SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jul-2014

Day Change Summary
	Previous	Current
	22-Jul-2014	23-Jul-2014	Change	Change %	Previous Week
Open	198.01	198.50	0.49	0.2%	197.61
High	198.56	198.85	0.29	0.1%	198.26
Low	197.87	198.10	0.23	0.1%	195.43
Close	198.20	198.64	0.44	0.2%	197.71
Range	0.69	0.75	0.06	8.7%	2.83
ATR	1.40	1.36	-0.05	-3.3%	0.00
Volume	67,677,602	65,611,805	-2,065,797	-3.1%	519,836,015

Daily Pivots for day following 23-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.78	200.46	199.05
R3	200.03	199.71	198.85
R2	199.28	199.28	198.78
R1	198.96	198.96	198.71	199.12
PP	198.53	198.53	198.53	198.61
S1	198.21	198.21	198.57	198.37
S2	197.78	197.78	198.50
S3	197.03	197.46	198.43
S4	196.28	196.71	198.23

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.62	204.50	199.27
R3	202.79	201.67	198.49
R2	199.96	199.96	198.23
R1	198.84	198.84	197.97	199.40
PP	197.13	197.13	197.13	197.42
S1	196.01	196.01	197.45	196.57
S2	194.30	194.30	197.19
S3	191.47	193.18	196.93
S4	188.64	190.35	196.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	198.85	195.43	3.42	1.7%	1.37	0.7%	94%	True	False	94,127,945
10	198.85	195.06	3.79	1.9%	1.26	0.6%	94%	True	False	88,400,082
20	198.85	194.13	4.72	2.4%	1.16	0.6%	96%	True	False	81,588,360
40	198.85	191.06	7.79	3.9%	1.10	0.6%	97%	True	False	80,137,242
60	198.85	186.01	12.84	6.5%	1.19	0.6%	98%	True	False	82,730,605
80	198.85	181.31	17.54	8.8%	1.36	0.7%	99%	True	False	90,298,442
100	198.85	181.31	17.54	8.8%	1.43	0.7%	99%	True	False	96,805,591
120	198.85	173.71	25.14	12.7%	1.51	0.8%	99%	True	False	102,245,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	202.04
2.618	200.81
1.618	200.06
1.000	199.60
0.618	199.31
HIGH	198.85
0.618	198.56
0.500	198.48
0.382	198.39
LOW	198.10
0.618	197.64
1.000	197.35
1.618	196.89
2.618	196.14
4.250	194.91

Fisher Pivots for day following 23-Jul-2014
Pivot	1 day	3 day
R1	198.59	198.31
PP	198.53	197.97
S1	198.48	197.64

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

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