SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	187.94	188.44	0.50	0.3%	184.69
High	188.23	188.71	0.48	0.3%	188.96
Low	187.08	186.80	-0.28	-0.1%	183.75
Close	188.16	187.23	-0.93	-0.5%	188.26
Range	1.15	1.91	0.76	66.1%	5.21
ATR	1.69	1.71	0.02	0.9%	0.00
Volume	74,939,102	99,009,000	24,069,898	32.1%	623,100,804

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	193.31	192.18	188.28
R3	191.40	190.27	187.76
R2	189.49	189.49	187.58
R1	188.36	188.36	187.41	187.97
PP	187.58	187.58	187.58	187.39
S1	186.45	186.45	187.05	186.06
S2	185.67	185.67	186.88
S3	183.76	184.54	186.70
S4	181.85	182.63	186.18

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	202.62	200.65	191.13
R3	197.41	195.44	189.69
R2	192.20	192.20	189.22
R1	190.23	190.23	188.74	191.22
PP	186.99	186.99	186.99	187.48
S1	185.02	185.02	187.78	186.01
S2	181.78	181.78	187.30
S3	176.57	179.81	186.83
S4	171.36	174.60	185.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	188.96	186.80	2.16	1.2%	1.21	0.6%	20%	False	True	91,870,940
10	188.96	183.75	5.21	2.8%	1.38	0.7%	67%	False	False	114,044,871
20	188.96	180.04	8.92	4.8%	1.53	0.8%	81%	False	False	110,563,430
40	188.96	173.71	15.25	8.1%	1.69	0.9%	89%	False	False	125,934,729
60	188.96	173.71	15.25	8.1%	1.51	0.8%	89%	False	False	118,314,335
80	188.96	173.71	15.25	8.1%	1.43	0.8%	89%	False	False	113,043,929
100	188.96	170.63	18.33	9.8%	1.40	0.7%	91%	False	False	112,612,558
120	188.96	164.53	24.43	13.0%	1.43	0.8%	93%	False	False	115,988,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	196.83
2.618	193.71
1.618	191.80
1.000	190.62
0.618	189.89
HIGH	188.71
0.618	187.98
0.500	187.76
0.382	187.53
LOW	186.80
0.618	185.62
1.000	184.89
1.618	183.71
2.618	181.80
4.250	178.68

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	187.76	187.88
PP	187.58	187.66
S1	187.41	187.45

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

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