SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	197.65	195.61	-2.04	-1.0%	197.09
High	197.91	195.78	-2.13	-1.1%	199.06
Low	196.16	192.97	-3.19	-1.6%	196.43
Close	196.98	193.09	-3.89	-2.0%	197.72
Range	1.75	2.81	1.06	60.6%	2.63
ATR	1.36	1.55	0.19	13.9%	0.00
Volume	104,222,406	183,479,391	79,256,985	76.0%	334,606,216

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.38	200.54	194.64
R3	199.57	197.73	193.86
R2	196.76	196.76	193.61
R1	194.92	194.92	193.35	194.44
PP	193.95	193.95	193.95	193.70
S1	192.11	192.11	192.83	191.63
S2	191.14	191.14	192.57
S3	188.33	189.30	192.32
S4	185.52	186.49	191.54

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	198.45	192.97	5.48	2.8%	1.70	0.9%	2%	False	True	102,852,801
10	199.06	192.97	6.09	3.2%	1.33	0.7%	2%	False	True	89,636,342
20	199.06	192.97	6.09	3.2%	1.28	0.7%	2%	False	True	87,546,141
40	199.06	192.70	6.36	3.3%	1.19	0.6%	6%	False	False	84,599,877
60	199.06	186.01	13.05	6.8%	1.20	0.6%	54%	False	False	83,281,758
80	199.06	181.31	17.75	9.2%	1.33	0.7%	66%	False	False	89,246,211
100	199.06	181.31	17.75	9.2%	1.45	0.8%	66%	False	False	95,536,712
120	199.06	179.21	19.85	10.3%	1.46	0.8%	70%	False	False	97,984,579

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	0.25
Widest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	207.72
2.618	203.14
1.618	200.33
1.000	198.59
0.618	197.52
HIGH	195.78
0.618	194.71
0.500	194.38
0.382	194.04
LOW	192.97
0.618	191.23
1.000	190.16
1.618	188.42
2.618	185.61
4.250	181.03

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	194.38	195.71
PP	193.95	194.84
S1	193.52	193.96

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

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