SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Sep-2014

Day Change Summary
	Previous	Current
	15-Sep-2014	16-Sep-2014	Change	Change %	Previous Week
Open	199.16	198.61	-0.55	-0.3%	200.92
High	199.32	200.84	1.52	0.8%	201.21
Low	198.38	198.50	0.12	0.1%	198.56
Close	198.98	200.48	1.50	0.8%	199.13
Range	0.94	2.34	1.40	148.9%	2.65
ATR	1.38	1.45	0.07	5.0%	0.00
Volume	76,401,398	116,200,703	39,799,305	52.1%	404,289,496

Daily Pivots for day following 16-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	206.96	206.06	201.77
R3	204.62	203.72	201.12
R2	202.28	202.28	200.91
R1	201.38	201.38	200.69	201.83
PP	199.94	199.94	199.94	200.17
S1	199.04	199.04	200.27	199.49
S2	197.60	197.60	200.05
S3	195.26	196.70	199.84
S4	192.92	194.36	199.19

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	200.84	198.38	2.46	1.2%	1.50	0.7%	85%	True	False	88,831,020
10	201.58	198.38	3.20	1.6%	1.52	0.8%	66%	False	False	84,176,649
20	201.58	197.44	4.14	2.1%	1.24	0.6%	73%	False	False	73,662,499
40	201.58	190.55	11.03	5.5%	1.40	0.7%	90%	False	False	86,212,910
60	201.58	190.55	11.03	5.5%	1.34	0.7%	90%	False	False	85,230,708
80	201.58	189.59	11.99	6.0%	1.25	0.6%	91%	False	False	83,161,037
100	201.58	184.96	16.62	8.3%	1.30	0.6%	93%	False	False	85,145,645
120	201.58	181.31	20.27	10.1%	1.38	0.7%	95%	False	False	89,859,388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	210.79
2.618	206.97
1.618	204.63
1.000	203.18
0.618	202.29
HIGH	200.84
0.618	199.95
0.500	199.67
0.382	199.39
LOW	198.50
0.618	197.05
1.000	196.16
1.618	194.71
2.618	192.37
4.250	188.56

Fisher Pivots for day following 16-Sep-2014
Pivot	1 day	3 day
R1	200.21	200.19
PP	199.94	199.90
S1	199.67	199.61

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

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