SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2014

Day Change Summary
	Previous	Current
	22-Sep-2014	23-Sep-2014	Change	Change %	Previous Week
Open	200.35	198.43	-1.92	-1.0%	199.16
High	200.38	199.26	-1.12	-0.6%	201.90
Low	198.73	197.95	-0.78	-0.4%	198.38
Close	199.15	198.01	-1.14	-0.6%	200.70
Range	1.65	1.31	-0.34	-20.6%	3.52
ATR	1.50	1.49	-0.01	-0.9%	0.00
Volume	125,552,703	111,393,297	-14,159,406	-11.3%	560,507,305

Daily Pivots for day following 23-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.34	201.48	198.73
R3	201.03	200.17	198.37
R2	199.72	199.72	198.25
R1	198.86	198.86	198.13	198.64
PP	198.41	198.41	198.41	198.29
S1	197.55	197.55	197.89	197.33
S2	197.10	197.10	197.77
S3	195.79	196.24	197.65
S4	194.48	194.93	197.29

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	197.95	3.95	2.0%	1.45	0.7%	2%	False	True	120,970,240
10	201.90	197.95	3.95	2.0%	1.47	0.7%	2%	False	True	104,900,630
20	201.90	197.95	3.95	2.0%	1.33	0.7%	2%	False	True	86,922,609
40	201.90	190.55	11.35	5.7%	1.47	0.7%	66%	False	False	92,927,357
60	201.90	190.55	11.35	5.7%	1.35	0.7%	66%	False	False	88,554,968
80	201.90	190.55	11.35	5.7%	1.29	0.7%	66%	False	False	86,476,912
100	201.90	186.01	15.89	8.0%	1.30	0.7%	76%	False	False	86,052,902
120	201.90	181.31	20.59	10.4%	1.39	0.7%	81%	False	False	90,635,348

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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	204.83
2.618	202.69
1.618	201.38
1.000	200.57
0.618	200.07
HIGH	199.26
0.618	198.76
0.500	198.61
0.382	198.45
LOW	197.95
0.618	197.14
1.000	196.64
1.618	195.83
2.618	194.52
4.250	192.38

Fisher Pivots for day following 23-Sep-2014
Pivot	1 day	3 day
R1	198.61	199.93
PP	198.41	199.29
S1	198.21	198.65

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

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