SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jul-2014

Day Change Summary
	Previous	Current
	09-Jul-2014	10-Jul-2014	Change	Change %	Previous Week
Open	196.73	195.22	-1.51	-0.8%	195.70
High	197.30	196.86	-0.44	-0.2%	198.29
Low	196.31	195.06	-1.25	-0.6%	195.53
Close	197.12	196.34	-0.78	-0.4%	198.20
Range	0.99	1.80	0.81	81.8%	2.76
ATR	1.21	1.27	0.06	5.0%	0.00
Volume	72,992,305	99,040,398	26,048,093	35.7%	266,387,891

Daily Pivots for day following 10-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.49	200.71	197.33
R3	199.69	198.91	196.84
R2	197.89	197.89	196.67
R1	197.11	197.11	196.51	197.50
PP	196.09	196.09	196.09	196.28
S1	195.31	195.31	196.18	195.70
S2	194.29	194.29	196.01
S3	192.49	193.51	195.85
S4	190.69	191.71	195.35

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	195.06	3.23	1.6%	1.13	0.6%	40%	False	True	78,962,079
10	198.29	194.13	4.16	2.1%	1.08	0.6%	53%	False	False	76,402,489
20	198.29	193.11	5.18	2.6%	1.15	0.6%	62%	False	False	83,303,169
40	198.29	186.48	11.81	6.0%	1.12	0.6%	83%	False	False	80,090,069
60	198.29	181.51	16.78	8.5%	1.24	0.6%	88%	False	False	84,967,989
80	198.29	181.31	16.98	8.6%	1.45	0.7%	89%	False	False	94,830,403
100	198.29	181.31	16.98	8.6%	1.47	0.7%	89%	False	False	99,002,464
120	198.29	173.71	24.58	12.5%	1.54	0.8%	92%	False	False	105,918,456

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	204.51
2.618	201.57
1.618	199.77
1.000	198.66
0.618	197.97
HIGH	196.86
0.618	196.17
0.500	195.96
0.382	195.75
LOW	195.06
0.618	193.95
1.000	193.26
1.618	192.15
2.618	190.35
4.250	187.41

Fisher Pivots for day following 10-Jul-2014
Pivot	1 day	3 day
R1	196.21	196.29
PP	196.09	196.23
S1	195.96	196.18

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

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