SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	192.40	192.47	0.07	0.0%	191.05
High	192.90	193.30	0.40	0.2%	192.80
Low	192.25	192.27	0.02	0.0%	190.95
Close	192.80	193.19	0.39	0.2%	192.68
Range	0.65	1.03	0.38	58.5%	1.85
ATR	1.33	1.31	-0.02	-1.6%	0.00
Volume	65,046,801	55,529,297	-9,517,504	-14.6%	279,425,204

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.01	195.63	193.76
R3	194.98	194.60	193.47
R2	193.95	193.95	193.38
R1	193.57	193.57	193.28	193.76
PP	192.92	192.92	192.92	193.02
S1	192.54	192.54	193.10	192.73
S2	191.89	191.89	193.00
S3	190.86	191.51	192.91
S4	189.83	190.48	192.62

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.69	197.04	193.70
R3	195.84	195.19	193.19
R2	193.99	193.99	193.02
R1	193.34	193.34	192.85	193.67
PP	192.14	192.14	192.14	192.31
S1	191.49	191.49	192.51	191.82
S2	190.29	190.29	192.34
S3	188.44	189.64	192.17
S4	186.59	187.79	191.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	193.30	191.33	1.97	1.0%	0.91	0.5%	94%	True	False	65,184,760
10	193.30	188.06	5.24	2.7%	0.91	0.5%	98%	True	False	67,545,540
20	193.30	186.01	7.29	3.8%	1.22	0.6%	98%	True	False	80,645,520
40	193.30	181.31	11.99	6.2%	1.47	0.8%	99%	True	False	93,892,545
60	193.30	181.31	11.99	6.2%	1.63	0.8%	99%	True	False	102,827,934
80	193.30	179.21	14.09	7.3%	1.59	0.8%	99%	True	False	104,676,930
100	193.30	173.71	19.59	10.1%	1.65	0.9%	99%	True	False	112,100,825
120	193.30	173.71	19.59	10.1%	1.57	0.8%	99%	True	False	110,834,316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	197.68
2.618	196.00
1.618	194.97
1.000	194.33
0.618	193.94
HIGH	193.30
0.618	192.91
0.500	192.79
0.382	192.66
LOW	192.27
0.618	191.63
1.000	191.24
1.618	190.60
2.618	189.57
4.250	187.89

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	193.06	193.01
PP	192.92	192.82
S1	192.79	192.64

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

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