SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	200.10	199.16	-0.94	-0.5%	200.92
High	200.12	199.32	-0.80	-0.4%	201.21
Low	198.56	198.38	-0.18	-0.1%	198.56
Close	199.13	198.98	-0.15	-0.1%	199.13
Range	1.56	0.94	-0.62	-39.7%	2.65
ATR	1.41	1.38	-0.03	-2.4%	0.00
Volume	117,478,398	76,401,398	-41,077,000	-35.0%	404,289,496

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.71	201.29	199.50
R3	200.77	200.35	199.24
R2	199.83	199.83	199.15
R1	199.41	199.41	199.07	199.15
PP	198.89	198.89	198.89	198.77
S1	198.47	198.47	198.89	198.21
S2	197.95	197.95	198.81
S3	197.01	197.53	198.72
S4	196.07	196.59	198.46

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	207.58	206.01	200.59
R3	204.93	203.36	199.86
R2	202.28	202.28	199.62
R1	200.71	200.71	199.37	200.17
PP	199.63	199.63	199.63	199.37
S1	198.06	198.06	198.89	197.52
S2	196.98	196.98	198.64
S3	194.33	195.41	198.40
S4	191.68	192.76	197.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	200.55	198.38	2.17	1.1%	1.36	0.7%	28%	False	True	83,309,039
10	201.58	198.38	3.20	1.6%	1.40	0.7%	19%	False	True	79,799,148
20	201.58	196.69	4.89	2.5%	1.16	0.6%	47%	False	False	71,623,679
40	201.58	190.55	11.03	5.5%	1.37	0.7%	76%	False	False	84,997,682
60	201.58	190.55	11.03	5.5%	1.30	0.7%	76%	False	False	84,970,481
80	201.58	188.86	12.72	6.4%	1.23	0.6%	80%	False	False	82,477,895
100	201.58	184.96	16.62	8.4%	1.29	0.6%	84%	False	False	84,865,337
120	201.58	181.31	20.27	10.2%	1.38	0.7%	87%	False	False	89,889,740

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	0.30
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	203.32
2.618	201.78
1.618	200.84
1.000	200.26
0.618	199.90
HIGH	199.32
0.618	198.96
0.500	198.85
0.382	198.74
LOW	198.38
0.618	197.80
1.000	197.44
1.618	196.86
2.618	195.92
4.250	194.39

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	198.94	199.36
PP	198.89	199.23
S1	198.85	199.11

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

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