SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Sep-2014

Day Change Summary
	Previous	Current
	03-Sep-2014	04-Sep-2014	Change	Change %	Previous Week
Open	201.38	200.84	-0.54	-0.3%	200.14
High	201.41	201.58	0.17	0.1%	200.82
Low	200.22	199.66	-0.56	-0.3%	199.15
Close	200.50	200.21	-0.29	-0.1%	200.71
Range	1.19	1.92	0.73	61.3%	1.67
ATR	1.31	1.36	0.04	3.3%	0.00
Volume	57,461,699	85,236,398	27,774,699	48.3%	283,263,801

Daily Pivots for day following 04-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	206.24	205.15	201.27
R3	204.32	203.23	200.74
R2	202.40	202.40	200.56
R1	201.31	201.31	200.39	200.90
PP	200.48	200.48	200.48	200.28
S1	199.39	199.39	200.03	198.98
S2	198.56	198.56	199.86
S3	196.64	197.47	199.68
S4	194.72	195.55	199.15

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	201.58	199.39	2.19	1.1%	1.21	0.6%	37%	True	False	67,872,118
10	201.58	198.74	2.84	1.4%	1.04	0.5%	52%	True	False	64,228,549
20	201.58	190.55	11.03	5.5%	1.24	0.6%	88%	True	False	75,844,835
40	201.58	190.55	11.03	5.5%	1.38	0.7%	88%	True	False	87,503,985
60	201.58	190.55	11.03	5.5%	1.28	0.6%	88%	True	False	85,599,246
80	201.58	186.48	15.10	7.5%	1.23	0.6%	91%	True	False	83,389,696
100	201.58	181.44	20.14	10.1%	1.30	0.6%	93%	True	False	86,315,800
120	201.58	181.31	20.27	10.1%	1.42	0.7%	93%	True	False	92,382,589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	209.74
2.618	206.61
1.618	204.69
1.000	203.50
0.618	202.77
HIGH	201.58
0.618	200.85
0.500	200.62
0.382	200.39
LOW	199.66
0.618	198.47
1.000	197.74
1.618	196.55
2.618	194.63
4.250	191.50

Fisher Pivots for day following 04-Sep-2014
Pivot	1 day	3 day
R1	200.62	200.62
PP	200.48	200.48
S1	200.35	200.35

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

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