SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Dec-2013

Day Change Summary
	Previous	Current
	23-Dec-2013	24-Dec-2013	Change	Change %	Previous Week
Open	182.41	182.54	0.13	0.1%	178.95
High	182.64	183.01	0.37	0.2%	181.99
Low	182.07	182.53	0.46	0.3%	177.32
Close	182.53	182.93	0.40	0.2%	181.56
Range	0.57	0.48	-0.09	-15.8%	4.67
ATR	1.47	1.40	-0.07	-4.8%	0.00
Volume	85,597,500	45,368,801	-40,228,699	-47.0%	754,373,273

Daily Pivots for day following 24-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	184.26	184.08	183.19
R3	183.78	183.60	183.06
R2	183.30	183.30	183.02
R1	183.12	183.12	182.97	183.21
PP	182.82	182.82	182.82	182.87
S1	182.64	182.64	182.89	182.73
S2	182.34	182.34	182.84
S3	181.86	182.16	182.80
S4	181.38	181.68	182.67

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	183.01	177.32	5.69	3.1%	1.57	0.9%	99%	True	False	139,851,716
10	183.01	177.32	5.69	3.1%	1.43	0.8%	99%	True	False	123,930,277
20	183.01	177.32	5.69	3.1%	1.22	0.7%	99%	True	False	108,302,502
40	183.01	174.76	8.25	4.5%	1.29	0.7%	99%	True	False	106,413,023
60	183.01	164.53	18.48	10.1%	1.35	0.7%	100%	True	False	113,284,375
80	183.01	163.70	19.31	10.6%	1.33	0.7%	100%	True	False	113,046,251
100	183.01	163.05	19.96	10.9%	1.34	0.7%	100%	True	False	111,253,841
120	183.01	163.05	19.96	10.9%	1.31	0.7%	100%	True	False	109,780,293

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	0.29
Narrowest range in 203 trading days

Fibonacci Retracements and Extensions
4.250	185.05
2.618	184.27
1.618	183.79
1.000	183.49
0.618	183.31
HIGH	183.01
0.618	182.83
0.500	182.77
0.382	182.71
LOW	182.53
0.618	182.23
1.000	182.05
1.618	181.75
2.618	181.27
4.250	180.49

Fisher Pivots for day following 24-Dec-2013
Pivot	1 day	3 day
R1	182.88	182.55
PP	182.82	182.17
S1	182.77	181.79

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

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