SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jul-2014

Day Change Summary
	Previous	Current
	10-Jul-2014	11-Jul-2014	Change	Change %	Previous Week
Open	195.22	196.22	1.00	0.5%	197.82
High	196.86	196.75	-0.11	-0.1%	197.98
Low	195.06	195.78	0.72	0.4%	195.06
Close	196.34	196.61	0.27	0.1%	196.61
Range	1.80	0.97	-0.83	-46.1%	2.92
ATR	1.27	1.25	-0.02	-1.7%	0.00
Volume	99,040,398	64,243,398	-34,797,000	-35.1%	406,114,999

Daily Pivots for day following 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.29	198.92	197.14
R3	198.32	197.95	196.88
R2	197.35	197.35	196.79
R1	196.98	196.98	196.70	197.17
PP	196.38	196.38	196.38	196.47
S1	196.01	196.01	196.52	196.20
S2	195.41	195.41	196.43
S3	194.44	195.04	196.34
S4	193.47	194.07	196.08

Weekly Pivots for week ending 11-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.31	203.88	198.22
R3	202.39	200.96	197.41
R2	199.47	199.47	197.15
R1	198.04	198.04	196.88	197.30
PP	196.55	196.55	196.55	196.18
S1	195.12	195.12	196.34	194.38
S2	193.63	193.63	196.07
S3	190.71	192.20	195.81
S4	187.79	189.28	195.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	197.98	195.06	2.92	1.5%	1.20	0.6%	53%	False	False	81,222,999
10	198.29	194.88	3.41	1.7%	1.03	0.5%	51%	False	False	74,395,649
20	198.29	193.30	4.99	2.5%	1.11	0.6%	66%	False	False	81,197,829
40	198.29	186.48	11.81	6.0%	1.11	0.6%	86%	False	False	79,886,984
60	198.29	184.65	13.64	6.9%	1.21	0.6%	88%	False	False	83,420,506
80	198.29	181.31	16.98	8.6%	1.45	0.7%	90%	False	False	94,360,889
100	198.29	181.31	16.98	8.6%	1.47	0.7%	90%	False	False	98,840,290
120	198.29	173.71	24.58	12.5%	1.54	0.8%	93%	False	False	105,555,080

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

Fibonacci Retracements and Extensions
4.250	200.87
2.618	199.29
1.618	198.32
1.000	197.72
0.618	197.35
HIGH	196.75
0.618	196.38
0.500	196.27
0.382	196.15
LOW	195.78
0.618	195.18
1.000	194.81
1.618	194.21
2.618	193.24
4.250	191.66

Fisher Pivots for day following 11-Jul-2014
Pivot	1 day	3 day
R1	196.50	196.47
PP	196.38	196.32
S1	196.27	196.18

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

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