SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	200.43	199.59	-0.84	-0.4%	196.80
High	200.57	200.27	-0.30	-0.1%	199.76
Low	199.94	199.39	-0.55	-0.3%	196.69
Close	200.25	200.14	-0.11	-0.1%	199.19
Range	0.63	0.88	0.25	39.7%	3.07
ATR	1.41	1.37	-0.04	-2.7%	0.00
Volume	47,873,699	58,330,301	10,456,602	21.8%	351,218,301

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.57	202.24	200.62
R3	201.69	201.36	200.38
R2	200.81	200.81	200.30
R1	200.48	200.48	200.22	200.65
PP	199.93	199.93	199.93	200.02
S1	199.60	199.60	200.06	199.77
S2	199.05	199.05	199.98
S3	198.17	198.72	199.90
S4	197.29	197.84	199.66

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	198.74	2.08	1.0%	0.89	0.4%	67%	False	False	58,692,919
10	200.82	194.31	6.51	3.3%	1.06	0.5%	90%	False	False	70,852,619
20	200.82	190.55	10.27	5.1%	1.41	0.7%	93%	False	False	88,198,814
40	200.82	190.55	10.27	5.1%	1.34	0.7%	93%	False	False	87,872,478
60	200.82	190.55	10.27	5.1%	1.26	0.6%	93%	False	False	85,799,523
80	200.82	186.01	14.81	7.4%	1.25	0.6%	95%	False	False	84,511,022
100	200.82	181.31	19.51	9.7%	1.35	0.7%	97%	False	False	89,036,732
120	200.82	181.31	19.51	9.7%	1.45	0.7%	97%	False	False	94,313,729

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	204.01
2.618	202.57
1.618	201.69
1.000	201.15
0.618	200.81
HIGH	200.27
0.618	199.93
0.500	199.83
0.382	199.73
LOW	199.39
0.618	198.85
1.000	198.51
1.618	197.97
2.618	197.09
4.250	195.65

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	200.04	200.13
PP	199.93	200.12
S1	199.83	200.11

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

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