SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2014

Day Change Summary
	Previous	Current
	16-Oct-2014	17-Oct-2014	Change	Change %	Previous Week
Open	183.06	188.42	5.36	2.9%	190.46
High	187.58	189.75	2.17	1.2%	191.15
Low	182.89	187.62	4.73	2.6%	181.92
Close	186.27	188.47	2.20	1.2%	188.47
Range	4.69	2.13	-2.56	-54.6%	9.23
ATR	2.88	2.92	0.04	1.5%	0.00
Volume	270,391,469	214,624,891	-55,766,578	-20.6%	1,312,516,110

Daily Pivots for day following 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	195.00	193.87	189.64
R3	192.87	191.74	189.06
R2	190.74	190.74	188.86
R1	189.61	189.61	188.67	190.18
PP	188.61	188.61	188.61	188.90
S1	187.48	187.48	188.27	188.05
S2	186.48	186.48	188.08
S3	184.35	185.35	187.88
S4	182.22	183.22	187.30

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	214.87	210.90	193.55
R3	205.64	201.67	191.01
R2	196.41	196.41	190.16
R1	192.44	192.44	189.32	189.81
PP	187.18	187.18	187.18	185.87
S1	183.21	183.21	187.62	180.58
S2	177.95	177.95	186.78
S3	168.72	173.98	185.93
S4	159.49	164.75	183.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	191.15	181.92	9.23	4.9%	3.84	2.0%	71%	False	False	262,503,222
10	197.60	181.92	15.68	8.3%	3.55	1.9%	42%	False	False	218,428,260
20	200.38	181.92	18.46	9.8%	2.82	1.5%	35%	False	False	173,270,805
40	201.90	181.92	19.98	10.6%	2.06	1.1%	33%	False	False	127,672,114
60	201.90	181.92	19.98	10.6%	1.91	1.0%	33%	False	False	118,194,338
80	201.90	181.92	19.98	10.6%	1.71	0.9%	33%	False	False	108,719,170
100	201.90	181.92	19.98	10.6%	1.58	0.8%	33%	False	False	102,873,152
120	201.90	181.92	19.98	10.6%	1.54	0.8%	33%	False	False	100,235,725

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.85
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	198.80
2.618	195.33
1.618	193.20
1.000	191.88
0.618	191.07
HIGH	189.75
0.618	188.94
0.500	188.69
0.382	188.43
LOW	187.62
0.618	186.30
1.000	185.49
1.618	184.17
2.618	182.04
4.250	178.57

Fisher Pivots for day following 17-Oct-2014
Pivot	1 day	3 day
R1	188.69	187.59
PP	188.61	186.71
S1	188.54	185.84

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

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