SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Oct-2014

Day Change Summary
	Previous	Current
	30-Oct-2014	31-Oct-2014	Change	Change %	Previous Week
Open	197.58	201.78	4.20	2.1%	195.73
High	199.95	201.82	1.87	0.9%	201.82
Low	197.40	200.77	3.37	1.7%	195.03
Close	199.38	201.66	2.28	1.1%	201.66
Range	2.55	1.05	-1.50	-58.8%	6.79
ATR	2.70	2.68	-0.02	-0.7%	0.00
Volume	113,329,898	146,902,500	33,572,602	29.6%	592,479,312

Daily Pivots for day following 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	204.57	204.16	202.24
R3	203.52	203.11	201.95
R2	202.47	202.47	201.85
R1	202.06	202.06	201.76	201.74
PP	201.42	201.42	201.42	201.26
S1	201.01	201.01	201.56	200.69
S2	200.37	200.37	201.47
S3	199.32	199.96	201.37
S4	198.27	198.91	201.08

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	219.87	217.56	205.39
R3	213.08	210.77	203.53
R2	206.29	206.29	202.90
R1	203.98	203.98	202.28	205.14
PP	199.50	199.50	199.50	200.08
S1	197.19	197.19	201.04	198.35
S2	192.71	192.71	200.42
S3	185.92	190.40	199.79
S4	179.13	183.61	197.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.82	195.03	6.79	3.4%	1.81	0.9%	98%	True	False	118,495,862
10	201.82	188.07	13.75	6.8%	2.04	1.0%	99%	True	False	130,213,230
20	201.82	181.92	19.90	9.9%	2.79	1.4%	99%	True	False	174,320,745
40	201.90	181.92	19.98	9.9%	2.28	1.1%	99%	False	False	143,308,630
60	201.90	181.92	19.98	9.9%	1.92	1.0%	99%	False	False	120,261,421
80	201.90	181.92	19.98	9.9%	1.83	0.9%	99%	False	False	115,445,512
100	201.90	181.92	19.98	9.9%	1.69	0.8%	99%	False	False	109,017,044
120	201.90	181.92	19.98	9.9%	1.59	0.8%	99%	False	False	103,660,365

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	0.35
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	206.28
2.618	204.57
1.618	203.52
1.000	202.87
0.618	202.47
HIGH	201.82
0.618	201.42
0.500	201.30
0.382	201.17
LOW	200.77
0.618	200.12
1.000	199.72
1.618	199.07
2.618	198.02
4.250	196.31

Fisher Pivots for day following 31-Oct-2014
Pivot	1 day	3 day
R1	201.54	200.88
PP	201.42	200.09
S1	201.30	199.31

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

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