SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Aug-2014

Day Change Summary
	Previous	Current
	01-Aug-2014	04-Aug-2014	Change	Change %	Previous Week
Open	192.56	192.87	0.31	0.2%	197.76
High	193.76	194.30	0.54	0.3%	198.45
Low	191.57	192.05	0.48	0.3%	191.57
Close	192.50	193.89	1.39	0.7%	192.50
Range	2.19	2.25	0.06	2.7%	6.88
ATR	1.60	1.64	0.05	2.9%	0.00
Volume	189,260,797	91,340,492	-97,920,305	-51.7%	626,687,602

Daily Pivots for day following 04-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.16	199.28	195.13
R3	197.91	197.03	194.51
R2	195.66	195.66	194.30
R1	194.78	194.78	194.10	195.22
PP	193.41	193.41	193.41	193.64
S1	192.53	192.53	193.68	192.97
S2	191.16	191.16	193.48
S3	188.91	190.28	193.27
S4	186.66	188.03	192.65

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	3.5%	2.11	1.1%	34%	False	False	129,753,878
10	199.06	191.57	7.49	3.9%	1.50	0.8%	31%	False	False	98,504,270
20	199.06	191.57	7.49	3.9%	1.43	0.7%	31%	False	False	95,844,446
40	199.06	191.57	7.49	3.9%	1.24	0.6%	31%	False	False	87,344,942
60	199.06	186.48	12.58	6.5%	1.21	0.6%	59%	False	False	84,623,148
80	199.06	181.31	17.75	9.2%	1.34	0.7%	71%	False	False	90,092,310
100	199.06	181.31	17.75	9.2%	1.46	0.8%	71%	False	False	96,304,392
120	199.06	180.83	18.23	9.4%	1.47	0.8%	72%	False	False	98,572,651

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	203.86
2.618	200.19
1.618	197.94
1.000	196.55
0.618	195.69
HIGH	194.30
0.618	193.44
0.500	193.18
0.382	192.91
LOW	192.05
0.618	190.66
1.000	189.80
1.618	188.41
2.618	186.16
4.250	182.49

Fisher Pivots for day following 04-Aug-2014
Pivot	1 day	3 day
R1	193.65	193.82
PP	193.41	193.75
S1	193.18	193.68

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

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