SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Mar-2014

Day Change Summary
	Previous	Current
	14-Mar-2014	17-Mar-2014	Change	Change %	Previous Week
Open	184.80	185.59	0.79	0.4%	187.94
High	185.80	186.77	0.97	0.5%	188.71
Low	184.44	185.51	1.07	0.6%	184.44
Close	184.66	186.33	1.67	0.9%	184.66
Range	1.36	1.26	-0.10	-7.4%	4.27
ATR	1.78	1.80	0.02	1.3%	0.00
Volume	153,919,594	98,359,398	-55,560,196	-36.1%	587,706,196

Daily Pivots for day following 17-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.98	189.42	187.02
R3	188.72	188.16	186.68
R2	187.46	187.46	186.56
R1	186.90	186.90	186.45	187.18
PP	186.20	186.20	186.20	186.35
S1	185.64	185.64	186.21	185.92
S2	184.94	184.94	186.10
S3	183.68	184.38	185.98
S4	182.42	183.12	185.64

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.75	195.97	187.01
R3	194.48	191.70	185.83
R2	190.21	190.21	185.44
R1	187.43	187.43	185.05	186.69
PP	185.94	185.94	185.94	185.56
S1	183.16	183.16	184.27	182.42
S2	181.67	181.67	183.88
S3	177.40	178.89	183.49
S4	173.13	174.62	182.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	188.71	184.44	4.27	2.3%	1.86	1.0%	44%	False	False	122,225,298
10	188.96	184.44	4.52	2.4%	1.47	0.8%	42%	False	False	114,141,799
20	188.96	182.60	6.36	3.4%	1.52	0.8%	59%	False	False	115,690,710
40	188.96	173.71	15.25	8.2%	1.71	0.9%	83%	False	False	128,094,563
60	188.96	173.71	15.25	8.2%	1.56	0.8%	83%	False	False	120,025,403
80	188.96	173.71	15.25	8.2%	1.45	0.8%	83%	False	False	114,259,229
100	188.96	173.71	15.25	8.2%	1.43	0.8%	83%	False	False	112,398,889
120	188.96	164.53	24.43	13.1%	1.44	0.8%	89%	False	False	115,359,941

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.23
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	192.13
2.618	190.07
1.618	188.81
1.000	188.03
0.618	187.55
HIGH	186.77
0.618	186.29
0.500	186.14
0.382	185.99
LOW	185.51
0.618	184.73
1.000	184.25
1.618	183.47
2.618	182.21
4.250	180.16

Fisher Pivots for day following 17-Mar-2014
Pivot	1 day	3 day
R1	186.27	186.29
PP	186.20	186.25
S1	186.14	186.22

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

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