SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jul-2014

Day Change Summary
	Previous	Current
	29-Jul-2014	30-Jul-2014	Change	Change %	Previous Week
Open	198.17	197.65	-0.52	-0.3%	197.09
High	198.45	197.91	-0.54	-0.3%	199.06
Low	196.92	196.16	-0.76	-0.4%	196.43
Close	196.95	196.98	0.03	0.0%	197.72
Range	1.53	1.75	0.22	14.4%	2.63
ATR	1.33	1.36	0.03	2.3%	0.00
Volume	80,466,305	104,222,406	23,756,101	29.5%	334,606,216

Daily Pivots for day following 30-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.27	201.37	197.94
R3	200.52	199.62	197.46
R2	198.77	198.77	197.30
R1	197.87	197.87	197.14	197.45
PP	197.02	197.02	197.02	196.80
S1	196.12	196.12	196.82	195.70
S2	195.27	195.27	196.66
S3	193.52	194.37	196.50
S4	191.77	192.62	196.02

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.63	204.30	199.17
R3	203.00	201.67	198.44
R2	200.37	200.37	198.20
R1	199.04	199.04	197.96	199.71
PP	197.74	197.74	197.74	198.07
S1	196.41	196.41	197.48	197.08
S2	195.11	195.11	197.24
S3	192.48	193.78	197.00
S4	189.85	191.15	196.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	199.06	196.16	2.90	1.5%	1.26	0.6%	28%	False	True	77,534,524
10	199.06	195.43	3.63	1.8%	1.31	0.7%	43%	False	False	85,831,234
20	199.06	195.06	4.00	2.0%	1.16	0.6%	48%	False	False	80,995,911
40	199.06	192.27	6.79	3.4%	1.15	0.6%	69%	False	False	81,401,125
60	199.06	186.01	13.05	6.6%	1.18	0.6%	84%	False	False	81,648,005
80	199.06	181.31	17.75	9.0%	1.33	0.7%	88%	False	False	88,712,753
100	199.06	181.31	17.75	9.0%	1.44	0.7%	88%	False	False	94,451,309
120	199.06	177.79	21.27	10.8%	1.45	0.7%	90%	False	False	97,878,811

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	0.30
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	205.35
2.618	202.49
1.618	200.74
1.000	199.66
0.618	198.99
HIGH	197.91
0.618	197.24
0.500	197.04
0.382	196.83
LOW	196.16
0.618	195.08
1.000	194.41
1.618	193.33
2.618	191.58
4.250	188.72

Fisher Pivots for day following 30-Jul-2014
Pivot	1 day	3 day
R1	197.04	197.31
PP	197.02	197.20
S1	197.00	197.09

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

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