SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Sep-2014

Day Change Summary
	Previous	Current
	23-Sep-2014	24-Sep-2014	Change	Change %	Previous Week
Open	198.43	198.04	-0.39	-0.2%	199.16
High	199.26	199.69	0.43	0.2%	201.90
Low	197.95	197.52	-0.43	-0.2%	198.38
Close	198.01	199.56	1.55	0.8%	200.70
Range	1.31	2.17	0.86	65.6%	3.52
ATR	1.49	1.54	0.05	3.3%	0.00
Volume	111,393,297	107,275,602	-4,117,695	-3.7%	560,507,305

Daily Pivots for day following 24-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.43	204.67	200.75
R3	203.26	202.50	200.16
R2	201.09	201.09	199.96
R1	200.33	200.33	199.76	200.71
PP	198.92	198.92	198.92	199.12
S1	198.16	198.16	199.36	198.54
S2	196.75	196.75	199.16
S3	194.58	195.99	198.96
S4	192.41	193.82	198.37

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	197.52	4.38	2.2%	1.50	0.8%	47%	False	True	112,172,201
10	201.90	197.52	4.38	2.2%	1.55	0.8%	47%	False	True	108,903,080
20	201.90	197.52	4.38	2.2%	1.41	0.7%	47%	False	True	89,921,474
40	201.90	190.55	11.35	5.7%	1.48	0.7%	79%	False	False	93,597,589
60	201.90	190.55	11.35	5.7%	1.37	0.7%	79%	False	False	89,167,825
80	201.90	190.55	11.35	5.7%	1.30	0.7%	79%	False	False	87,009,662
100	201.90	186.01	15.89	8.0%	1.30	0.7%	85%	False	False	86,144,442
120	201.90	181.31	20.59	10.3%	1.39	0.7%	89%	False	False	90,884,017

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	208.91
2.618	205.37
1.618	203.20
1.000	201.86
0.618	201.03
HIGH	199.69
0.618	198.86
0.500	198.61
0.382	198.35
LOW	197.52
0.618	196.18
1.000	195.35
1.618	194.01
2.618	191.84
4.250	188.30

Fisher Pivots for day following 24-Sep-2014
Pivot	1 day	3 day
R1	199.24	199.36
PP	198.92	199.15
S1	198.61	198.95

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

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