SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jul-2014

Day Change Summary
	Previous	Current
	14-Jul-2014	15-Jul-2014	Change	Change %	Previous Week
Open	197.61	197.72	0.11	0.1%	197.82
High	197.86	198.10	0.24	0.1%	197.98
Low	197.44	196.36	-1.08	-0.5%	195.06
Close	197.60	197.23	-0.37	-0.2%	196.61
Range	0.42	1.74	1.32	314.3%	2.92
ATR	1.25	1.28	0.04	2.8%	0.00
Volume	58,657,898	111,346,195	52,688,297	89.8%	406,114,999

Daily Pivots for day following 15-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.45	201.58	198.19
R3	200.71	199.84	197.71
R2	198.97	198.97	197.55
R1	198.10	198.10	197.39	197.67
PP	197.23	197.23	197.23	197.01
S1	196.36	196.36	197.07	195.93
S2	195.49	195.49	196.91
S3	193.75	194.62	196.75
S4	192.01	192.88	196.27

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	198.10	195.06	3.04	1.5%	1.18	0.6%	71%	True	False	81,256,038
10	198.29	195.06	3.23	1.6%	1.08	0.5%	67%	False	False	77,200,278
20	198.29	193.81	4.48	2.3%	1.12	0.6%	76%	False	False	81,225,958
40	198.29	187.07	11.22	5.7%	1.08	0.5%	91%	False	False	77,826,734
60	198.29	184.96	13.33	6.8%	1.20	0.6%	92%	False	False	82,746,389
80	198.29	181.31	16.98	8.6%	1.42	0.7%	94%	False	False	92,817,753
100	198.29	181.31	16.98	8.6%	1.45	0.7%	94%	False	False	98,225,109
120	198.29	173.71	24.58	12.5%	1.53	0.8%	96%	False	False	105,722,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	205.50
2.618	202.66
1.618	200.92
1.000	199.84
0.618	199.18
HIGH	198.10
0.618	197.44
0.500	197.23
0.382	197.02
LOW	196.36
0.618	195.28
1.000	194.62
1.618	193.54
2.618	191.80
4.250	188.97

Fisher Pivots for day following 15-Jul-2014
Pivot	1 day	3 day
R1	197.23	197.13
PP	197.23	197.04
S1	197.23	196.94

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

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