SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Aug-2014

Day Change Summary
	Previous	Current
	07-Aug-2014	08-Aug-2014	Change	Change %	Previous Week
Open	192.94	191.46	-1.48	-0.8%	192.87
High	193.13	193.37	0.24	0.1%	194.30
Low	190.55	190.95	0.40	0.2%	190.55
Close	191.03	193.24	2.21	1.2%	193.24
Range	2.58	2.42	-0.16	-6.2%	3.75
ATR	1.78	1.82	0.05	2.6%	0.00
Volume	135,733,406	117,014,305	-18,719,101	-13.8%	591,596,805

Daily Pivots for day following 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.78	198.93	194.57
R3	197.36	196.51	193.91
R2	194.94	194.94	193.68
R1	194.09	194.09	193.46	194.52
PP	192.52	192.52	192.52	192.73
S1	191.67	191.67	193.02	192.10
S2	190.10	190.10	192.80
S3	187.68	189.25	192.57
S4	185.26	186.83	191.91

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	203.95	202.34	195.30
R3	200.20	198.59	194.27
R2	196.45	196.45	193.93
R1	194.84	194.84	193.58	195.65
PP	192.70	192.70	192.70	193.10
S1	191.09	191.09	192.90	191.90
S2	188.95	188.95	192.55
S3	185.20	187.34	192.21
S4	181.45	183.59	191.18

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	1.9%	2.27	1.2%	72%	False	False	118,319,361
10	198.45	190.55	7.90	4.1%	2.11	1.1%	34%	False	False	121,828,440
20	199.06	190.55	8.51	4.4%	1.62	0.8%	32%	False	False	103,636,331
40	199.06	190.55	8.51	4.4%	1.37	0.7%	32%	False	False	92,417,080
60	199.06	186.48	12.58	6.5%	1.28	0.7%	54%	False	False	87,803,433
80	199.06	184.65	14.41	7.5%	1.31	0.7%	60%	False	False	88,474,462
100	199.06	181.31	17.75	9.2%	1.48	0.8%	67%	False	False	96,215,978
120	199.06	181.31	17.75	9.2%	1.49	0.8%	67%	False	False	99,639,631

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	203.66
2.618	199.71
1.618	197.29
1.000	195.79
0.618	194.87
HIGH	193.37
0.618	192.45
0.500	192.16
0.382	191.87
LOW	190.95
0.618	189.45
1.000	188.53
1.618	187.03
2.618	184.61
4.250	180.67

Fisher Pivots for day following 08-Aug-2014
Pivot	1 day	3 day
R1	192.88	192.81
PP	192.52	192.39
S1	192.16	191.96

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

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