SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Sep-2014

Day Change Summary
	Previous	Current
	29-Aug-2014	02-Sep-2014	Change	Change %	Previous Week
Open	200.45	200.97	0.52	0.3%	200.14
High	200.73	201.00	0.27	0.1%	200.82
Low	199.82	199.86	0.04	0.0%	199.15
Close	200.71	200.61	-0.10	0.0%	200.71
Range	0.91	1.14	0.23	25.3%	1.67
ATR	1.34	1.32	-0.01	-1.1%	0.00
Volume	65,906,500	72,425,695	6,519,195	9.9%	283,263,801

Daily Pivots for day following 02-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	203.91	203.40	201.24
R3	202.77	202.26	200.92
R2	201.63	201.63	200.82
R1	201.12	201.12	200.71	200.81
PP	200.49	200.49	200.49	200.33
S1	199.98	199.98	200.51	199.67
S2	199.35	199.35	200.40
S3	198.21	198.84	200.30
S4	197.07	197.70	199.98

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.24	204.64	201.63
R3	203.57	202.97	201.17
R2	201.90	201.90	201.02
R1	201.30	201.30	200.86	201.60
PP	200.23	200.23	200.23	200.38
S1	199.63	199.63	200.56	199.93
S2	198.56	198.56	200.40
S3	196.89	197.96	200.25
S4	195.22	196.29	199.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.00	199.39	1.61	0.8%	0.82	0.4%	76%	True	False	58,366,899
10	201.00	197.44	3.56	1.8%	0.95	0.5%	89%	True	False	63,148,349
20	201.00	190.55	10.45	5.2%	1.29	0.6%	96%	True	False	81,085,360
40	201.00	190.55	10.45	5.2%	1.36	0.7%	96%	True	False	88,464,903
60	201.00	190.55	10.45	5.2%	1.26	0.6%	96%	True	False	85,258,415
80	201.00	186.48	14.52	7.2%	1.23	0.6%	97%	True	False	83,738,701
100	201.00	181.31	19.69	9.8%	1.33	0.7%	98%	True	False	88,290,920
120	201.00	181.31	19.69	9.8%	1.43	0.7%	98%	True	False	93,767,886

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	205.85
2.618	203.98
1.618	202.84
1.000	202.14
0.618	201.70
HIGH	201.00
0.618	200.56
0.500	200.43
0.382	200.30
LOW	199.86
0.618	199.16
1.000	198.72
1.618	198.02
2.618	196.88
4.250	195.02

Fisher Pivots for day following 02-Sep-2014
Pivot	1 day	3 day
R1	200.55	200.47
PP	200.49	200.33
S1	200.43	200.20

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

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