SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jun-2014

Day Change Summary
	Previous	Current
	24-Jun-2014	25-Jun-2014	Change	Change %	Previous Week
Open	195.53	194.30	-1.23	-0.6%	193.89
High	196.50	195.78	-0.72	-0.4%	196.60
Low	194.48	194.25	-0.23	-0.1%	193.66
Close	194.70	195.58	0.88	0.5%	195.94
Range	2.02	1.53	-0.49	-24.3%	2.94
ATR	1.24	1.26	0.02	1.7%	0.00
Volume	96,236,891	82,781,906	-13,454,985	-14.0%	464,040,907

Daily Pivots for day following 25-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.79	199.22	196.42
R3	198.26	197.69	196.00
R2	196.73	196.73	195.86
R1	196.16	196.16	195.72	196.45
PP	195.20	195.20	195.20	195.35
S1	194.63	194.63	195.44	194.92
S2	193.67	193.67	195.30
S3	192.14	193.10	195.16
S4	190.61	191.57	194.74

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	194.25	2.35	1.2%	1.06	0.5%	57%	False	True	87,229,239
10	196.60	193.11	3.49	1.8%	1.22	0.6%	71%	False	False	90,203,850
20	196.60	191.33	5.27	2.7%	1.08	0.6%	81%	False	False	79,489,079
40	196.60	186.01	10.59	5.4%	1.21	0.6%	90%	False	False	83,268,837
60	196.60	181.31	15.29	7.8%	1.42	0.7%	93%	False	False	92,919,087
80	196.60	181.31	15.29	7.8%	1.50	0.8%	93%	False	False	99,547,817
100	196.60	173.71	22.89	11.7%	1.57	0.8%	96%	False	False	105,257,565
120	196.60	173.71	22.89	11.7%	1.56	0.8%	96%	False	False	107,806,335

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	True
Bull Hook	False
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	202.28
2.618	199.79
1.618	198.26
1.000	197.31
0.618	196.73
HIGH	195.78
0.618	195.20
0.500	195.02
0.382	194.83
LOW	194.25
0.618	193.30
1.000	192.72
1.618	191.77
2.618	190.24
4.250	187.75

Fisher Pivots for day following 25-Jun-2014
Pivot	1 day	3 day
R1	195.39	195.51
PP	195.20	195.44
S1	195.02	195.38

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

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