SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	196.03	195.97	-0.06	0.0%	193.89
High	196.10	196.05	-0.05	0.0%	196.60
Low	195.70	195.52	-0.18	-0.1%	193.66
Close	195.94	195.88	-0.06	0.0%	195.94
Range	0.40	0.53	0.13	32.5%	2.94
ATR	1.23	1.18	-0.05	-4.1%	0.00
Volume	100,587,102	70,611,398	-29,975,704	-29.8%	464,040,907

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.41	197.17	196.17
R3	196.88	196.64	196.03
R2	196.35	196.35	195.98
R1	196.11	196.11	195.93	195.97
PP	195.82	195.82	195.82	195.74
S1	195.58	195.58	195.83	195.44
S2	195.29	195.29	195.78
S3	194.76	195.05	195.73
S4	194.23	194.52	195.59

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	204.22	203.02	197.56
R3	201.28	200.08	196.75
R2	198.34	198.34	196.48
R1	197.14	197.14	196.21	197.74
PP	195.40	195.40	195.40	195.70
S1	194.20	194.20	195.67	194.80
S2	192.46	192.46	195.40
S3	189.52	191.26	195.13
S4	186.58	188.32	194.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	196.60	193.81	2.79	1.4%	0.97	0.5%	74%	False	False	89,445,600
10	196.60	193.11	3.49	1.8%	1.00	0.5%	79%	False	False	84,892,149
20	196.60	190.95	5.65	2.9%	0.97	0.5%	87%	False	False	77,474,794
40	196.60	184.96	11.64	5.9%	1.22	0.6%	94%	False	False	84,273,832
60	196.60	181.31	15.29	7.8%	1.41	0.7%	95%	False	False	93,291,880
80	196.60	181.31	15.29	7.8%	1.50	0.8%	95%	False	False	101,292,462
100	196.60	173.71	22.89	11.7%	1.57	0.8%	97%	False	False	106,603,535
120	196.60	173.71	22.89	11.7%	1.55	0.8%	97%	False	False	108,030,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	198.30
2.618	197.44
1.618	196.91
1.000	196.58
0.618	196.38
HIGH	196.05
0.618	195.85
0.500	195.79
0.382	195.72
LOW	195.52
0.618	195.19
1.000	194.99
1.618	194.66
2.618	194.13
4.250	193.27

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	195.85	196.06
PP	195.82	196.00
S1	195.79	195.94

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

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