SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Mar-2014

Day Change Summary
	Previous	Current
	21-Mar-2014	24-Mar-2014	Change	Change %	Previous Week
Open	187.72	186.82	-0.90	-0.5%	185.59
High	189.02	187.07	-1.95	-1.0%	189.02
Low	186.03	184.62	-1.41	-0.8%	185.47
Close	186.20	185.43	-0.77	-0.4%	186.20
Range	2.99	2.45	-0.54	-18.1%	3.55
ATR	1.92	1.96	0.04	1.9%	0.00
Volume	163,127,906	121,411,102	-41,716,804	-25.6%	656,746,781

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	193.06	191.69	186.78
R3	190.61	189.24	186.10
R2	188.16	188.16	185.88
R1	186.79	186.79	185.65	186.25
PP	185.71	185.71	185.71	185.44
S1	184.34	184.34	185.21	183.80
S2	183.26	183.26	184.98
S3	180.81	181.89	184.76
S4	178.36	179.44	184.08

Weekly Pivots for week ending 21-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	197.55	195.42	188.15
R3	194.00	191.87	187.18
R2	190.45	190.45	186.85
R1	188.32	188.32	186.53	189.39
PP	186.90	186.90	186.90	187.43
S1	184.77	184.77	185.87	185.84
S2	183.35	183.35	185.55
S3	179.80	181.22	185.22
S4	176.25	177.67	184.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	189.02	184.62	4.40	2.4%	2.26	1.2%	18%	False	True	135,959,697
10	189.02	184.44	4.58	2.5%	2.06	1.1%	22%	False	False	129,092,497
20	189.02	183.75	5.27	2.8%	1.69	0.9%	32%	False	False	122,472,479
40	189.02	173.71	15.31	8.3%	1.80	1.0%	77%	False	False	130,116,668
60	189.02	173.71	15.31	8.3%	1.62	0.9%	77%	False	False	119,701,068
80	189.02	173.71	15.31	8.3%	1.52	0.8%	77%	False	False	116,851,427
100	189.02	173.71	15.31	8.3%	1.49	0.8%	77%	False	False	114,385,850
120	189.02	164.53	24.49	13.2%	1.48	0.8%	85%	False	False	116,492,722

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	197.48
2.618	193.48
1.618	191.03
1.000	189.52
0.618	188.58
HIGH	187.07
0.618	186.13
0.500	185.85
0.382	185.56
LOW	184.62
0.618	183.11
1.000	182.17
1.618	180.66
2.618	178.21
4.250	174.21

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	185.85	186.82
PP	185.71	186.36
S1	185.57	185.89

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

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