SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	185.59	186.71	1.12	0.6%	187.94
High	186.77	187.91	1.14	0.6%	188.71
Low	185.51	186.51	1.00	0.5%	184.44
Close	186.33	187.66	1.33	0.7%	184.66
Range	1.26	1.40	0.14	11.1%	4.27
ATR	1.80	1.78	-0.02	-0.9%	0.00
Volume	98,359,398	101,804,492	3,445,094	3.5%	587,706,196

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.56	191.01	188.43
R3	190.16	189.61	188.05
R2	188.76	188.76	187.92
R1	188.21	188.21	187.79	188.49
PP	187.36	187.36	187.36	187.50
S1	186.81	186.81	187.53	187.09
S2	185.96	185.96	187.40
S3	184.56	185.41	187.28
S4	183.16	184.01	186.89

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	187.99	184.44	3.55	1.9%	1.76	0.9%	91%	False	False	122,784,396
10	188.96	184.44	4.52	2.4%	1.48	0.8%	71%	False	False	107,327,668
20	188.96	182.60	6.36	3.4%	1.55	0.8%	80%	False	False	116,757,895
40	188.96	173.71	15.25	8.1%	1.72	0.9%	91%	False	False	127,943,461
60	188.96	173.71	15.25	8.1%	1.51	0.8%	91%	False	False	117,807,035
80	188.96	173.71	15.25	8.1%	1.46	0.8%	91%	False	False	114,358,143
100	188.96	173.71	15.25	8.1%	1.42	0.8%	91%	False	False	112,150,302
120	188.96	164.53	24.43	13.0%	1.44	0.8%	95%	False	False	115,322,204

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	193.86
2.618	191.58
1.618	190.18
1.000	189.31
0.618	188.78
HIGH	187.91
0.618	187.38
0.500	187.21
0.382	187.04
LOW	186.51
0.618	185.64
1.000	185.11
1.618	184.24
2.618	182.84
4.250	180.56

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	187.51	187.17
PP	187.36	186.67
S1	187.21	186.18

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

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