SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2014

Day Change Summary
	Previous	Current
	02-Oct-2014	03-Oct-2014	Change	Change %	Previous Week
Open	194.18	195.68	1.50	0.8%	196.20
High	195.06	196.94	1.88	1.0%	198.30
Low	192.35	195.08	2.73	1.4%	192.35
Close	194.38	196.52	2.14	1.1%	196.52
Range	2.71	1.86	-0.85	-31.4%	5.95
ATR	1.87	1.92	0.05	2.7%	0.00
Volume	157,285,094	121,568,703	-35,716,391	-22.7%	683,065,196

Daily Pivots for day following 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.76	201.00	197.54
R3	199.90	199.14	197.03
R2	198.04	198.04	196.86
R1	197.28	197.28	196.69	197.66
PP	196.18	196.18	196.18	196.37
S1	195.42	195.42	196.35	195.80
S2	194.32	194.32	196.18
S3	192.46	193.56	196.01
S4	190.60	191.70	195.50

Weekly Pivots for week ending 03-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	213.57	211.00	199.79
R3	207.62	205.05	198.16
R2	201.67	201.67	197.61
R1	199.10	199.10	197.07	200.39
PP	195.72	195.72	195.72	196.37
S1	193.15	193.15	195.97	194.44
S2	189.77	189.77	195.43
S3	183.82	187.20	194.88
S4	177.87	181.25	193.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	198.30	192.35	5.95	3.0%	2.19	1.1%	70%	False	False	136,613,039
10	200.38	192.35	8.03	4.1%	2.08	1.1%	52%	False	False	128,113,350
20	201.90	192.35	9.55	4.9%	1.77	0.9%	44%	False	False	112,296,515
40	201.90	190.95	10.95	5.6%	1.49	0.8%	51%	False	False	93,231,759
60	201.90	190.55	11.35	5.8%	1.51	0.8%	53%	False	False	95,820,435
80	201.90	190.55	11.35	5.8%	1.42	0.7%	53%	False	False	92,691,118
100	201.90	186.48	15.42	7.8%	1.35	0.7%	65%	False	False	89,528,289
120	201.90	181.51	20.39	10.4%	1.37	0.7%	74%	False	False	90,394,212

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	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	204.85
2.618	201.81
1.618	199.95
1.000	198.80
0.618	198.09
HIGH	196.94
0.618	196.23
0.500	196.01
0.382	195.79
LOW	195.08
0.618	193.93
1.000	193.22
1.618	192.07
2.618	190.21
4.250	187.18

Fisher Pivots for day following 03-Oct-2014
Pivot	1 day	3 day
R1	196.35	195.90
PP	196.18	195.27
S1	196.01	194.65

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

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