SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Oct-2014

Day Change Summary
	Previous	Current
	17-Oct-2014	20-Oct-2014	Change	Change %	Previous Week
Open	188.42	188.13	-0.29	-0.2%	190.46
High	189.75	190.45	0.70	0.4%	191.15
Low	187.62	188.07	0.45	0.2%	181.92
Close	188.47	190.30	1.83	1.0%	188.47
Range	2.13	2.38	0.25	11.7%	9.23
ATR	2.92	2.88	-0.04	-1.3%	0.00
Volume	214,624,891	130,010,703	-84,614,188	-39.4%	1,312,516,110

Daily Pivots for day following 20-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.75	195.90	191.61
R3	194.37	193.52	190.95
R2	191.99	191.99	190.74
R1	191.14	191.14	190.52	191.57
PP	189.61	189.61	189.61	189.82
S1	188.76	188.76	190.08	189.19
S2	187.23	187.23	189.86
S3	184.85	186.38	189.65
S4	182.47	184.00	188.99

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	190.45	181.92	8.53	4.5%	3.55	1.9%	98%	True	False	242,317,600
10	196.92	181.92	15.00	7.9%	3.58	1.9%	56%	False	False	220,951,500
20	199.69	181.92	17.77	9.3%	2.85	1.5%	47%	False	False	173,493,705
40	201.90	181.92	19.98	10.5%	2.09	1.1%	42%	False	False	129,019,699
60	201.90	181.92	19.98	10.5%	1.93	1.0%	42%	False	False	119,080,563
80	201.90	181.92	19.98	10.5%	1.72	0.9%	42%	False	False	109,290,406
100	201.90	181.92	19.98	10.5%	1.60	0.8%	42%	False	False	103,529,494
120	201.90	181.92	19.98	10.5%	1.55	0.8%	42%	False	False	100,473,251

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	0.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	200.57
2.618	196.68
1.618	194.30
1.000	192.83
0.618	191.92
HIGH	190.45
0.618	189.54
0.500	189.26
0.382	188.98
LOW	188.07
0.618	186.60
1.000	185.69
1.618	184.22
2.618	181.84
4.250	177.96

Fisher Pivots for day following 20-Oct-2014
Pivot	1 day	3 day
R1	189.95	189.09
PP	189.61	187.88
S1	189.26	186.67

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

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