SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	213.21	214.58	1.37	0.6%	213.09
High	214.42	214.62	0.20	0.1%	214.64
Low	212.93	213.08	0.15	0.1%	212.17
Close	213.74	213.17	-0.57	-0.3%	213.98
Range	1.49	1.54	0.05	3.4%	2.47
ATR	1.71	1.70	-0.01	-0.7%	0.00
Volume	75,705,400	77,220,200	1,514,800	2.0%	364,393,200

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.24	217.25	214.02
R3	216.70	215.71	213.59
R2	215.16	215.16	213.45
R1	214.17	214.17	213.31	213.90
PP	213.62	213.62	213.62	213.49
S1	212.63	212.63	213.03	212.36
S2	212.08	212.08	212.89
S3	210.54	211.09	212.75
S4	209.00	209.55	212.32

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%	1.24	0.6%	16%	False	False	73,740,680
10	215.32	212.17	3.15	1.5%	1.26	0.6%	32%	False	False	73,735,380
20	217.12	211.21	5.91	2.8%	1.46	0.7%	33%	False	False	82,047,209
40	219.22	211.21	8.01	3.8%	1.70	0.8%	24%	False	False	95,673,149
60	219.60	211.21	8.39	3.9%	1.53	0.7%	23%	False	False	85,450,438
80	219.60	208.63	10.97	5.1%	1.50	0.7%	41%	False	False	83,539,983
100	219.60	198.65	20.95	9.8%	1.63	0.8%	69%	False	False	92,650,969
120	219.60	198.65	20.95	9.8%	1.64	0.8%	69%	False	False	91,400,794

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	221.17
2.618	218.65
1.618	217.11
1.000	216.16
0.618	215.57
HIGH	214.62
0.618	214.03
0.500	213.85
0.382	213.67
LOW	213.08
0.618	212.13
1.000	211.54
1.618	210.59
2.618	209.05
4.250	206.54

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	213.85	213.96
PP	213.62	213.69
S1	213.40	213.43

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

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