SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	200.84	200.17	-0.67	-0.3%	200.97
High	201.58	201.19	-0.39	-0.2%	201.58
Low	199.66	199.41	-0.25	-0.1%	199.41
Close	200.21	201.11	0.90	0.4%	201.11
Range	1.92	1.78	-0.14	-7.3%	2.17
ATR	1.36	1.39	0.03	2.2%	0.00
Volume	85,236,398	102,176,797	16,940,399	19.9%	317,300,589

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	205.91	205.29	202.09
R3	204.13	203.51	201.60
R2	202.35	202.35	201.44
R1	201.73	201.73	201.27	202.04
PP	200.57	200.57	200.57	200.73
S1	199.95	199.95	200.95	200.26
S2	198.79	198.79	200.78
S3	197.01	198.17	200.62
S4	195.23	196.39	200.13

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	207.21	206.33	202.30
R3	205.04	204.16	201.71
R2	202.87	202.87	201.51
R1	201.99	201.99	201.31	202.43
PP	200.70	200.70	200.70	200.92
S1	199.82	199.82	200.91	200.26
S2	198.53	198.53	200.71
S3	196.36	197.65	200.51
S4	194.19	195.48	199.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.58	199.41	2.17	1.1%	1.39	0.7%	78%	False	True	76,641,417
10	201.58	198.74	2.84	1.4%	1.14	0.6%	83%	False	False	67,667,168
20	201.58	190.95	10.63	5.3%	1.20	0.6%	96%	False	False	74,167,004
40	201.58	190.55	11.03	5.5%	1.37	0.7%	96%	False	False	87,582,395
60	201.58	190.55	11.03	5.5%	1.30	0.6%	96%	False	False	86,155,986
80	201.58	186.48	15.10	7.5%	1.25	0.6%	97%	False	False	83,836,232
100	201.58	181.51	20.07	10.0%	1.29	0.6%	98%	False	False	86,013,752
120	201.58	181.31	20.27	10.1%	1.43	0.7%	98%	False	False	92,414,400

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	208.76
2.618	205.85
1.618	204.07
1.000	202.97
0.618	202.29
HIGH	201.19
0.618	200.51
0.500	200.30
0.382	200.09
LOW	199.41
0.618	198.31
1.000	197.63
1.618	196.53
2.618	194.75
4.250	191.85

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	200.84	200.91
PP	200.57	200.70
S1	200.30	200.50

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

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