SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jun-2014

Day Change Summary
	Previous	Current
	27-Jun-2014	30-Jun-2014	Change	Change %	Previous Week
Open	194.98	195.70	0.72	0.4%	195.97
High	195.88	196.17	0.29	0.1%	196.50
Low	194.88	195.53	0.65	0.3%	194.13
Close	195.82	195.72	-0.10	-0.1%	195.82
Range	1.00	0.64	-0.36	-36.0%	2.37
ATR	1.25	1.21	-0.04	-3.5%	0.00
Volume	71,453,602	70,504,203	-949,399	-1.3%	405,395,594

Daily Pivots for day following 30-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.73	197.36	196.07
R3	197.09	196.72	195.90
R2	196.45	196.45	195.84
R1	196.08	196.08	195.78	196.27
PP	195.81	195.81	195.81	195.90
S1	195.44	195.44	195.66	195.63
S2	195.17	195.17	195.60
S3	194.53	194.80	195.54
S4	193.89	194.16	195.37

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.59	201.58	197.12
R3	200.22	199.21	196.47
R2	197.85	197.85	196.25
R1	196.84	196.84	196.04	196.16
PP	195.48	195.48	195.48	195.15
S1	194.47	194.47	195.60	193.79
S2	193.11	193.11	195.39
S3	190.74	192.10	195.17
S4	188.37	189.73	194.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	196.50	194.13	2.37	1.2%	1.34	0.7%	67%	False	False	81,057,679
10	196.60	193.81	2.79	1.4%	1.16	0.6%	68%	False	False	85,251,639
20	196.60	192.25	4.35	2.2%	1.09	0.6%	80%	False	False	80,535,174
40	196.60	186.01	10.59	5.4%	1.20	0.6%	92%	False	False	81,609,367
60	196.60	181.31	15.29	7.8%	1.41	0.7%	94%	False	False	92,600,210
80	196.60	181.31	15.29	7.8%	1.50	0.8%	94%	False	False	98,115,699
100	196.60	175.22	21.38	10.9%	1.52	0.8%	96%	False	False	101,679,465
120	196.60	173.71	22.89	11.7%	1.56	0.8%	96%	False	False	107,395,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	0.23
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	198.89
2.618	197.85
1.618	197.21
1.000	196.81
0.618	196.57
HIGH	196.17
0.618	195.93
0.500	195.85
0.382	195.77
LOW	195.53
0.618	195.13
1.000	194.89
1.618	194.49
2.618	193.85
4.250	192.81

Fisher Pivots for day following 30-Jun-2014
Pivot	1 day	3 day
R1	195.85	195.53
PP	195.81	195.34
S1	195.76	195.15

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

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