SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jul-2014

Day Change Summary
	Previous	Current
	11-Jul-2014	14-Jul-2014	Change	Change %	Previous Week
Open	196.22	197.61	1.39	0.7%	197.82
High	196.75	197.86	1.11	0.6%	197.98
Low	195.78	197.44	1.66	0.8%	195.06
Close	196.61	197.60	0.99	0.5%	196.61
Range	0.97	0.42	-0.55	-56.7%	2.92
ATR	1.25	1.25	0.00	0.0%	0.00
Volume	64,243,398	58,657,898	-5,585,500	-8.7%	406,114,999

Daily Pivots for day following 14-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.89	198.67	197.83
R3	198.47	198.25	197.72
R2	198.05	198.05	197.68
R1	197.83	197.83	197.64	197.73
PP	197.63	197.63	197.63	197.59
S1	197.41	197.41	197.56	197.31
S2	197.21	197.21	197.52
S3	196.79	196.99	197.48
S4	196.37	196.57	197.37

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	197.86	195.06	2.80	1.4%	1.13	0.6%	91%	True	False	80,615,299
10	198.29	195.06	3.23	1.6%	0.97	0.5%	79%	False	False	73,116,078
20	198.29	193.66	4.63	2.3%	1.08	0.5%	85%	False	False	80,029,864
40	198.29	186.72	11.57	5.9%	1.07	0.5%	94%	False	False	77,479,522
60	198.29	184.96	13.33	6.7%	1.19	0.6%	95%	False	False	82,644,863
80	198.29	181.31	16.98	8.6%	1.42	0.7%	96%	False	False	92,891,437
100	198.29	181.31	16.98	8.6%	1.45	0.7%	96%	False	False	98,161,627
120	198.29	173.71	24.58	12.4%	1.53	0.8%	97%	False	False	105,305,386

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	0.19
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	199.65
2.618	198.96
1.618	198.54
1.000	198.28
0.618	198.12
HIGH	197.86
0.618	197.70
0.500	197.65
0.382	197.60
LOW	197.44
0.618	197.18
1.000	197.02
1.618	196.76
2.618	196.34
4.250	195.66

Fisher Pivots for day following 14-Jul-2014
Pivot	1 day	3 day
R1	197.65	197.22
PP	197.63	196.84
S1	197.62	196.46

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

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