SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jun-2014

Day Change Summary
	Previous	Current
	23-Jun-2014	24-Jun-2014	Change	Change %	Previous Week
Open	195.97	195.53	-0.44	-0.2%	193.89
High	196.05	196.50	0.45	0.2%	196.60
Low	195.52	194.48	-1.04	-0.5%	193.66
Close	195.88	194.70	-1.18	-0.6%	195.94
Range	0.53	2.02	1.49	281.1%	2.94
ATR	1.18	1.24	0.06	5.1%	0.00
Volume	70,611,398	96,236,891	25,625,493	36.3%	464,040,907

Daily Pivots for day following 24-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.29	200.01	195.81
R3	199.27	197.99	195.26
R2	197.25	197.25	195.07
R1	195.97	195.97	194.89	195.60
PP	195.23	195.23	195.23	195.04
S1	193.95	193.95	194.51	193.58
S2	193.21	193.21	194.33
S3	191.19	191.93	194.14
S4	189.17	189.91	193.59

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	194.40	2.20	1.1%	1.14	0.6%	14%	False	False	91,726,217
10	196.60	193.11	3.49	1.8%	1.13	0.6%	46%	False	False	88,802,899
20	196.60	191.06	5.54	2.8%	1.04	0.5%	66%	False	False	78,686,124
40	196.60	186.01	10.59	5.4%	1.20	0.6%	82%	False	False	83,301,727
60	196.60	181.31	15.29	7.9%	1.42	0.7%	88%	False	False	93,201,803
80	196.60	181.31	15.29	7.9%	1.50	0.8%	88%	False	False	100,609,898
100	196.60	173.71	22.89	11.8%	1.57	0.8%	92%	False	False	106,376,524
120	196.60	173.71	22.89	11.8%	1.56	0.8%	92%	False	False	108,113,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	205.09
2.618	201.79
1.618	199.77
1.000	198.52
0.618	197.75
HIGH	196.50
0.618	195.73
0.500	195.49
0.382	195.25
LOW	194.48
0.618	193.23
1.000	192.46
1.618	191.21
2.618	189.19
4.250	185.90

Fisher Pivots for day following 24-Jun-2014
Pivot	1 day	3 day
R1	195.49	195.49
PP	195.23	195.23
S1	194.96	194.96

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

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