SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	201.36	201.52	0.16	0.1%	199.16
High	201.85	201.90	0.05	0.0%	201.90
Low	201.10	200.29	-0.81	-0.4%	198.38
Close	201.82	200.70	-1.12	-0.6%	200.70
Range	0.75	1.61	0.86	114.7%	3.52
ATR	1.45	1.46	0.01	0.8%	0.00
Volume	94,990,305	121,649,102	26,658,797	28.1%	560,507,305

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.79	204.86	201.59
R3	204.18	203.25	201.14
R2	202.57	202.57	201.00
R1	201.64	201.64	200.85	201.30
PP	200.96	200.96	200.96	200.80
S1	200.03	200.03	200.55	199.69
S2	199.35	199.35	200.40
S3	197.74	198.42	200.26
S4	196.13	196.81	199.81

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	210.89	209.31	202.64
R3	207.37	205.79	201.67
R2	203.85	203.85	201.35
R1	202.27	202.27	201.02	203.06
PP	200.33	200.33	200.33	200.72
S1	198.75	198.75	200.38	199.54
S2	196.81	196.81	200.05
S3	193.29	195.23	199.73
S4	189.77	191.71	198.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.90	198.38	3.52	1.8%	1.51	0.8%	66%	True	False	112,101,461
10	201.90	198.38	3.52	1.8%	1.46	0.7%	66%	True	False	96,479,680
20	201.90	198.38	3.52	1.8%	1.30	0.6%	66%	True	False	82,073,424
40	201.90	190.55	11.35	5.7%	1.45	0.7%	89%	True	False	90,656,104
60	201.90	190.55	11.35	5.7%	1.34	0.7%	89%	True	False	87,201,958
80	201.90	190.55	11.35	5.7%	1.27	0.6%	89%	True	False	85,273,738
100	201.90	186.01	15.89	7.9%	1.29	0.6%	92%	True	False	85,628,710
120	201.90	181.31	20.59	10.3%	1.38	0.7%	94%	True	False	90,060,522

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

Fibonacci Retracements and Extensions
4.250	208.74
2.618	206.11
1.618	204.50
1.000	203.51
0.618	202.89
HIGH	201.90
0.618	201.28
0.500	201.10
0.382	200.91
LOW	200.29
0.618	199.30
1.000	198.68
1.618	197.69
2.618	196.08
4.250	193.45

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	201.10	200.83
PP	200.96	200.78
S1	200.83	200.74

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

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