SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	191.46	193.97	2.51	1.3%	192.87
High	193.37	194.66	1.29	0.7%	194.30
Low	190.95	193.71	2.76	1.4%	190.55
Close	193.24	193.80	0.56	0.3%	193.24
Range	2.42	0.95	-1.47	-60.7%	3.75
ATR	1.82	1.80	-0.03	-1.6%	0.00
Volume	117,014,305	74,543,602	-42,470,703	-36.3%	591,596,805

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.91	196.30	194.32
R3	195.96	195.35	194.06
R2	195.01	195.01	193.97
R1	194.40	194.40	193.89	194.23
PP	194.06	194.06	194.06	193.97
S1	193.45	193.45	193.71	193.28
S2	193.11	193.11	193.63
S3	192.16	192.50	193.54
S4	191.21	191.55	193.28

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	194.66	190.55	4.11	2.1%	2.01	1.0%	79%	True	False	114,959,983
10	198.45	190.55	7.90	4.1%	2.06	1.1%	41%	False	False	122,356,930
20	199.06	190.55	8.51	4.4%	1.65	0.9%	38%	False	False	104,430,617
40	199.06	190.55	8.51	4.4%	1.37	0.7%	38%	False	False	92,230,240
60	199.06	186.72	12.34	6.4%	1.26	0.7%	57%	False	False	86,463,220
80	199.06	184.96	14.10	7.3%	1.31	0.7%	63%	False	False	88,091,301
100	199.06	181.31	17.75	9.2%	1.47	0.8%	70%	False	False	95,199,273
120	199.06	181.31	17.75	9.2%	1.48	0.8%	70%	False	False	99,206,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.40
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	198.70
2.618	197.15
1.618	196.20
1.000	195.61
0.618	195.25
HIGH	194.66
0.618	194.30
0.500	194.19
0.382	194.07
LOW	193.71
0.618	193.12
1.000	192.76
1.618	192.17
2.618	191.22
4.250	189.67

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	194.19	193.40
PP	194.06	193.00
S1	193.93	192.61

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

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