SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Feb-2014

Day Change Summary
	Previous	Current
	26-Feb-2014	27-Feb-2014	Change	Change %	Previous Week
Open	185.11	184.59	-0.52	-0.3%	184.19
High	185.60	185.87	0.27	0.1%	184.95
Low	184.33	184.37	0.04	0.0%	182.60
Close	184.85	185.82	0.97	0.5%	183.89
Range	1.27	1.50	0.23	18.1%	2.35
ATR	1.76	1.75	-0.02	-1.1%	0.00
Volume	98,677,102	93,880,711	-4,796,391	-4.9%	430,099,305

Daily Pivots for day following 27-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.85	189.34	186.65
R3	188.35	187.84	186.23
R2	186.85	186.85	186.10
R1	186.34	186.34	185.96	186.60
PP	185.35	185.35	185.35	185.48
S1	184.84	184.84	185.68	185.10
S2	183.85	183.85	185.55
S3	182.35	183.34	185.41
S4	180.85	181.84	185.00

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	186.15	183.80	2.35	1.3%	1.43	0.8%	86%	False	False	108,364,562
10	186.15	180.83	5.32	2.9%	1.61	0.9%	94%	False	False	105,084,620
20	186.15	173.71	12.44	6.7%	1.84	1.0%	97%	False	False	127,847,827
40	186.15	173.71	12.44	6.7%	1.65	0.9%	97%	False	False	121,505,521
60	186.15	173.71	12.44	6.7%	1.49	0.8%	97%	False	False	116,777,381
80	186.15	173.71	12.44	6.7%	1.44	0.8%	97%	False	False	111,719,930
100	186.15	164.53	21.62	11.6%	1.43	0.8%	98%	False	False	114,221,112
120	186.15	164.48	21.67	11.7%	1.42	0.8%	98%	False	False	114,859,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	192.25
2.618	189.80
1.618	188.30
1.000	187.37
0.618	186.80
HIGH	185.87
0.618	185.30
0.500	185.12
0.382	184.94
LOW	184.37
0.618	183.44
1.000	182.87
1.618	181.94
2.618	180.44
4.250	178.00

Fisher Pivots for day following 27-Feb-2014
Pivot	1 day	3 day
R1	185.59	185.56
PP	185.35	185.31
S1	185.12	185.05

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

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