SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jun-2014

Day Change Summary
	Previous	Current
	11-Jun-2014	12-Jun-2014	Change	Change %	Previous Week
Open	194.90	194.65	-0.25	-0.1%	192.95
High	195.12	194.80	-0.32	-0.2%	195.43
Low	194.48	193.11	-1.37	-0.7%	191.97
Close	194.92	193.54	-1.38	-0.7%	195.38
Range	0.64	1.69	1.05	164.1%	3.46
ATR	1.24	1.28	0.04	3.3%	0.00
Volume	68,772,398	106,350,203	37,577,805	54.6%	356,030,395

Daily Pivots for day following 12-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.89	197.90	194.47
R3	197.20	196.21	194.00
R2	195.51	195.51	193.85
R1	194.52	194.52	193.69	194.17
PP	193.82	193.82	193.82	193.64
S1	192.83	192.83	193.39	192.48
S2	192.13	192.13	193.23
S3	190.44	191.14	193.08
S4	188.75	189.45	192.61

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	193.11	2.94	1.5%	0.92	0.5%	15%	False	True	75,213,400
10	196.05	191.97	4.08	2.1%	1.00	0.5%	38%	False	False	72,971,679
20	196.05	186.48	9.57	4.9%	1.11	0.6%	74%	False	False	78,576,140
40	196.05	184.65	11.40	5.9%	1.26	0.7%	78%	False	False	84,531,844
60	196.05	181.31	14.74	7.6%	1.56	0.8%	83%	False	False	98,748,576
80	196.05	181.31	14.74	7.6%	1.56	0.8%	83%	False	False	103,250,906
100	196.05	173.71	22.34	11.5%	1.62	0.8%	89%	False	False	110,426,530
120	196.05	173.71	22.34	11.5%	1.53	0.8%	89%	False	False	108,277,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	201.98
2.618	199.22
1.618	197.53
1.000	196.49
0.618	195.84
HIGH	194.80
0.618	194.15
0.500	193.96
0.382	193.76
LOW	193.11
0.618	192.07
1.000	191.42
1.618	190.38
2.618	188.69
4.250	185.93

Fisher Pivots for day following 12-Jun-2014
Pivot	1 day	3 day
R1	193.96	194.38
PP	193.82	194.10
S1	193.68	193.82

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

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