SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Aug-2014

Day Change Summary
	Previous	Current
	22-Aug-2014	25-Aug-2014	Change	Change %	Previous Week
Open	199.34	200.14	0.80	0.4%	196.80
High	199.69	200.59	0.90	0.5%	199.76
Low	198.74	199.15	0.41	0.2%	196.69
Close	199.19	200.20	1.01	0.5%	199.19
Range	0.95	1.44	0.49	51.6%	3.07
ATR	1.54	1.53	-0.01	-0.5%	0.00
Volume	76,107,297	63,855,000	-12,252,297	-16.1%	351,218,301

Daily Pivots for day following 25-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	204.30	203.69	200.99
R3	202.86	202.25	200.60
R2	201.42	201.42	200.46
R1	200.81	200.81	200.33	201.12
PP	199.98	199.98	199.98	200.13
S1	199.37	199.37	200.07	199.68
S2	198.54	198.54	199.94
S3	197.10	197.93	199.80
S4	195.66	196.49	199.41

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	207.76	206.54	200.88
R3	204.69	203.47	200.03
R2	201.62	201.62	199.75
R1	200.40	200.40	199.47	201.01
PP	198.55	198.55	198.55	198.85
S1	197.33	197.33	198.91	197.94
S2	195.48	195.48	198.63
S3	192.41	194.26	198.35
S4	189.34	191.19	197.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	200.59	197.44	3.15	1.6%	1.08	0.5%	88%	True	False	67,929,799
10	200.59	192.94	7.65	3.8%	1.16	0.6%	95%	True	False	75,507,279
20	200.59	190.55	10.04	5.0%	1.61	0.8%	96%	True	False	98,932,105
40	200.59	190.55	10.04	5.0%	1.36	0.7%	96%	True	False	89,371,148
60	200.59	190.55	10.04	5.0%	1.28	0.6%	96%	True	False	86,328,346
80	200.59	186.01	14.58	7.3%	1.29	0.6%	97%	True	False	85,835,475
100	200.59	181.31	19.28	9.6%	1.40	0.7%	98%	True	False	91,377,896
120	200.59	181.31	19.28	9.6%	1.46	0.7%	98%	True	False	95,300,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	206.71
2.618	204.36
1.618	202.92
1.000	202.03
0.618	201.48
HIGH	200.59
0.618	200.04
0.500	199.87
0.382	199.70
LOW	199.15
0.618	198.26
1.000	197.71
1.618	196.82
2.618	195.38
4.250	193.03

Fisher Pivots for day following 25-Aug-2014
Pivot	1 day	3 day
R1	200.09	200.02
PP	199.98	199.84
S1	199.87	199.67

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

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