SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2014

Day Change Summary
	Previous	Current
	03-Oct-2014	06-Oct-2014	Change	Change %	Previous Week
Open	195.68	197.34	1.66	0.8%	196.20
High	196.94	197.60	0.66	0.3%	198.30
Low	195.08	195.58	0.50	0.3%	192.35
Close	196.52	196.29	-0.23	-0.1%	196.52
Range	1.86	2.02	0.16	8.6%	5.95
ATR	1.92	1.92	0.01	0.4%	0.00
Volume	121,568,703	104,778,305	-16,790,398	-13.8%	683,065,196

Daily Pivots for day following 06-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.55	201.44	197.40
R3	200.53	199.42	196.85
R2	198.51	198.51	196.66
R1	197.40	197.40	196.48	196.95
PP	196.49	196.49	196.49	196.26
S1	195.38	195.38	196.10	194.93
S2	194.47	194.47	195.92
S3	192.45	193.36	195.73
S4	190.43	191.34	195.18

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%	2.23	1.1%	66%	False	False	138,546,379
10	199.69	192.35	7.34	3.7%	2.12	1.1%	54%	False	False	126,035,910
20	201.90	192.35	9.55	4.9%	1.81	0.9%	41%	False	False	114,328,145
40	201.90	192.35	9.55	4.9%	1.48	0.8%	41%	False	False	92,925,859
60	201.90	190.55	11.35	5.8%	1.53	0.8%	51%	False	False	96,496,017
80	201.90	190.55	11.35	5.8%	1.42	0.7%	51%	False	False	92,671,470
100	201.90	186.48	15.42	7.9%	1.36	0.7%	64%	False	False	89,852,404
120	201.90	184.65	17.25	8.8%	1.37	0.7%	67%	False	False	89,958,261

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	206.19
2.618	202.89
1.618	200.87
1.000	199.62
0.618	198.85
HIGH	197.60
0.618	196.83
0.500	196.59
0.382	196.35
LOW	195.58
0.618	194.33
1.000	193.56
1.618	192.31
2.618	190.29
4.250	187.00

Fisher Pivots for day following 06-Oct-2014
Pivot	1 day	3 day
R1	196.59	195.85
PP	196.49	195.41
S1	196.39	194.98

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

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