SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Sep-2014

Day Change Summary
	Previous	Current
	10-Sep-2014	11-Sep-2014	Change	Change %	Previous Week
Open	199.44	199.27	-0.17	-0.1%	200.97
High	200.20	200.33	0.13	0.1%	201.58
Low	198.77	199.12	0.35	0.2%	199.41
Close	200.07	200.30	0.23	0.1%	201.11
Range	1.43	1.21	-0.22	-15.4%	2.17
ATR	1.40	1.39	-0.01	-1.0%	0.00
Volume	67,251,102	66,823,500	-427,602	-0.6%	317,300,589

Daily Pivots for day following 11-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	203.55	203.13	200.97
R3	202.34	201.92	200.63
R2	201.13	201.13	200.52
R1	200.71	200.71	200.41	200.92
PP	199.92	199.92	199.92	200.02
S1	199.50	199.50	200.19	199.71
S2	198.71	198.71	200.08
S3	197.50	198.29	199.97
S4	196.29	197.08	199.63

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	201.21	198.77	2.44	1.2%	1.45	0.7%	63%	False	False	77,797,579
10	201.58	198.77	2.81	1.4%	1.33	0.7%	54%	False	False	72,834,848
20	201.58	194.31	7.27	3.6%	1.19	0.6%	82%	False	False	71,795,759
40	201.58	190.55	11.03	5.5%	1.41	0.7%	88%	False	False	86,894,655
60	201.58	190.55	11.03	5.5%	1.31	0.7%	88%	False	False	84,925,746
80	201.58	187.07	14.51	7.2%	1.24	0.6%	91%	False	False	82,563,617
100	201.58	184.96	16.62	8.3%	1.28	0.6%	92%	False	False	84,523,135
120	201.58	181.31	20.27	10.1%	1.40	0.7%	94%	False	False	90,151,265

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	205.47
2.618	203.50
1.618	202.29
1.000	201.54
0.618	201.08
HIGH	200.33
0.618	199.87
0.500	199.73
0.382	199.58
LOW	199.12
0.618	198.37
1.000	197.91
1.618	197.16
2.618	195.95
4.250	193.98

Fisher Pivots for day following 11-Sep-2014
Pivot	1 day	3 day
R1	200.11	200.09
PP	199.92	199.87
S1	199.73	199.66

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

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