SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	192.69	190.46	-2.23	-1.2%	197.34
High	193.65	191.15	-2.50	-1.3%	197.60
Low	190.49	187.30	-3.19	-1.7%	190.49
Close	190.54	187.41	-3.13	-1.6%	190.54
Range	3.16	3.85	0.69	21.8%	7.11
ATR	2.38	2.49	0.10	4.4%	0.00
Volume	221,908,891	230,938,813	9,029,922	4.1%	871,766,492

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.17	197.64	189.53
R3	196.32	193.79	188.47
R2	192.47	192.47	188.12
R1	189.94	189.94	187.76	189.28
PP	188.62	188.62	188.62	188.29
S1	186.09	186.09	187.06	185.43
S2	184.77	184.77	186.70
S3	180.92	182.24	186.35
S4	177.07	178.39	185.29

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	214.21	209.48	194.45
R3	207.10	202.37	192.50
R2	199.99	199.99	191.84
R1	195.26	195.26	191.19	194.07
PP	192.88	192.88	192.88	192.28
S1	188.15	188.15	189.89	186.96
S2	185.77	185.77	189.24
S3	178.66	181.04	188.58
S4	171.55	173.93	186.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	196.92	187.30	9.62	5.1%	3.62	1.9%	1%	False	True	199,585,400
10	198.30	187.30	11.00	5.9%	2.92	1.6%	1%	False	True	169,065,889
20	201.90	187.30	14.60	7.8%	2.38	1.3%	1%	False	True	143,397,235
40	201.90	187.30	14.60	7.8%	1.77	0.9%	1%	False	True	107,510,457
60	201.90	187.30	14.60	7.8%	1.70	0.9%	1%	False	True	104,464,200
80	201.90	187.30	14.60	7.8%	1.57	0.8%	1%	False	True	99,577,170
100	201.90	187.30	14.60	7.8%	1.46	0.8%	1%	False	True	94,661,763
120	201.90	184.96	16.94	9.0%	1.47	0.8%	14%	False	False	94,620,653

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	0.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	207.51
2.618	201.23
1.618	197.38
1.000	195.00
0.618	193.53
HIGH	191.15
0.618	189.68
0.500	189.23
0.382	188.77
LOW	187.30
0.618	184.92
1.000	183.45
1.618	181.07
2.618	177.22
4.250	170.94

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	189.23	191.95
PP	188.62	190.44
S1	188.02	188.92

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

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