SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Feb-2014

Day Change Summary
	Previous	Current
	25-Feb-2014	26-Feb-2014	Change	Change %	Previous Week
Open	185.03	185.11	0.08	0.0%	184.19
High	185.59	185.60	0.01	0.0%	184.95
Low	184.23	184.33	0.10	0.1%	182.60
Close	184.84	184.85	0.01	0.0%	183.89
Range	1.36	1.27	-0.09	-6.6%	2.35
ATR	1.80	1.76	-0.04	-2.1%	0.00
Volume	117,084,898	98,677,102	-18,407,796	-15.7%	430,099,305

Daily Pivots for day following 26-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	188.74	188.06	185.55
R3	187.47	186.79	185.20
R2	186.20	186.20	185.08
R1	185.52	185.52	184.97	185.23
PP	184.93	184.93	184.93	184.78
S1	184.25	184.25	184.73	183.96
S2	183.66	183.66	184.62
S3	182.39	182.98	184.50
S4	181.12	181.71	184.15

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	190.86	189.73	185.18
R3	188.51	187.38	184.54
R2	186.16	186.16	184.32
R1	185.03	185.03	184.11	184.42
PP	183.81	183.81	183.81	183.51
S1	182.68	182.68	183.67	182.07
S2	181.46	181.46	183.46
S3	179.11	180.33	183.24
S4	176.76	177.98	182.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	186.15	182.60	3.55	1.9%	1.52	0.8%	63%	False	False	110,588,020
10	186.15	180.83	5.32	2.9%	1.57	0.8%	76%	False	False	105,168,309
20	186.15	173.71	12.44	6.7%	1.85	1.0%	90%	False	False	133,983,651
40	186.15	173.71	12.44	6.7%	1.62	0.9%	90%	False	False	120,579,938
60	186.15	173.71	12.44	6.7%	1.48	0.8%	90%	False	False	116,143,885
80	186.15	173.71	12.44	6.7%	1.44	0.8%	90%	False	False	112,218,679
100	186.15	164.53	21.62	11.7%	1.44	0.8%	94%	False	False	115,049,289
120	186.15	164.48	21.67	11.7%	1.41	0.8%	94%	False	False	114,602,603

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	191.00
2.618	188.92
1.618	187.65
1.000	186.87
0.618	186.38
HIGH	185.60
0.618	185.11
0.500	184.97
0.382	184.82
LOW	184.33
0.618	183.55
1.000	183.06
1.618	182.28
2.618	181.01
4.250	178.93

Fisher Pivots for day following 26-Feb-2014
Pivot	1 day	3 day
R1	184.97	185.18
PP	184.93	185.07
S1	184.89	184.96

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

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