SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Oct-2014

Day Change Summary
	Previous	Current
	24-Oct-2014	27-Oct-2014	Change	Change %	Previous Week
Open	195.25	195.73	0.48	0.2%	188.13
High	196.49	196.45	-0.04	0.0%	196.49
Low	194.49	195.03	0.54	0.3%	188.07
Close	196.43	196.16	-0.27	-0.1%	196.43
Range	2.00	1.42	-0.58	-29.0%	8.42
ATR	2.88	2.78	-0.10	-3.6%	0.00
Volume	117,927,195	82,953,602	-34,973,593	-29.7%	709,652,992

Daily Pivots for day following 27-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.14	199.57	196.94
R3	198.72	198.15	196.55
R2	197.30	197.30	196.42
R1	196.73	196.73	196.29	197.02
PP	195.88	195.88	195.88	196.02
S1	195.31	195.31	196.03	195.60
S2	194.46	194.46	195.90
S3	193.04	193.89	195.77
S4	191.62	192.47	195.38

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	218.92	216.10	201.06
R3	210.50	207.68	198.75
R2	202.08	202.08	197.97
R1	199.26	199.26	197.20	200.67
PP	193.66	193.66	193.66	194.37
S1	190.84	190.84	195.66	192.25
S2	185.24	185.24	194.89
S3	176.82	182.42	194.11
S4	168.40	174.00	191.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	196.49	191.48	5.01	2.6%	2.08	1.1%	93%	False	False	132,519,178
10	196.49	181.92	14.57	7.4%	2.81	1.4%	98%	False	False	187,418,389
20	198.30	181.92	16.38	8.4%	2.87	1.5%	87%	False	False	178,242,139
40	201.90	181.92	19.98	10.2%	2.24	1.1%	71%	False	False	138,503,002
60	201.90	181.92	19.98	10.2%	1.94	1.0%	71%	False	False	119,679,034
80	201.90	181.92	19.98	10.2%	1.80	0.9%	71%	False	False	113,349,836
100	201.90	181.92	19.98	10.2%	1.65	0.8%	71%	False	False	106,618,955
120	201.90	181.92	19.98	10.2%	1.58	0.8%	71%	False	False	102,170,066

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	202.49
2.618	200.17
1.618	198.75
1.000	197.87
0.618	197.33
HIGH	196.45
0.618	195.91
0.500	195.74
0.382	195.57
LOW	195.03
0.618	194.15
1.000	193.61
1.618	192.73
2.618	191.31
4.250	189.00

Fisher Pivots for day following 27-Oct-2014
Pivot	1 day	3 day
R1	196.02	195.90
PP	195.88	195.64
S1	195.74	195.38

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

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