SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	185.79	184.69	-1.10	-0.6%	184.28
High	187.15	185.45	-1.70	-0.9%	187.15
Low	185.05	183.75	-1.30	-0.7%	184.20
Close	186.29	184.98	-1.31	-0.7%	186.29
Range	2.10	1.70	-0.40	-19.0%	2.95
ATR	1.77	1.83	0.05	3.1%	0.00
Volume	150,842,000	167,748,406	16,906,406	11.2%	574,548,508

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.83	189.10	185.92
R3	188.13	187.40	185.45
R2	186.43	186.43	185.29
R1	185.70	185.70	185.14	186.07
PP	184.73	184.73	184.73	184.91
S1	184.00	184.00	184.82	184.37
S2	183.03	183.03	184.67
S3	181.33	182.30	184.51
S4	179.63	180.60	184.05

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	194.73	193.46	187.91
R3	191.78	190.51	187.10
R2	188.83	188.83	186.83
R1	187.56	187.56	186.56	188.20
PP	185.88	185.88	185.88	186.20
S1	184.61	184.61	186.02	185.25
S2	182.93	182.93	185.75
S3	179.98	181.66	185.48
S4	177.03	178.71	184.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	187.15	183.75	3.40	1.8%	1.59	0.9%	36%	False	True	125,646,623
10	187.15	182.60	4.55	2.5%	1.58	0.9%	52%	False	False	117,239,621
20	187.15	173.71	13.44	7.3%	1.84	1.0%	84%	False	False	128,096,557
40	187.15	173.71	13.44	7.3%	1.68	0.9%	84%	False	False	124,323,371
60	187.15	173.71	13.44	7.3%	1.51	0.8%	84%	False	False	118,482,405
80	187.15	173.71	13.44	7.3%	1.46	0.8%	84%	False	False	112,846,289
100	187.15	164.53	22.62	12.2%	1.44	0.8%	90%	False	False	115,475,282
120	187.15	164.53	22.62	12.2%	1.42	0.8%	90%	False	False	115,453,145

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	0.51
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	192.68
2.618	189.90
1.618	188.20
1.000	187.15
0.618	186.50
HIGH	185.45
0.618	184.80
0.500	184.60
0.382	184.40
LOW	183.75
0.618	182.70
1.000	182.05
1.618	181.00
2.618	179.30
4.250	176.53

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	184.85	185.45
PP	184.73	185.29
S1	184.60	185.14

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

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