SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Oct-2014

Day Change Summary
	Previous	Current
	22-Oct-2014	23-Oct-2014	Change	Change %	Previous Week
Open	194.41	194.62	0.21	0.1%	190.46
High	194.91	196.20	1.29	0.7%	191.15
Low	192.61	194.26	1.65	0.9%	181.92
Close	192.69	194.93	2.24	1.2%	188.47
Range	2.30	1.94	-0.36	-15.7%	9.23
ATR	2.91	2.95	0.04	1.5%	0.00
Volume	151,822,500	154,944,094	3,121,594	2.1%	1,312,516,110

Daily Pivots for day following 23-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.95	199.88	196.00
R3	199.01	197.94	195.46
R2	197.07	197.07	195.29
R1	196.00	196.00	195.11	196.54
PP	195.13	195.13	195.13	195.40
S1	194.06	194.06	194.75	194.60
S2	193.19	193.19	194.57
S3	191.25	192.12	194.40
S4	189.31	190.18	193.86

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	196.20	187.62	8.58	4.4%	2.29	1.2%	85%	True	False	161,270,137
10	196.20	181.92	14.28	7.3%	3.17	1.6%	91%	True	False	212,615,079
20	198.39	181.92	16.47	8.4%	2.89	1.5%	79%	False	False	178,131,014
40	201.90	181.92	19.98	10.2%	2.20	1.1%	65%	False	False	136,586,902
60	201.90	181.92	19.98	10.2%	1.97	1.0%	65%	False	False	122,543,358
80	201.90	181.92	19.98	10.2%	1.77	0.9%	65%	False	False	112,156,496
100	201.90	181.92	19.98	10.2%	1.64	0.8%	65%	False	False	106,086,465
120	201.90	181.92	19.98	10.2%	1.57	0.8%	65%	False	False	102,095,681

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	0.77
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	204.45
2.618	201.28
1.618	199.34
1.000	198.14
0.618	197.40
HIGH	196.20
0.618	195.46
0.500	195.23
0.382	195.00
LOW	194.26
0.618	193.06
1.000	192.32
1.618	191.12
2.618	189.18
4.250	186.02

Fisher Pivots for day following 23-Oct-2014
Pivot	1 day	3 day
R1	195.23	194.57
PP	195.13	194.20
S1	195.03	193.84

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

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