214.02	213.87	-0.15	-0.1%	216.16
High	214.64	214.53	-0.11	-0.1%	216.70
Low	213.60	213.11	-0.49	-0.2%	211.21
Close	214.28	213.88	-0.40	-0.2%	213.12
Range	1.04	1.42	0.38	36.5%	5.49
ATR	1.89	1.86	-0.03	-1.8%	0.00
Volume	66,519,200	73,639,800	7,120,600	10.7%	450,791,488

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.10	217.41	214.66
R3	216.68	215.99	214.27
R2	215.26	215.26	214.14
R1	214.57	214.57	214.01	214.92
PP	213.84	213.84	213.84	214.01
S1	213.15	213.15	213.75	213.50
S2	212.42	212.42	213.62
S3	211.00	211.73	213.49
S4	209.58	210.31	213.10

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	230.15	227.12	216.14
R3	224.66	221.63	214.63
R2	219.17	219.17	214.13
R1	216.14	216.14	213.62	214.91
PP	213.68	213.68	213.68	213.06
S1	210.65	210.65	212.62	209.42
S2	208.19	208.19	212.11
S3	202.70	205.16	211.61
S4	197.21	199.67	210.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	214.69	212.17	2.52	1.2%	1.28	0.6%	68%	False	False	73,730,080
10	216.70	211.21	5.49	2.6%	1.61	0.8%	49%	False	False	81,588,388
20	217.12	211.21	5.91	2.8%	1.62	0.8%	45%	False	False	86,474,865
40	219.22	211.21	8.01	3.7%	1.74	0.8%	33%	False	False	96,595,990
60	219.60	211.21	8.39	3.9%	1.55	0.7%	32%	False	False	85,374,638
80	219.60	204.72	14.88	7.0%	1.55	0.7%	62%	False	False	86,609,077
100	219.60	198.65	20.95	9.8%	1.64	0.8%	73%	False	False	92,569,930
120	219.60	198.65	20.95	9.8%	1.65	0.8%	73%	False	False	91,911,389

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	220.57
2.618	218.25
1.618	216.83
1.000	215.95
0.618	215.41
HIGH	214.53
0.618	213.99
0.500	213.82
0.382	213.65
LOW	213.11
0.618	212.23
1.000	211.69
1.618	210.81
2.618	209.39
4.250	207.08

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	213.86	213.88
PP	213.84	213.88
S1	213.82	213.88

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

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