SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	200.14	200.33	0.19	0.1%	196.80
High	200.59	200.82	0.23	0.1%	199.76
Low	199.15	200.28	1.13	0.6%	196.69
Close	200.20	200.33	0.13	0.1%	199.19
Range	1.44	0.54	-0.90	-62.5%	3.07
ATR	1.53	1.47	-0.07	-4.3%	0.00
Volume	63,855,000	47,298,301	-16,556,699	-25.9%	351,218,301

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.10	201.75	200.63
R3	201.56	201.21	200.48
R2	201.02	201.02	200.43
R1	200.67	200.67	200.38	200.60
PP	200.48	200.48	200.48	200.44
S1	200.13	200.13	200.28	200.06
S2	199.94	199.94	200.23
S3	199.40	199.59	200.18
S4	198.86	199.05	200.03

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	200.82	198.08	2.74	1.4%	0.97	0.5%	82%	True	False	65,562,519
10	200.82	193.96	6.86	3.4%	1.09	0.5%	93%	True	False	72,873,949
20	200.82	190.55	10.27	5.1%	1.56	0.8%	95%	True	False	97,273,704
40	200.82	190.55	10.27	5.1%	1.36	0.7%	95%	True	False	88,791,000
60	200.82	190.55	10.27	5.1%	1.27	0.6%	95%	True	False	86,039,058
80	200.82	186.01	14.81	7.4%	1.28	0.6%	97%	True	False	85,200,184
100	200.82	181.31	19.51	9.7%	1.39	0.7%	97%	True	False	91,076,526
120	200.82	181.31	19.51	9.7%	1.46	0.7%	97%	True	False	95,007,466

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	0.23
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	203.12
2.618	202.23
1.618	201.69
1.000	201.36
0.618	201.15
HIGH	200.82
0.618	200.61
0.500	200.55
0.382	200.49
LOW	200.28
0.618	199.95
1.000	199.74
1.618	199.41
2.618	198.87
4.250	197.99

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	200.55	200.15
PP	200.48	199.96
S1	200.40	199.78

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

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