SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Sep-2014

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	199.04	196.70	-2.34	-1.2%	200.35
High	199.05	198.39	-0.66	-0.3%	200.38
Low	196.27	196.42	0.15	0.1%	196.27
Close	196.34	197.90	1.56	0.8%	197.90
Range	2.78	1.97	-0.81	-29.1%	4.11
ATR	1.66	1.69	0.03	1.7%	0.00
Volume	150,300,000	103,546,703	-46,753,297	-31.1%	598,068,305

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	203.48	202.66	198.98
R3	201.51	200.69	198.44
R2	199.54	199.54	198.26
R1	198.72	198.72	198.08	199.13
PP	197.57	197.57	197.57	197.78
S1	196.75	196.75	197.72	197.16
S2	195.60	195.60	197.54
S3	193.63	194.78	197.36
S4	191.66	192.81	196.82

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	210.51	208.32	200.16
R3	206.40	204.21	199.03
R2	202.29	202.29	198.65
R1	200.10	200.10	198.28	199.14
PP	198.18	198.18	198.18	197.71
S1	195.99	195.99	197.52	195.03
S2	194.07	194.07	197.15
S3	189.96	191.88	196.77
S4	185.85	187.77	195.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	200.38	196.27	4.11	2.1%	1.98	1.0%	40%	False	False	119,613,661
10	201.90	196.27	5.63	2.8%	1.75	0.9%	29%	False	False	115,857,561
20	201.90	196.27	5.63	2.8%	1.57	0.8%	29%	False	False	97,303,609
40	201.90	190.55	11.35	5.7%	1.49	0.8%	65%	False	False	92,751,212
60	201.90	190.55	11.35	5.7%	1.42	0.7%	65%	False	False	91,016,188
80	201.90	190.55	11.35	5.7%	1.34	0.7%	65%	False	False	88,675,545
100	201.90	186.01	15.89	8.0%	1.32	0.7%	75%	False	False	87,069,540
120	201.90	181.31	20.59	10.4%	1.38	0.7%	81%	False	False	90,414,545

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

Fibonacci Retracements and Extensions
4.250	206.76
2.618	203.55
1.618	201.58
1.000	200.36
0.618	199.61
HIGH	198.39
0.618	197.64
0.500	197.41
0.382	197.17
LOW	196.42
0.618	195.20
1.000	194.45
1.618	193.23
2.618	191.26
4.250	188.05

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	197.74	197.98
PP	197.57	197.95
S1	197.41	197.93

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

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