SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Aug-2014

Day Change Summary
	Previous	Current
	11-Aug-2014	12-Aug-2014	Change	Change %	Previous Week
Open	193.97	193.61	-0.36	-0.2%	192.87
High	194.66	194.15	-0.51	-0.3%	194.30
Low	193.71	192.94	-0.77	-0.4%	190.55
Close	193.80	193.53	-0.27	-0.1%	193.24
Range	0.95	1.21	0.26	27.4%	3.75
ATR	1.80	1.75	-0.04	-2.3%	0.00
Volume	74,543,602	73,631,602	-912,000	-1.2%	591,596,805

Daily Pivots for day following 12-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.17	196.56	194.20
R3	195.96	195.35	193.86
R2	194.75	194.75	193.75
R1	194.14	194.14	193.64	193.84
PP	193.54	193.54	193.54	193.39
S1	192.93	192.93	193.42	192.63
S2	192.33	192.33	193.31
S3	191.12	191.72	193.20
S4	189.91	190.51	192.86

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%	1.79	0.9%	73%	False	False	99,148,244
10	197.91	190.55	7.36	3.8%	2.03	1.0%	40%	False	False	121,673,460
20	199.06	190.55	8.51	4.4%	1.62	0.8%	35%	False	False	102,544,887
40	199.06	190.55	8.51	4.4%	1.37	0.7%	35%	False	False	91,885,423
60	199.06	187.07	11.99	6.2%	1.26	0.7%	54%	False	False	86,066,118
80	199.06	184.96	14.10	7.3%	1.31	0.7%	61%	False	False	87,696,014
100	199.06	181.31	17.75	9.2%	1.46	0.8%	69%	False	False	94,763,180
120	199.06	181.31	17.75	9.2%	1.48	0.8%	69%	False	False	98,945,072

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	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	199.29
2.618	197.32
1.618	196.11
1.000	195.36
0.618	194.90
HIGH	194.15
0.618	193.69
0.500	193.55
0.382	193.40
LOW	192.94
0.618	192.19
1.000	191.73
1.618	190.98
2.618	189.77
4.250	187.80

Fisher Pivots for day following 12-Aug-2014
Pivot	1 day	3 day
R1	193.55	193.29
PP	193.54	193.05
S1	193.54	192.81

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

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