SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Sep-2014

Day Change Summary
	Previous	Current
	24-Sep-2014	25-Sep-2014	Change	Change %	Previous Week
Open	198.04	199.04	1.00	0.5%	199.16
High	199.69	199.05	-0.64	-0.3%	201.90
Low	197.52	196.27	-1.25	-0.6%	198.38
Close	199.56	196.34	-3.22	-1.6%	200.70
Range	2.17	2.78	0.61	28.1%	3.52
ATR	1.54	1.66	0.13	8.2%	0.00
Volume	107,275,602	150,300,000	43,024,398	40.1%	560,507,305

Daily Pivots for day following 25-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.56	203.73	197.87
R3	202.78	200.95	197.10
R2	200.00	200.00	196.85
R1	198.17	198.17	196.59	197.70
PP	197.22	197.22	197.22	196.98
S1	195.39	195.39	196.09	194.92
S2	194.44	194.44	195.83
S3	191.66	192.61	195.58
S4	188.88	189.83	194.81

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	196.27	5.63	2.9%	1.90	1.0%	1%	False	True	123,234,140
10	201.90	196.27	5.63	2.9%	1.70	0.9%	1%	False	True	117,250,730
20	201.90	196.27	5.63	2.9%	1.52	0.8%	1%	False	True	95,042,789
40	201.90	190.55	11.35	5.8%	1.51	0.8%	51%	False	False	94,749,529
60	201.90	190.55	11.35	5.8%	1.40	0.7%	51%	False	False	90,164,990
80	201.90	190.55	11.35	5.8%	1.33	0.7%	51%	False	False	88,075,327
100	201.90	186.01	15.89	8.1%	1.31	0.7%	65%	False	False	86,888,615
120	201.90	181.31	20.59	10.5%	1.39	0.7%	73%	False	False	90,725,011

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	0.29
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	210.87
2.618	206.33
1.618	203.55
1.000	201.83
0.618	200.77
HIGH	199.05
0.618	197.99
0.500	197.66
0.382	197.33
LOW	196.27
0.618	194.55
1.000	193.49
1.618	191.77
2.618	188.99
4.250	184.46

Fisher Pivots for day following 25-Sep-2014
Pivot	1 day	3 day
R1	197.66	197.98
PP	197.22	197.43
S1	196.78	196.89

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

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