SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-May-2014

Day Change Summary
	Previous	Current
	28-May-2014	29-May-2014	Change	Change %	Previous Week
Open	191.52	191.82	0.30	0.2%	187.69
High	191.82	192.40	0.58	0.3%	190.48
Low	191.06	191.33	0.27	0.1%	187.07
Close	191.38	192.37	0.99	0.5%	190.35
Range	0.76	1.07	0.31	40.8%	3.41
ATR	1.49	1.46	-0.03	-2.0%	0.00
Volume	66,722,797	64,376,500	-2,346,297	-3.5%	386,282,304

Daily Pivots for day following 29-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	195.24	194.88	192.96
R3	194.17	193.81	192.66
R2	193.10	193.10	192.57
R1	192.74	192.74	192.47	192.92
PP	192.03	192.03	192.03	192.13
S1	191.67	191.67	192.27	191.85
S2	190.96	190.96	192.17
S3	189.89	190.60	192.08
S4	188.82	189.53	191.78

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.53	198.35	192.23
R3	196.12	194.94	191.29
R2	192.71	192.71	190.98
R1	191.53	191.53	190.66	192.12
PP	189.30	189.30	189.30	189.60
S1	188.12	188.12	190.04	188.71
S2	185.89	185.89	189.72
S3	182.48	184.71	189.41
S4	179.07	181.30	188.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	192.40	188.86	3.54	1.8%	0.89	0.5%	99%	True	False	64,962,980
10	192.40	186.48	5.92	3.1%	1.23	0.6%	99%	True	False	84,180,600
20	192.40	186.01	6.39	3.3%	1.34	0.7%	100%	True	False	85,192,035
40	192.40	181.31	11.09	5.8%	1.59	0.8%	100%	True	False	99,013,675
60	192.40	181.31	11.09	5.8%	1.64	0.9%	100%	True	False	104,474,574
80	192.40	173.71	18.69	9.7%	1.65	0.9%	100%	True	False	109,318,931
100	192.40	173.71	18.69	9.7%	1.66	0.9%	100%	True	False	113,299,729
120	192.40	173.71	18.69	9.7%	1.57	0.8%	100%	True	False	111,869,433

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	196.95
2.618	195.20
1.618	194.13
1.000	193.47
0.618	193.06
HIGH	192.40
0.618	191.99
0.500	191.87
0.382	191.74
LOW	191.33
0.618	190.67
1.000	190.26
1.618	189.60
2.618	188.53
4.250	186.78

Fisher Pivots for day following 29-May-2014
Pivot	1 day	3 day
R1	192.20	192.14
PP	192.03	191.91
S1	191.87	191.68

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

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