SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	215.00	214.68	-0.32	-0.1%	213.09
High	215.32	214.98	-0.34	-0.2%	214.64
Low	214.48	213.98	-0.50	-0.2%	212.17
Close	214.89	214.17	-0.72	-0.3%	213.98
Range	0.84	1.00	0.16	19.0%	2.47
ATR	1.78	1.73	-0.06	-3.1%	0.00
Volume	60,146,500	66,542,300	6,395,800	10.6%	364,393,200

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	217.38	216.77	214.72
R3	216.38	215.77	214.45
R2	215.38	215.38	214.35
R1	214.77	214.77	214.26	214.58
PP	214.38	214.38	214.38	214.28
S1	213.77	213.77	214.08	213.58
S2	213.38	213.38	213.99
S3	212.38	212.77	213.90
S4	211.38	211.77	213.62

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	215.32	212.76	2.56	1.2%	1.12	0.5%	55%	False	False	71,187,360
10	215.32	211.21	4.11	1.9%	1.32	0.6%	72%	False	False	75,965,119
20	217.12	211.21	5.91	2.8%	1.56	0.7%	50%	False	False	85,169,849
40	219.22	211.21	8.01	3.7%	1.69	0.8%	37%	False	False	95,434,607
60	219.60	211.21	8.39	3.9%	1.54	0.7%	35%	False	False	85,339,828
80	219.60	207.06	12.54	5.9%	1.51	0.7%	57%	False	False	84,201,226
100	219.60	198.65	20.95	9.8%	1.62	0.8%	74%	False	False	92,380,328
120	219.60	198.65	20.95	9.8%	1.64	0.8%	74%	False	False	91,490,497

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	219.23
2.618	217.60
1.618	216.60
1.000	215.98
0.618	215.60
HIGH	214.98
0.618	214.60
0.500	214.48
0.382	214.36
LOW	213.98
0.618	213.36
1.000	212.98
1.618	212.36
2.618	211.36
4.250	209.73

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	214.48	214.13
PP	214.38	214.08
S1	214.27	214.04

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

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