SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jun-2014

Day Change Summary
	Previous	Current
	10-Jun-2014	11-Jun-2014	Change	Change %	Previous Week
Open	195.33	194.90	-0.43	-0.2%	192.95
High	195.64	195.12	-0.52	-0.3%	195.43
Low	194.92	194.48	-0.44	-0.2%	191.97
Close	195.60	194.92	-0.68	-0.3%	195.38
Range	0.72	0.64	-0.08	-11.1%	3.46
ATR	1.25	1.24	-0.01	-0.8%	0.00
Volume	57,129,398	68,772,398	11,643,000	20.4%	356,030,395

Daily Pivots for day following 11-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.76	196.48	195.27
R3	196.12	195.84	195.10
R2	195.48	195.48	195.04
R1	195.20	195.20	194.98	195.34
PP	194.84	194.84	194.84	194.91
S1	194.56	194.56	194.86	194.70
S2	194.20	194.20	194.80
S3	193.56	193.92	194.74
S4	192.92	193.28	194.57

Weekly Pivots for week ending 06-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	204.64	203.47	197.28
R3	201.18	200.01	196.33
R2	197.72	197.72	196.01
R1	196.55	196.55	195.70	197.14
PP	194.26	194.26	194.26	194.55
S1	193.09	193.09	195.06	193.68
S2	190.80	190.80	194.75
S3	187.34	189.63	194.43
S4	183.88	186.17	193.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	196.05	192.70	3.35	1.7%	0.97	0.5%	66%	False	False	72,363,858
10	196.05	191.33	4.72	2.4%	0.94	0.5%	76%	False	False	68,774,309
20	196.05	186.48	9.57	4.9%	1.08	0.6%	88%	False	False	76,876,970
40	196.05	181.51	14.54	7.5%	1.29	0.7%	92%	False	False	85,800,400
60	196.05	181.31	14.74	7.6%	1.55	0.8%	92%	False	False	98,672,814
80	196.05	181.31	14.74	7.6%	1.54	0.8%	92%	False	False	102,927,288
100	196.05	173.71	22.34	11.5%	1.62	0.8%	95%	False	False	110,441,514
120	196.05	173.71	22.34	11.5%	1.56	0.8%	95%	False	False	109,349,109

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	197.84
2.618	196.80
1.618	196.16
1.000	195.76
0.618	195.52
HIGH	195.12
0.618	194.88
0.500	194.80
0.382	194.72
LOW	194.48
0.618	194.08
1.000	193.84
1.618	193.44
2.618	192.80
4.250	191.76

Fisher Pivots for day following 11-Jun-2014
Pivot	1 day	3 day
R1	194.88	195.27
PP	194.84	195.15
S1	194.80	195.04

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

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