SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	192.87	193.10	0.23	0.1%	197.76
High	194.30	193.60	-0.70	-0.4%	198.45
Low	192.05	191.31	-0.74	-0.4%	191.57
Close	193.89	192.01	-1.88	-1.0%	192.50
Range	2.25	2.29	0.04	1.8%	6.88
ATR	1.64	1.71	0.07	4.1%	0.00
Volume	91,340,492	152,690,297	61,349,805	67.2%	626,687,602

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.18	197.88	193.27
R3	196.89	195.59	192.64
R2	194.60	194.60	192.43
R1	193.30	193.30	192.22	192.81
PP	192.31	192.31	192.31	192.06
S1	191.01	191.01	191.80	190.52
S2	190.02	190.02	191.59
S3	187.73	188.72	191.38
S4	185.44	186.43	190.75

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	197.91	191.31	6.60	3.4%	2.26	1.2%	11%	False	True	144,198,676
10	199.06	191.31	7.75	4.0%	1.66	0.9%	9%	False	True	107,005,540
20	199.06	191.31	7.75	4.0%	1.47	0.8%	9%	False	True	98,071,836
40	199.06	191.31	7.75	4.0%	1.27	0.7%	9%	False	True	89,534,230
60	199.06	186.48	12.58	6.6%	1.23	0.6%	44%	False	False	85,773,345
80	199.06	181.31	17.75	9.2%	1.31	0.7%	60%	False	False	89,838,947
100	199.06	181.31	17.75	9.2%	1.45	0.8%	60%	False	False	96,281,152
120	199.06	180.83	18.23	9.5%	1.48	0.8%	61%	False	False	99,055,757

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	0.41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	203.33
2.618	199.60
1.618	197.31
1.000	195.89
0.618	195.02
HIGH	193.60
0.618	192.73
0.500	192.46
0.382	192.18
LOW	191.31
0.618	189.89
1.000	189.02
1.618	187.60
2.618	185.31
4.250	181.58

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	192.46	192.81
PP	192.31	192.54
S1	192.16	192.28

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

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