SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2014

Day Change Summary
	Previous	Current
	08-Sep-2014	09-Sep-2014	Change	Change %	Previous Week
Open	200.92	200.41	-0.51	-0.3%	200.97
High	201.21	200.55	-0.66	-0.3%	201.58
Low	200.00	198.91	-1.09	-0.5%	199.41
Close	200.59	199.32	-1.27	-0.6%	201.11
Range	1.21	1.64	0.43	35.5%	2.17
ATR	1.38	1.40	0.02	1.6%	0.00
Volume	64,145,699	88,590,797	24,445,098	38.1%	317,300,589

Daily Pivots for day following 09-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	204.51	203.56	200.22
R3	202.87	201.92	199.77
R2	201.23	201.23	199.62
R1	200.28	200.28	199.47	199.94
PP	199.59	199.59	199.59	199.42
S1	198.64	198.64	199.17	198.30
S2	197.95	197.95	199.02
S3	196.31	197.00	198.87
S4	194.67	195.36	198.42

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	207.21	206.33	202.30
R3	205.04	204.16	201.71
R2	202.87	202.87	201.51
R1	201.99	201.99	201.31	202.43
PP	200.70	200.70	200.70	200.92
S1	199.82	199.82	200.91	200.26
S2	198.53	198.53	200.71
S3	196.36	197.65	200.51
S4	194.19	195.48	199.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.58	198.91	2.67	1.3%	1.55	0.8%	15%	False	True	79,522,278
10	201.58	198.91	2.67	1.3%	1.18	0.6%	15%	False	True	68,944,588
20	201.58	192.94	8.64	4.3%	1.17	0.6%	74%	False	False	72,225,934
40	201.58	190.55	11.03	5.5%	1.41	0.7%	80%	False	False	88,328,275
60	201.58	190.55	11.03	5.5%	1.30	0.7%	80%	False	False	85,562,138
80	201.58	186.72	14.86	7.5%	1.24	0.6%	85%	False	False	82,903,898
100	201.58	184.96	16.62	8.3%	1.28	0.6%	86%	False	False	84,918,228
120	201.58	181.31	20.27	10.2%	1.42	0.7%	89%	False	False	91,370,383

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	207.52
2.618	204.84
1.618	203.20
1.000	202.19
0.618	201.56
HIGH	200.55
0.618	199.92
0.500	199.73
0.382	199.54
LOW	198.91
0.618	197.90
1.000	197.27
1.618	196.26
2.618	194.62
4.250	191.94

Fisher Pivots for day following 09-Sep-2014
Pivot	1 day	3 day
R1	199.73	200.06
PP	199.59	199.81
S1	199.46	199.57

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

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