SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Aug-2014

Day Change Summary
	Previous	Current
	05-Aug-2014	06-Aug-2014	Change	Change %	Previous Week
Open	193.10	191.11	-1.99	-1.0%	197.76
High	193.60	192.89	-0.71	-0.4%	198.45
Low	191.31	191.08	-0.23	-0.1%	191.57
Close	192.01	192.07	0.06	0.0%	192.50
Range	2.29	1.81	-0.48	-21.0%	6.88
ATR	1.71	1.72	0.01	0.4%	0.00
Volume	152,690,297	94,818,305	-57,871,992	-37.9%	626,687,602

Daily Pivots for day following 06-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.44	196.57	193.07
R3	195.63	194.76	192.57
R2	193.82	193.82	192.40
R1	192.95	192.95	192.24	193.39
PP	192.01	192.01	192.01	192.23
S1	191.14	191.14	191.90	191.58
S2	190.20	190.20	191.74
S3	188.39	189.33	191.57
S4	186.58	187.52	191.07

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	214.81	210.54	196.28
R3	207.93	203.66	194.39
R2	201.05	201.05	193.76
R1	196.78	196.78	193.13	195.48
PP	194.17	194.17	194.17	193.52
S1	189.90	189.90	191.87	188.60
S2	187.29	187.29	191.24
S3	180.41	183.02	190.61
S4	173.53	176.14	188.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	195.78	191.08	4.70	2.4%	2.27	1.2%	21%	False	True	142,317,856
10	199.06	191.08	7.98	4.2%	1.76	0.9%	12%	False	True	109,926,190
20	199.06	191.08	7.98	4.2%	1.51	0.8%	12%	False	True	99,163,136
40	199.06	191.08	7.98	4.2%	1.30	0.7%	12%	False	True	90,476,452
60	199.06	186.48	12.58	6.5%	1.23	0.6%	44%	False	False	85,904,650
80	199.06	181.44	17.62	9.2%	1.31	0.7%	60%	False	False	88,933,541
100	199.06	181.31	17.75	9.2%	1.46	0.8%	61%	False	False	95,690,140
120	199.06	181.31	17.75	9.2%	1.47	0.8%	61%	False	False	99,008,059

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.38
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	200.58
2.618	197.63
1.618	195.82
1.000	194.70
0.618	194.01
HIGH	192.89
0.618	192.20
0.500	191.99
0.382	191.77
LOW	191.08
0.618	189.96
1.000	189.27
1.618	188.15
2.618	186.34
4.250	183.39

Fisher Pivots for day following 06-Aug-2014
Pivot	1 day	3 day
R1	192.04	192.69
PP	192.01	192.48
S1	191.99	192.28

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

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