SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	180.16	182.22	2.06	1.1%	177.95
High	182.44	182.83	0.39	0.2%	179.87
Low	180.04	181.71	1.67	0.9%	173.71
Close	181.98	182.07	0.09	0.0%	179.68
Range	2.40	1.12	-1.28	-53.3%	6.16
ATR	1.96	1.90	-0.06	-3.1%	0.00
Volume	117,813,906	94,717,602	-23,096,304	-19.6%	887,744,328

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	185.56	184.94	182.69
R3	184.44	183.82	182.38
R2	183.32	183.32	182.28
R1	182.70	182.70	182.17	182.45
PP	182.20	182.20	182.20	182.08
S1	181.58	181.58	181.97	181.33
S2	181.08	181.08	181.86
S3	179.96	180.46	181.76
S4	178.84	179.34	181.45

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	182.83	175.22	7.61	4.2%	1.74	1.0%	90%	True	False	121,682,982
10	182.83	173.71	9.12	5.0%	2.08	1.1%	92%	True	False	150,611,033
20	184.94	173.71	11.23	6.2%	1.80	1.0%	74%	False	False	139,187,207
40	184.94	173.71	11.23	6.2%	1.53	0.8%	74%	False	False	121,918,765
60	184.94	173.71	11.23	6.2%	1.40	0.8%	74%	False	False	113,958,298
80	184.94	173.51	11.43	6.3%	1.37	0.8%	75%	False	False	112,143,168
100	184.94	164.53	20.41	11.2%	1.41	0.8%	86%	False	False	115,698,226
120	184.94	163.05	21.89	12.0%	1.41	0.8%	87%	False	False	115,317,040

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	187.59
2.618	185.76
1.618	184.64
1.000	183.95
0.618	183.52
HIGH	182.83
0.618	182.40
0.500	182.27
0.382	182.14
LOW	181.71
0.618	181.02
1.000	180.59
1.618	179.90
2.618	178.78
4.250	176.95

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	182.27	181.72
PP	182.20	181.37
S1	182.14	181.02

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

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