SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Oct-2014

Day Change Summary
	Previous	Current
	06-Oct-2014	07-Oct-2014	Change	Change %	Previous Week
Open	197.34	195.28	-2.06	-1.0%	196.20
High	197.60	195.72	-1.88	-1.0%	198.30
Low	195.58	193.22	-2.36	-1.2%	192.35
Close	196.29	193.26	-3.03	-1.5%	196.52
Range	2.02	2.50	0.48	23.8%	5.95
ATR	1.92	2.00	0.08	4.3%	0.00
Volume	104,778,305	147,913,406	43,135,101	41.2%	683,065,196

Daily Pivots for day following 07-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.57	199.91	194.64
R3	199.07	197.41	193.95
R2	196.57	196.57	193.72
R1	194.91	194.91	193.49	194.49
PP	194.07	194.07	194.07	193.86
S1	192.41	192.41	193.03	191.99
S2	191.57	191.57	192.80
S3	189.07	189.91	192.57
S4	186.57	187.41	191.89

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	197.60	192.35	5.25	2.7%	2.39	1.2%	17%	False	False	141,868,661
10	199.69	192.35	7.34	3.8%	2.24	1.2%	12%	False	False	129,687,921
20	201.90	192.35	9.55	4.9%	1.86	1.0%	10%	False	False	117,294,275
40	201.90	192.35	9.55	4.9%	1.51	0.8%	10%	False	False	94,760,104
60	201.90	190.55	11.35	5.9%	1.56	0.8%	24%	False	False	97,983,608
80	201.90	190.55	11.35	5.9%	1.44	0.7%	24%	False	False	93,495,172
100	201.90	186.72	15.18	7.9%	1.36	0.7%	43%	False	False	89,781,974
120	201.90	184.96	16.94	8.8%	1.38	0.7%	49%	False	False	90,314,236

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	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	206.35
2.618	202.27
1.618	199.77
1.000	198.22
0.618	197.27
HIGH	195.72
0.618	194.77
0.500	194.47
0.382	194.18
LOW	193.22
0.618	191.68
1.000	190.72
1.618	189.18
2.618	186.68
4.250	182.60

Fisher Pivots for day following 07-Oct-2014
Pivot	1 day	3 day
R1	194.47	195.41
PP	194.07	194.69
S1	193.66	193.98

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

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