SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2014

Day Change Summary
	Previous	Current
	06-Nov-2014	07-Nov-2014	Change	Change %	Previous Week
Open	202.39	203.17	0.78	0.4%	201.92
High	203.26	203.60	0.34	0.2%	203.60
Low	201.64	202.61	0.97	0.5%	200.06
Close	203.15	203.34	0.19	0.1%	203.34
Range	1.62	0.99	-0.63	-38.9%	3.54
ATR	2.38	2.28	-0.10	-4.2%	0.00
Volume	107,089,000	89,539,695	-17,549,305	-16.4%	475,413,992

Daily Pivots for day following 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	206.15	205.74	203.88
R3	205.16	204.75	203.61
R2	204.17	204.17	203.52
R1	203.76	203.76	203.43	203.97
PP	203.18	203.18	203.18	203.29
S1	202.77	202.77	203.25	202.98
S2	202.19	202.19	203.16
S3	201.20	201.78	203.07
S4	200.21	200.79	202.80

Weekly Pivots for week ending 07-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	212.95	211.69	205.29
R3	209.41	208.15	204.31
R2	205.87	205.87	203.99
R1	204.61	204.61	203.66	205.24
PP	202.33	202.33	202.33	202.65
S1	201.07	201.07	203.02	201.70
S2	198.79	198.79	202.69
S3	195.25	197.53	202.37
S4	191.71	193.99	201.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	203.60	200.06	3.54	1.7%	1.29	0.6%	93%	True	False	95,082,798
10	203.60	195.03	8.57	4.2%	1.55	0.8%	97%	True	False	106,789,330
20	203.60	181.92	21.68	10.7%	2.30	1.1%	99%	True	False	154,503,120
40	203.60	181.92	21.68	10.7%	2.27	1.1%	99%	True	False	145,086,742
60	203.60	181.92	21.68	10.7%	1.92	0.9%	99%	True	False	121,658,208
80	203.60	181.92	21.68	10.7%	1.83	0.9%	99%	True	False	115,641,325
100	203.60	181.92	21.68	10.7%	1.69	0.8%	99%	True	False	109,112,261
120	203.60	181.92	21.68	10.7%	1.58	0.8%	99%	True	False	103,453,275

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	207.81
2.618	206.19
1.618	205.20
1.000	204.59
0.618	204.21
HIGH	203.60
0.618	203.22
0.500	203.11
0.382	202.99
LOW	202.61
0.618	202.00
1.000	201.62
1.618	201.01
2.618	200.02
4.250	198.40

Fisher Pivots for day following 07-Nov-2014
Pivot	1 day	3 day
R1	203.26	203.07
PP	203.18	202.80
S1	203.11	202.53

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

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