SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2013

Day Change Summary
	Previous	Current
	26-Dec-2013	27-Dec-2013	Change	Change %	Previous Week
Open	183.34	184.10	0.76	0.4%	182.41
High	183.96	184.18	0.22	0.1%	184.18
Low	183.32	183.66	0.34	0.2%	182.07
Close	183.86	183.85	-0.01	0.0%	183.85
Range	0.64	0.52	-0.12	-18.8%	2.11
ATR	1.38	1.31	-0.06	-4.4%	0.00
Volume	63,365,203	61,813,801	-1,551,402	-2.4%	256,145,305

Daily Pivots for day following 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	185.46	185.17	184.14
R3	184.94	184.65	183.99
R2	184.42	184.42	183.95
R1	184.13	184.13	183.90	184.02
PP	183.90	183.90	183.90	183.84
S1	183.61	183.61	183.80	183.50
S2	183.38	183.38	183.75
S3	182.86	183.09	183.71
S4	182.34	182.57	183.56

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	189.70	188.88	185.01
R3	187.59	186.77	184.43
R2	185.48	185.48	184.24
R1	184.66	184.66	184.04	185.07
PP	183.37	183.37	183.37	183.57
S1	182.55	182.55	183.66	182.96
S2	181.26	181.26	183.46
S3	179.15	180.44	183.27
S4	177.04	178.33	182.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.18	180.57	3.61	2.0%	0.73	0.4%	91%	True	False	90,646,442
10	184.18	177.32	6.86	3.7%	1.20	0.7%	95%	True	False	111,832,618
20	184.18	177.32	6.86	3.7%	1.20	0.7%	95%	True	False	107,271,778
40	184.18	174.76	9.42	5.1%	1.25	0.7%	96%	True	False	103,857,420
60	184.18	164.53	19.65	10.7%	1.32	0.7%	98%	True	False	111,362,190
80	184.18	164.48	19.70	10.7%	1.30	0.7%	98%	True	False	111,613,935
100	184.18	163.05	21.13	11.5%	1.33	0.7%	98%	True	False	111,089,956
120	184.18	163.05	21.13	11.5%	1.30	0.7%	98%	True	False	108,928,532

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	186.39
2.618	185.54
1.618	185.02
1.000	184.70
0.618	184.50
HIGH	184.18
0.618	183.98
0.500	183.92
0.382	183.86
LOW	183.66
0.618	183.34
1.000	183.14
1.618	182.82
2.618	182.30
4.250	181.45

Fisher Pivots for day following 27-Dec-2013
Pivot	1 day	3 day
R1	183.92	183.69
PP	183.90	183.52
S1	183.87	183.36

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

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