SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Feb-2014

Day Change Summary
	Previous	Current
	07-Feb-2014	10-Feb-2014	Change	Change %	Previous Week
Open	178.31	179.70	1.39	0.8%	177.95
High	179.87	180.07	0.20	0.1%	179.87
Low	177.79	179.21	1.42	0.8%	173.71
Close	179.68	180.01	0.33	0.2%	179.68
Range	2.08	0.86	-1.22	-58.7%	6.16
ATR	2.00	1.92	-0.08	-4.1%	0.00
Volume	170,787,203	92,218,703	-78,568,500	-46.0%	887,744,328

Daily Pivots for day following 10-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	182.34	182.04	180.48
R3	181.48	181.18	180.25
R2	180.62	180.62	180.17
R1	180.32	180.32	180.09	180.47
PP	179.76	179.76	179.76	179.84
S1	179.46	179.46	179.93	179.61
S2	178.90	178.90	179.85
S3	178.04	178.60	179.77
S4	177.18	177.74	179.54

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.23	194.12	183.07
R3	190.07	187.96	181.37
R2	183.91	183.91	180.81
R1	181.80	181.80	180.24	182.86
PP	177.75	177.75	177.75	178.28
S1	175.64	175.64	179.12	176.70
S2	171.59	171.59	178.55
S3	165.43	169.48	177.99
S4	159.27	163.32	176.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	180.07	173.71	6.36	3.5%	1.76	1.0%	99%	True	False	145,025,225
10	180.07	173.71	6.36	3.5%	2.01	1.1%	99%	True	False	162,063,913
20	184.94	173.71	11.23	6.2%	1.86	1.0%	56%	False	False	141,306,027
40	184.94	173.71	11.23	6.2%	1.49	0.8%	56%	False	False	122,189,787
60	184.94	173.71	11.23	6.2%	1.40	0.8%	56%	False	False	113,870,762
80	184.94	170.63	14.31	7.9%	1.37	0.8%	66%	False	False	113,124,840
100	184.94	164.53	20.41	11.3%	1.41	0.8%	76%	False	False	117,073,685
120	184.94	163.05	21.89	12.2%	1.41	0.8%	77%	False	False	115,619,483

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	0.47
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	183.73
2.618	182.32
1.618	181.46
1.000	180.93
0.618	180.60
HIGH	180.07
0.618	179.74
0.500	179.64
0.382	179.54
LOW	179.21
0.618	178.68
1.000	178.35
1.618	177.82
2.618	176.96
4.250	175.56

Fisher Pivots for day following 10-Feb-2014
Pivot	1 day	3 day
R1	179.89	179.22
PP	179.76	178.43
S1	179.64	177.65

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

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