SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Oct-2014

Day Change Summary
	Previous	Current
	14-Oct-2014	15-Oct-2014	Change	Change %	Previous Week
Open	188.42	185.16	-3.26	-1.7%	197.34
High	189.82	187.69	-2.13	-1.1%	197.60
Low	187.04	181.92	-5.12	-2.7%	190.49
Close	187.70	186.43	-1.27	-0.7%	190.54
Range	2.78	5.77	2.99	107.6%	7.11
ATR	2.51	2.74	0.23	9.3%	0.00
Volume	215,846,406	380,714,531	164,868,125	76.4%	871,766,492

Daily Pivots for day following 15-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.66	200.31	189.60
R3	196.89	194.54	188.02
R2	191.12	191.12	187.49
R1	188.77	188.77	186.96	189.95
PP	185.35	185.35	185.35	185.93
S1	183.00	183.00	185.90	184.18
S2	179.58	179.58	185.37
S3	173.81	177.23	184.84
S4	168.04	171.46	183.26

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	196.60	181.92	14.68	7.9%	3.92	2.1%	31%	False	True	252,022,625
10	197.60	181.92	15.68	8.4%	3.32	1.8%	29%	False	True	197,812,003
20	201.90	181.92	19.98	10.7%	2.59	1.4%	23%	False	True	159,851,957
40	201.90	181.92	19.98	10.7%	1.94	1.0%	23%	False	True	119,060,505
60	201.90	181.92	19.98	10.7%	1.82	1.0%	23%	False	True	112,152,395
80	201.90	181.92	19.98	10.7%	1.67	0.9%	23%	False	True	104,894,200
100	201.90	181.92	19.98	10.7%	1.53	0.8%	23%	False	True	99,410,319
120	201.90	181.92	19.98	10.7%	1.52	0.8%	23%	False	True	98,020,744

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.90
Widest range in 794 trading days

Fibonacci Retracements and Extensions
4.250	212.21
2.618	202.80
1.618	197.03
1.000	193.46
0.618	191.26
HIGH	187.69
0.618	185.49
0.500	184.81
0.382	184.12
LOW	181.92
0.618	178.35
1.000	176.15
1.618	172.58
2.618	166.81
4.250	157.40

Fisher Pivots for day following 15-Oct-2014
Pivot	1 day	3 day
R1	185.89	186.54
PP	185.35	186.50
S1	184.81	186.47

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

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