SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	191.11	192.94	1.83	1.0%	197.76
High	192.89	193.13	0.24	0.1%	198.45
Low	191.08	190.55	-0.53	-0.3%	191.57
Close	192.07	191.03	-1.04	-0.5%	192.50
Range	1.81	2.58	0.77	42.5%	6.88
ATR	1.72	1.78	0.06	3.6%	0.00
Volume	94,818,305	135,733,406	40,915,101	43.2%	626,687,602

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.31	197.75	192.45
R3	196.73	195.17	191.74
R2	194.15	194.15	191.50
R1	192.59	192.59	191.27	192.08
PP	191.57	191.57	191.57	191.32
S1	190.01	190.01	190.79	189.50
S2	188.99	188.99	190.56
S3	186.41	187.43	190.32
S4	183.83	184.85	189.61

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	194.30	190.55	3.75	2.0%	2.22	1.2%	13%	False	True	132,768,659
10	198.45	190.55	7.90	4.1%	1.96	1.0%	6%	False	True	117,810,730
20	199.06	190.55	8.51	4.5%	1.55	0.8%	6%	False	True	100,997,786
40	199.06	190.55	8.51	4.5%	1.35	0.7%	6%	False	True	92,150,478
60	199.06	186.48	12.58	6.6%	1.26	0.7%	36%	False	False	87,059,308
80	199.06	181.51	17.55	9.2%	1.32	0.7%	54%	False	False	88,975,439
100	199.06	181.31	17.75	9.3%	1.47	0.8%	55%	False	False	96,063,880
120	199.06	181.31	17.75	9.3%	1.48	0.8%	55%	False	False	99,335,018

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	204.10
2.618	199.88
1.618	197.30
1.000	195.71
0.618	194.72
HIGH	193.13
0.618	192.14
0.500	191.84
0.382	191.54
LOW	190.55
0.618	188.96
1.000	187.97
1.618	186.38
2.618	183.80
4.250	179.59

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	191.84	192.08
PP	191.57	191.73
S1	191.30	191.38

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

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