SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Aug-2014

Day Change Summary
	Previous	Current
	20-Aug-2014	21-Aug-2014	Change	Change %	Previous Week
Open	198.12	199.09	0.97	0.5%	193.97
High	199.16	199.76	0.60	0.3%	196.65
Low	198.08	198.93	0.85	0.4%	192.94
Close	198.92	199.50	0.58	0.3%	195.72
Range	1.08	0.83	-0.25	-23.1%	3.71
ATR	1.64	1.59	-0.06	-3.5%	0.00
Volume	72,761,398	67,790,602	-4,970,796	-6.8%	414,543,095

Daily Pivots for day following 21-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.89	201.52	199.96
R3	201.06	200.69	199.73
R2	200.23	200.23	199.65
R1	199.86	199.86	199.58	200.05
PP	199.40	199.40	199.40	199.49
S1	199.03	199.03	199.42	199.22
S2	198.57	198.57	199.35
S3	197.74	198.20	199.27
S4	196.91	197.37	199.04

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	206.23	204.69	197.76
R3	202.52	200.98	196.74
R2	198.81	198.81	196.40
R1	197.27	197.27	196.06	198.04
PP	195.10	195.10	195.10	195.49
S1	193.56	193.56	195.38	194.33
S2	191.39	191.39	195.04
S3	187.68	189.85	194.70
S4	183.97	186.14	193.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	199.76	194.31	5.45	2.7%	1.22	0.6%	95%	True	False	83,012,319
10	199.76	190.95	8.81	4.4%	1.26	0.6%	97%	True	False	80,666,840
20	199.76	190.55	9.21	4.6%	1.61	0.8%	97%	True	False	99,238,785
40	199.76	190.55	9.21	4.6%	1.36	0.7%	97%	True	False	89,766,225
60	199.76	190.55	9.21	4.6%	1.27	0.6%	97%	True	False	86,340,510
80	199.76	186.01	13.75	6.9%	1.29	0.6%	98%	True	False	86,517,531
100	199.76	181.31	18.45	9.2%	1.40	0.7%	99%	True	False	91,657,942
120	199.76	181.31	18.45	9.2%	1.45	0.7%	99%	True	False	96,287,286

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	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	203.29
2.618	201.93
1.618	201.10
1.000	200.59
0.618	200.27
HIGH	199.76
0.618	199.44
0.500	199.35
0.382	199.25
LOW	198.93
0.618	198.42
1.000	198.10
1.618	197.59
2.618	196.76
4.250	195.40

Fisher Pivots for day following 21-Aug-2014
Pivot	1 day	3 day
R1	199.45	199.20
PP	199.40	198.90
S1	199.35	198.60

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

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