SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Oct-2014

Day Change Summary
	Previous	Current
	15-Oct-2014	16-Oct-2014	Change	Change %	Previous Week
Open	185.16	183.06	-2.10	-1.1%	197.34
High	187.69	187.58	-0.11	-0.1%	197.60
Low	181.92	182.89	0.97	0.5%	190.49
Close	186.43	186.27	-0.16	-0.1%	190.54
Range	5.77	4.69	-1.08	-18.7%	7.11
ATR	2.74	2.88	0.14	5.1%	0.00
Volume	380,714,531	270,391,469	-110,323,062	-29.0%	871,766,492

Daily Pivots for day following 16-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.65	197.65	188.85
R3	194.96	192.96	187.56
R2	190.27	190.27	187.13
R1	188.27	188.27	186.70	189.27
PP	185.58	185.58	185.58	186.08
S1	183.58	183.58	185.84	184.58
S2	180.89	180.89	185.41
S3	176.20	178.89	184.98
S4	171.51	174.20	183.69

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	193.65	181.92	11.73	6.3%	4.05	2.2%	37%	False	False	263,960,022
10	197.60	181.92	15.68	8.4%	3.52	1.9%	28%	False	False	209,122,641
20	201.90	181.92	19.98	10.7%	2.79	1.5%	22%	False	False	168,622,015
40	201.90	181.92	19.98	10.7%	2.03	1.1%	22%	False	False	124,001,257
60	201.90	181.92	19.98	10.7%	1.88	1.0%	22%	False	False	115,565,390
80	201.90	181.92	19.98	10.7%	1.70	0.9%	22%	False	False	107,071,132
100	201.90	181.92	19.98	10.7%	1.57	0.8%	22%	False	False	101,394,131
120	201.90	181.92	19.98	10.7%	1.53	0.8%	22%	False	False	99,147,997

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	207.51
2.618	199.86
1.618	195.17
1.000	192.27
0.618	190.48
HIGH	187.58
0.618	185.79
0.500	185.24
0.382	184.68
LOW	182.89
0.618	179.99
1.000	178.20
1.618	175.30
2.618	170.61
4.250	162.96

Fisher Pivots for day following 16-Oct-2014
Pivot	1 day	3 day
R1	185.93	186.14
PP	185.58	186.00
S1	185.24	185.87

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

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