SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Mar-2014

Day Change Summary
	Previous	Current
	19-Mar-2014	20-Mar-2014	Change	Change %	Previous Week
Open	187.70	186.25	-1.45	-0.8%	187.94
High	187.94	187.89	-0.05	0.0%	188.71
Low	185.47	185.92	0.45	0.2%	184.44
Close	186.66	187.75	1.09	0.6%	184.66
Range	2.47	1.97	-0.50	-20.2%	4.27
ATR	1.83	1.84	0.01	0.5%	0.00
Volume	176,214,094	117,240,891	-58,973,203	-33.5%	587,706,196

Daily Pivots for day following 20-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	193.10	192.39	188.83
R3	191.13	190.42	188.29
R2	189.16	189.16	188.11
R1	188.45	188.45	187.93	188.81
PP	187.19	187.19	187.19	187.36
S1	186.48	186.48	187.57	186.84
S2	185.22	185.22	187.39
S3	183.25	184.51	187.21
S4	181.28	182.54	186.67

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	187.94	184.44	3.50	1.9%	1.69	0.9%	95%	False	False	129,507,693
10	188.96	184.44	4.52	2.4%	1.78	0.9%	73%	False	False	119,583,846
20	188.96	183.75	5.21	2.8%	1.57	0.8%	77%	False	False	119,854,534
40	188.96	173.71	15.25	8.1%	1.77	0.9%	92%	False	False	131,532,537
60	188.96	173.71	15.25	8.1%	1.55	0.8%	92%	False	False	117,141,523
80	188.96	173.71	15.25	8.1%	1.47	0.8%	92%	False	False	115,304,458
100	188.96	173.71	15.25	8.1%	1.45	0.8%	92%	False	False	113,326,504
120	188.96	164.53	24.43	13.0%	1.46	0.8%	95%	False	False	116,147,218

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	196.26
2.618	193.05
1.618	191.08
1.000	189.86
0.618	189.11
HIGH	187.89
0.618	187.14
0.500	186.91
0.382	186.67
LOW	185.92
0.618	184.70
1.000	183.95
1.618	182.73
2.618	180.76
4.250	177.55

Fisher Pivots for day following 20-Mar-2014
Pivot	1 day	3 day
R1	187.47	187.40
PP	187.19	187.05
S1	186.91	186.71

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

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