SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jul-2014

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	197.82	197.15	-0.67	-0.3%	195.70
High	197.98	197.22	-0.76	-0.4%	198.29
Low	197.22	195.76	-1.46	-0.7%	195.53
Close	197.51	196.24	-1.27	-0.6%	198.20
Range	0.76	1.46	0.70	92.1%	2.76
ATR	1.18	1.22	0.04	3.4%	0.00
Volume	61,696,398	108,142,500	46,446,102	75.3%	266,387,891

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.79	199.97	197.04
R3	199.33	198.51	196.64
R2	197.87	197.87	196.51
R1	197.05	197.05	196.37	196.73
PP	196.41	196.41	196.41	196.25
S1	195.59	195.59	196.11	195.27
S2	194.95	194.95	195.97
S3	193.49	194.13	195.84
S4	192.03	192.67	195.44

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.62	204.67	199.72
R3	202.86	201.91	198.96
R2	200.10	200.10	198.71
R1	199.15	199.15	198.45	199.63
PP	197.34	197.34	197.34	197.58
S1	196.39	196.39	197.95	196.87
S2	194.58	194.58	197.69
S3	191.82	193.63	197.44
S4	189.06	190.87	196.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	198.29	195.76	2.53	1.3%	0.98	0.5%	19%	False	True	73,144,517
10	198.29	194.13	4.16	2.1%	1.16	0.6%	51%	False	False	77,101,098
20	198.29	193.11	5.18	2.6%	1.08	0.5%	60%	False	False	80,996,624
40	198.29	186.48	11.81	6.0%	1.11	0.6%	83%	False	False	79,624,099
60	198.29	181.31	16.98	8.7%	1.26	0.6%	88%	False	False	87,094,651
80	198.29	181.31	16.98	8.7%	1.45	0.7%	88%	False	False	95,833,482
100	198.29	180.83	17.46	8.9%	1.48	0.8%	88%	False	False	99,252,541
120	198.29	173.71	24.58	12.5%	1.53	0.8%	92%	False	False	105,908,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	203.43
2.618	201.04
1.618	199.58
1.000	198.68
0.618	198.12
HIGH	197.22
0.618	196.66
0.500	196.49
0.382	196.32
LOW	195.76
0.618	194.86
1.000	194.30
1.618	193.40
2.618	191.94
4.250	189.56

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	196.49	197.03
PP	196.41	196.76
S1	196.32	196.50

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

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