SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Dec-2013

Day Change Summary
	Previous	Current
	20-Dec-2013	23-Dec-2013	Change	Change %	Previous Week
Open	180.67	182.41	1.74	1.0%	178.95
High	181.99	182.64	0.65	0.4%	181.99
Low	180.57	182.07	1.50	0.8%	177.32
Close	181.56	182.53	0.97	0.5%	181.56
Range	1.42	0.57	-0.85	-59.9%	4.67
ATR	1.50	1.47	-0.03	-2.0%	0.00
Volume	197,086,906	85,597,500	-111,489,406	-56.6%	754,373,273

Daily Pivots for day following 23-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	184.12	183.90	182.84
R3	183.55	183.33	182.69
R2	182.98	182.98	182.63
R1	182.76	182.76	182.58	182.87
PP	182.41	182.41	182.41	182.47
S1	182.19	182.19	182.48	182.30
S2	181.84	181.84	182.43
S3	181.27	181.62	182.37
S4	180.70	181.05	182.22

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	194.30	192.60	184.13
R3	189.63	187.93	182.84
R2	184.96	184.96	182.42
R1	183.26	183.26	181.99	184.11
PP	180.29	180.29	180.29	180.72
S1	178.59	178.59	181.13	179.44
S2	175.62	175.62	180.70
S3	170.95	173.92	180.28
S4	166.28	169.25	178.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	182.64	177.32	5.32	2.9%	1.71	0.9%	98%	True	False	148,755,195
10	182.64	177.32	5.32	2.9%	1.45	0.8%	98%	True	False	127,491,018
20	182.64	177.32	5.32	2.9%	1.23	0.7%	98%	True	False	110,008,347
40	182.64	174.76	7.88	4.3%	1.30	0.7%	99%	True	False	107,403,278
60	182.64	164.53	18.11	9.9%	1.36	0.7%	99%	True	False	114,927,185
80	182.64	163.17	19.47	10.7%	1.35	0.7%	99%	True	False	114,165,752
100	182.64	163.05	19.59	10.7%	1.34	0.7%	99%	True	False	111,711,319
120	182.64	161.30	21.34	11.7%	1.32	0.7%	99%	True	False	110,422,302

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	0.33
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	185.06
2.618	184.13
1.618	183.56
1.000	183.21
0.618	182.99
HIGH	182.64
0.618	182.42
0.500	182.36
0.382	182.29
LOW	182.07
0.618	181.72
1.000	181.50
1.618	181.15
2.618	180.58
4.250	179.65

Fisher Pivots for day following 23-Dec-2013
Pivot	1 day	3 day
R1	182.47	182.22
PP	182.41	181.91
S1	182.36	181.61

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

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