SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Mar-2014

Day Change Summary
	Previous	Current
	05-Mar-2014	06-Mar-2014	Change	Change %	Previous Week
Open	187.72	188.21	0.49	0.3%	184.28
High	188.07	188.61	0.54	0.3%	187.15
Low	187.45	187.78	0.33	0.2%	184.20
Close	187.75	188.18	0.43	0.2%	186.29
Range	0.62	0.83	0.21	33.9%	2.95
ATR	1.82	1.75	-0.07	-3.8%	0.00
Volume	88,376,805	82,516,398	-5,860,407	-6.6%	574,548,508

Daily Pivots for day following 06-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	190.68	190.26	188.64
R3	189.85	189.43	188.41
R2	189.02	189.02	188.33
R1	188.60	188.60	188.26	188.40
PP	188.19	188.19	188.19	188.09
S1	187.77	187.77	188.10	187.57
S2	187.36	187.36	188.03
S3	186.53	186.94	187.95
S4	185.70	186.11	187.72

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	188.61	183.75	4.86	2.6%	1.30	0.7%	91%	True	False	131,885,881
10	188.61	183.75	4.86	2.6%	1.37	0.7%	91%	True	False	120,125,221
20	188.61	175.22	13.39	7.1%	1.56	0.8%	97%	True	False	115,934,526
40	188.61	173.71	14.90	7.9%	1.67	0.9%	97%	True	False	125,955,486
60	188.61	173.71	14.90	7.9%	1.49	0.8%	97%	True	False	118,201,487
80	188.61	173.71	14.90	7.9%	1.43	0.8%	97%	True	False	112,979,617
100	188.61	168.77	19.84	10.5%	1.41	0.7%	98%	True	False	113,454,249
120	188.61	164.53	24.08	12.8%	1.42	0.8%	98%	True	False	115,930,117

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	192.14
2.618	190.78
1.618	189.95
1.000	189.44
0.618	189.12
HIGH	188.61
0.618	188.29
0.500	188.20
0.382	188.10
LOW	187.78
0.618	187.27
1.000	186.95
1.618	186.44
2.618	185.61
4.250	184.25

Fisher Pivots for day following 06-Mar-2014
Pivot	1 day	3 day
R1	188.20	188.01
PP	188.19	187.85
S1	188.19	187.68

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

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