SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	192.95	192.40	-0.55	-0.3%	191.05
High	192.99	192.90	-0.09	0.0%	192.80
Low	191.97	192.25	0.28	0.1%	190.95
Close	192.90	192.80	-0.10	-0.1%	192.68
Range	1.02	0.65	-0.37	-36.3%	1.85
ATR	1.38	1.33	-0.05	-3.8%	0.00
Volume	64,655,602	65,046,801	391,199	0.6%	279,425,204

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	194.60	194.35	193.16
R3	193.95	193.70	192.98
R2	193.30	193.30	192.92
R1	193.05	193.05	192.86	193.18
PP	192.65	192.65	192.65	192.71
S1	192.40	192.40	192.74	192.53
S2	192.00	192.00	192.68
S3	191.35	191.75	192.62
S4	190.70	191.10	192.44

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	192.99	191.06	1.93	1.0%	0.85	0.4%	90%	False	False	67,423,460
10	192.99	187.07	5.92	3.1%	0.97	0.5%	97%	False	False	73,157,050
20	192.99	186.01	6.98	3.6%	1.24	0.6%	97%	False	False	82,141,765
40	192.99	181.31	11.68	6.1%	1.50	0.8%	98%	False	False	96,024,380
60	192.99	181.31	11.68	6.1%	1.63	0.8%	98%	False	False	103,151,431
80	192.99	177.79	15.20	7.9%	1.60	0.8%	99%	False	False	106,117,653
100	192.99	173.71	19.28	10.0%	1.65	0.9%	99%	False	False	112,452,365
120	192.99	173.71	19.28	10.0%	1.57	0.8%	99%	False	False	111,046,374

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	195.66
2.618	194.60
1.618	193.95
1.000	193.55
0.618	193.30
HIGH	192.90
0.618	192.65
0.500	192.58
0.382	192.50
LOW	192.25
0.618	191.85
1.000	191.60
1.618	191.20
2.618	190.55
4.250	189.49

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	192.73	192.69
PP	192.65	192.59
S1	192.58	192.48

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

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