SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Aug-2014

Day Change Summary
	Previous	Current
	31-Jul-2014	01-Aug-2014	Change	Change %	Previous Week
Open	195.61	192.56	-3.05	-1.6%	197.76
High	195.78	193.76	-2.02	-1.0%	198.45
Low	192.97	191.57	-1.40	-0.7%	191.57
Close	193.09	192.50	-0.59	-0.3%	192.50
Range	2.81	2.19	-0.62	-22.1%	6.88
ATR	1.55	1.60	0.05	3.0%	0.00
Volume	183,479,391	189,260,797	5,781,406	3.2%	626,687,602

Daily Pivots for day following 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.18	198.03	193.70
R3	196.99	195.84	193.10
R2	194.80	194.80	192.90
R1	193.65	193.65	192.70	193.13
PP	192.61	192.61	192.61	192.35
S1	191.46	191.46	192.30	190.94
S2	190.42	190.42	192.10
S3	188.23	189.27	191.90
S4	186.04	187.08	191.30

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	214.81	210.54	196.28
R3	207.93	203.66	194.39
R2	201.05	201.05	193.76
R1	196.78	196.78	193.13	195.48
PP	194.17	194.17	194.17	193.52
S1	189.90	189.90	191.87	188.60
S2	187.29	187.29	191.24
S3	180.41	183.02	190.61
S4	173.53	176.14	188.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	198.45	191.57	6.88	3.6%	1.95	1.0%	14%	False	True	125,337,520
10	199.06	191.57	7.49	3.9%	1.38	0.7%	12%	False	True	96,129,381
20	199.06	191.57	7.49	3.9%	1.36	0.7%	12%	False	True	94,362,241
40	199.06	191.57	7.49	3.9%	1.20	0.6%	12%	False	True	87,028,835
60	199.06	186.48	12.58	6.5%	1.21	0.6%	48%	False	False	84,661,098
80	199.06	181.31	17.75	9.2%	1.34	0.7%	63%	False	False	90,203,724
100	199.06	181.31	17.75	9.2%	1.46	0.8%	63%	False	False	96,439,230
120	199.06	180.04	19.02	9.9%	1.47	0.8%	66%	False	False	98,793,263

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	203.07
2.618	199.49
1.618	197.30
1.000	195.95
0.618	195.11
HIGH	193.76
0.618	192.92
0.500	192.67
0.382	192.41
LOW	191.57
0.618	190.22
1.000	189.38
1.618	188.03
2.618	185.84
4.250	182.26

Fisher Pivots for day following 01-Aug-2014
Pivot	1 day	3 day
R1	192.67	194.74
PP	192.61	193.99
S1	192.56	193.25

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

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