SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Oct-2014

Day Change Summary
	Previous	Current
	21-Oct-2014	22-Oct-2014	Change	Change %	Previous Week
Open	191.68	194.41	2.73	1.4%	190.46
High	194.20	194.91	0.71	0.4%	191.15
Low	191.48	192.61	1.13	0.6%	181.92
Close	194.07	192.69	-1.38	-0.7%	188.47
Range	2.72	2.30	-0.42	-15.4%	9.23
ATR	2.96	2.91	-0.05	-1.6%	0.00
Volume	154,948,500	151,822,500	-3,126,000	-2.0%	1,312,516,110

Daily Pivots for day following 22-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.30	198.80	193.96
R3	198.00	196.50	193.32
R2	195.70	195.70	193.11
R1	194.20	194.20	192.90	193.80
PP	193.40	193.40	193.40	193.21
S1	191.90	191.90	192.48	191.50
S2	191.10	191.10	192.27
S3	188.80	189.60	192.06
S4	186.50	187.30	191.43

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	194.91	182.89	12.02	6.2%	2.84	1.5%	82%	True	False	184,359,612
10	196.60	181.92	14.68	7.6%	3.38	1.8%	73%	False	False	218,191,118
20	199.05	181.92	17.13	8.9%	2.93	1.5%	63%	False	False	177,898,810
40	201.90	181.92	19.98	10.4%	2.17	1.1%	54%	False	False	133,910,142
60	201.90	181.92	19.98	10.4%	1.97	1.0%	54%	False	False	121,697,996
80	201.90	181.92	19.98	10.4%	1.76	0.9%	54%	False	False	111,350,571
100	201.90	181.92	19.98	10.4%	1.63	0.8%	54%	False	False	105,187,492
120	201.90	181.92	19.98	10.4%	1.57	0.8%	54%	False	False	101,436,836

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	0.76
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	204.69
2.618	200.93
1.618	198.63
1.000	197.21
0.618	196.33
HIGH	194.91
0.618	194.03
0.500	193.76
0.382	193.49
LOW	192.61
0.618	191.19
1.000	190.31
1.618	188.89
2.618	186.59
4.250	182.84

Fisher Pivots for day following 22-Oct-2014
Pivot	1 day	3 day
R1	193.76	192.29
PP	193.40	191.89
S1	193.05	191.49

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

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