SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	07-Mar-2014	10-Mar-2014	Change	Change %	Previous Week
Open	188.87	187.94	-0.93	-0.5%	184.69
High	188.96	188.23	-0.73	-0.4%	188.96
Low	187.43	187.08	-0.35	-0.2%	183.75
Close	188.26	188.16	-0.10	-0.1%	188.26
Range	1.53	1.15	-0.38	-24.8%	5.21
ATR	1.73	1.69	-0.04	-2.3%	0.00
Volume	114,513,398	74,939,102	-39,574,296	-34.6%	623,100,804

Daily Pivots for day following 10-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.27	190.87	188.79
R3	190.12	189.72	188.48
R2	188.97	188.97	188.37
R1	188.57	188.57	188.27	188.77
PP	187.82	187.82	187.82	187.93
S1	187.42	187.42	188.05	187.62
S2	186.67	186.67	187.95
S3	185.52	186.27	187.84
S4	184.37	185.12	187.53

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.62	200.65	191.13
R3	197.41	195.44	189.69
R2	192.20	192.20	189.22
R1	190.23	190.23	188.74	191.22
PP	186.99	186.99	186.99	187.48
S1	185.02	185.02	187.78	186.01
S2	181.78	181.78	187.30
S3	176.57	179.81	186.83
S4	171.36	174.60	185.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	188.96	186.75	2.21	1.2%	1.07	0.6%	64%	False	False	106,058,300
10	188.96	183.75	5.21	2.8%	1.33	0.7%	85%	False	False	115,852,461
20	188.96	179.21	9.75	5.2%	1.48	0.8%	92%	False	False	110,223,916
40	188.96	173.71	15.25	8.1%	1.68	0.9%	95%	False	False	126,010,161
60	188.96	173.71	15.25	8.1%	1.51	0.8%	95%	False	False	118,840,698
80	188.96	173.71	15.25	8.1%	1.42	0.8%	95%	False	False	112,856,187
100	188.96	169.47	19.49	10.4%	1.40	0.7%	96%	False	False	113,177,313
120	188.96	164.53	24.43	13.0%	1.42	0.8%	97%	False	False	115,851,261

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	193.12
2.618	191.24
1.618	190.09
1.000	189.38
0.618	188.94
HIGH	188.23
0.618	187.79
0.500	187.66
0.382	187.52
LOW	187.08
0.618	186.37
1.000	185.93
1.618	185.22
2.618	184.07
4.250	182.19

Fisher Pivots for day following 10-Mar-2014
Pivot	1 day	3 day
R1	187.99	188.11
PP	187.82	188.07
S1	187.66	188.02

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

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