SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	213.87	212.96	-0.91	-0.4%	213.09
High	214.53	214.08	-0.45	-0.2%	214.64
Low	213.11	212.76	-0.35	-0.2%	212.17
Close	213.88	213.98	0.10	0.0%	213.98
Range	1.42	1.32	-0.10	-7.0%	2.47
ATR	1.86	1.82	-0.04	-2.1%	0.00
Volume	73,639,800	89,089,000	15,449,200	21.0%	364,393,200

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	217.57	217.09	214.71
R3	216.25	215.77	214.34
R2	214.93	214.93	214.22
R1	214.45	214.45	214.10	214.69
PP	213.61	213.61	213.61	213.73
S1	213.13	213.13	213.86	213.37
S2	212.29	212.29	213.74
S3	210.97	211.81	213.62
S4	209.65	210.49	213.25

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.01	219.96	215.34
R3	218.54	217.49	214.66
R2	216.07	216.07	214.43
R1	215.02	215.02	214.21	215.55
PP	213.60	213.60	213.60	213.86
S1	212.55	212.55	213.75	213.08
S2	211.13	211.13	213.53
S3	208.66	210.08	213.30
S4	206.19	207.61	212.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	214.64	212.17	2.47	1.2%	1.21	0.6%	73%	False	False	72,878,640
10	216.70	211.21	5.49	2.6%	1.53	0.7%	50%	False	False	81,518,468
20	217.12	211.21	5.91	2.8%	1.63	0.8%	47%	False	False	87,248,959
40	219.22	211.21	8.01	3.7%	1.75	0.8%	35%	False	False	97,092,597
60	219.60	211.21	8.39	3.9%	1.55	0.7%	33%	False	False	85,775,528
80	219.60	206.56	13.04	6.1%	1.54	0.7%	57%	False	False	86,006,082
100	219.60	198.65	20.95	9.8%	1.64	0.8%	73%	False	False	92,761,458
120	219.60	198.65	20.95	9.8%	1.65	0.8%	73%	False	False	91,766,947

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

Fibonacci Retracements and Extensions
4.250	219.69
2.618	217.54
1.618	216.22
1.000	215.40
0.618	214.90
HIGH	214.08
0.618	213.58
0.500	213.42
0.382	213.26
LOW	212.76
0.618	211.94
1.000	211.44
1.618	210.62
2.618	209.30
4.250	207.15

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	213.79	213.89
PP	213.61	213.79
S1	213.42	213.70

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

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