SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Feb-2014

Day Change Summary
	Previous	Current
	20-Feb-2014	21-Feb-2014	Change	Change %	Previous Week
Open	183.27	184.49	1.22	0.7%	184.19
High	184.52	184.89	0.37	0.2%	184.95
Low	182.60	183.80	1.20	0.7%	182.60
Close	184.10	183.89	-0.21	-0.1%	183.89
Range	1.92	1.09	-0.83	-43.2%	2.35
ATR	1.86	1.80	-0.05	-3.0%	0.00
Volume	104,998,000	118,116,305	13,118,305	12.5%	430,099,305

Daily Pivots for day following 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	187.46	186.77	184.49
R3	186.37	185.68	184.19
R2	185.28	185.28	184.09
R1	184.59	184.59	183.99	184.39
PP	184.19	184.19	184.19	184.10
S1	183.50	183.50	183.79	183.30
S2	183.10	183.10	183.69
S3	182.01	182.41	183.59
S4	180.92	181.32	183.29

Weekly Pivots for week ending 21-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	190.86	189.73	185.18
R3	188.51	187.38	184.54
R2	186.16	186.16	184.32
R1	185.03	185.03	184.11	184.42
PP	183.81	183.81	183.81	183.51
S1	182.68	182.68	183.67	182.07
S2	181.46	181.46	183.46
S3	179.11	180.33	183.24
S4	176.76	177.98	182.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.95	182.60	2.35	1.3%	1.52	0.8%	55%	False	False	105,319,520
10	184.95	177.79	7.16	3.9%	1.65	0.9%	85%	False	False	110,267,711
20	184.95	173.71	11.24	6.1%	1.94	1.1%	91%	False	False	142,491,516
40	184.95	173.71	11.24	6.1%	1.55	0.8%	91%	False	False	116,597,988
60	184.95	173.71	11.24	6.1%	1.44	0.8%	91%	False	False	114,401,441
80	184.95	173.71	11.24	6.1%	1.42	0.8%	91%	False	False	112,000,633
100	184.95	164.53	20.42	11.1%	1.44	0.8%	95%	False	False	115,595,506
120	184.95	163.17	21.78	11.8%	1.41	0.8%	95%	False	False	114,976,498

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	189.52
2.618	187.74
1.618	186.65
1.000	185.98
0.618	185.56
HIGH	184.89
0.618	184.47
0.500	184.35
0.382	184.22
LOW	183.80
0.618	183.13
1.000	182.71
1.618	182.04
2.618	180.95
4.250	179.17

Fisher Pivots for day following 21-Feb-2014
Pivot	1 day	3 day
R1	184.35	183.85
PP	184.19	183.81
S1	184.04	183.78

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

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