SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Dec-2013

Day Change Summary
	Previous	Current
	30-Dec-2013	31-Dec-2013	Change	Change %	Previous Week
Open	183.87	184.07	0.20	0.1%	182.41
High	184.02	184.69	0.67	0.4%	184.18
Low	183.58	183.93	0.35	0.2%	182.07
Close	183.82	184.69	0.87	0.5%	183.85
Range	0.44	0.76	0.32	72.7%	2.11
ATR	1.25	1.22	-0.03	-2.2%	0.00
Volume	56,857,398	86,247,602	29,390,204	51.7%	256,145,305

Daily Pivots for day following 31-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	186.72	186.46	185.11
R3	185.96	185.70	184.90
R2	185.20	185.20	184.83
R1	184.94	184.94	184.76	185.07
PP	184.44	184.44	184.44	184.50
S1	184.18	184.18	184.62	184.31
S2	183.68	183.68	184.55
S3	182.92	183.42	184.48
S4	182.16	182.66	184.27

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	184.69	182.53	2.16	1.2%	0.57	0.3%	100%	True	False	62,730,561
10	184.69	177.32	7.37	4.0%	1.14	0.6%	100%	True	False	105,742,878
20	184.69	177.32	7.37	4.0%	1.16	0.6%	100%	True	False	106,647,198
40	184.69	174.76	9.93	5.4%	1.22	0.7%	100%	True	False	100,520,406
60	184.69	164.53	20.16	10.9%	1.28	0.7%	100%	True	False	109,187,662
80	184.69	164.53	20.16	10.9%	1.28	0.7%	100%	True	False	110,617,162
100	184.69	163.05	21.64	11.7%	1.32	0.7%	100%	True	False	110,650,648
120	184.69	163.05	21.64	11.7%	1.28	0.7%	100%	True	False	107,979,226

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	187.92
2.618	186.68
1.618	185.92
1.000	185.45
0.618	185.16
HIGH	184.69
0.618	184.40
0.500	184.31
0.382	184.22
LOW	183.93
0.618	183.46
1.000	183.17
1.618	182.70
2.618	181.94
4.250	180.70

Fisher Pivots for day following 31-Dec-2013
Pivot	1 day	3 day
R1	184.56	184.51
PP	184.44	184.32
S1	184.31	184.14

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

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