SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2014

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	201.78	201.92	0.14	0.1%	195.73
High	201.82	202.45	0.63	0.3%	201.82
Low	200.77	201.31	0.54	0.3%	195.03
Close	201.66	201.77	0.11	0.1%	201.66
Range	1.05	1.14	0.09	8.6%	6.79
ATR	2.68	2.57	-0.11	-4.1%	0.00
Volume	146,902,500	93,734,094	-53,168,406	-36.2%	592,479,312

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.26	204.66	202.40
R3	204.12	203.52	202.08
R2	202.98	202.98	201.98
R1	202.38	202.38	201.87	202.11
PP	201.84	201.84	201.84	201.71
S1	201.24	201.24	201.67	200.97
S2	200.70	200.70	201.56
S3	199.56	200.10	201.46
S4	198.42	198.96	201.14

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	219.87	217.56	205.39
R3	213.08	210.77	203.53
R2	206.29	206.29	202.90
R1	203.98	203.98	202.28	205.14
PP	199.50	199.50	199.50	200.08
S1	197.19	197.19	201.04	198.35
S2	192.71	192.71	200.42
S3	185.92	190.40	199.79
S4	179.13	183.61	197.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	202.45	196.73	5.72	2.8%	1.75	0.9%	88%	True	False	120,651,960
10	202.45	191.48	10.97	5.4%	1.91	0.9%	94%	True	False	126,585,569
20	202.45	181.92	20.53	10.2%	2.75	1.4%	97%	True	False	173,768,534
40	202.45	181.92	20.53	10.2%	2.28	1.1%	97%	True	False	144,048,340
60	202.45	181.92	20.53	10.2%	1.90	0.9%	97%	True	False	119,873,418
80	202.45	181.92	20.53	10.2%	1.83	0.9%	97%	True	False	115,814,146
100	202.45	181.92	20.53	10.2%	1.69	0.8%	97%	True	False	108,890,883
120	202.45	181.92	20.53	10.2%	1.59	0.8%	97%	True	False	103,838,425

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	207.30
2.618	205.43
1.618	204.29
1.000	203.59
0.618	203.15
HIGH	202.45
0.618	202.01
0.500	201.88
0.382	201.75
LOW	201.31
0.618	200.61
1.000	200.17
1.618	199.47
2.618	198.33
4.250	196.47

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	201.88	201.16
PP	201.84	200.54
S1	201.81	199.93

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

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