SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Mar-2014

Day Change Summary
	Previous	Current
	04-Mar-2014	05-Mar-2014	Change	Change %	Previous Week
Open	186.75	187.72	0.97	0.5%	184.28
High	187.98	188.07	0.09	0.0%	187.15
Low	186.75	187.45	0.70	0.4%	184.20
Close	187.58	187.75	0.17	0.1%	186.29
Range	1.23	0.62	-0.61	-49.6%	2.95
ATR	1.91	1.82	-0.09	-4.8%	0.00
Volume	169,945,797	88,376,805	-81,568,992	-48.0%	574,548,508

Daily Pivots for day following 05-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.62	189.30	188.09
R3	189.00	188.68	187.92
R2	188.38	188.38	187.86
R1	188.06	188.06	187.81	188.22
PP	187.76	187.76	187.76	187.84
S1	187.44	187.44	187.69	187.60
S2	187.14	187.14	187.64
S3	186.52	186.82	187.58
S4	185.90	186.20	187.41

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	188.07	183.75	4.32	2.3%	1.43	0.8%	93%	True	False	134,158,743
10	188.07	182.60	5.47	2.9%	1.47	0.8%	94%	True	False	122,373,382
20	188.07	173.71	14.36	7.6%	1.61	0.9%	98%	True	False	120,020,226
40	188.07	173.71	14.36	7.6%	1.67	0.9%	98%	True	False	126,046,178
60	188.07	173.71	14.36	7.6%	1.49	0.8%	98%	True	False	118,955,005
80	188.07	173.71	14.36	7.6%	1.45	0.8%	98%	True	False	113,910,667
100	188.07	167.23	20.84	11.1%	1.42	0.8%	98%	True	False	114,588,632
120	188.07	164.53	23.54	12.5%	1.42	0.8%	99%	True	False	115,935,888

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0.42
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	190.71
2.618	189.69
1.618	189.07
1.000	188.69
0.618	188.45
HIGH	188.07
0.618	187.83
0.500	187.76
0.382	187.69
LOW	187.45
0.618	187.07
1.000	186.83
1.618	186.45
2.618	185.83
4.250	184.82

Fisher Pivots for day following 05-Mar-2014
Pivot	1 day	3 day
R1	187.76	187.14
PP	187.76	186.52
S1	187.75	185.91

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

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