SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Mar-2014

Day Change Summary
	Previous	Current
	25-Mar-2014	26-Mar-2014	Change	Change %	Previous Week
Open	186.37	187.03	0.66	0.4%	185.59
High	186.94	187.34	0.40	0.2%	189.02
Low	185.27	184.92	-0.35	-0.2%	185.47
Close	186.31	184.97	-1.34	-0.7%	186.20
Range	1.67	2.42	0.75	44.9%	3.55
ATR	1.94	1.98	0.03	1.8%	0.00
Volume	103,851,695	119,842,898	15,991,203	15.4%	656,746,781

Daily Pivots for day following 26-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	193.00	191.41	186.30
R3	190.58	188.99	185.64
R2	188.16	188.16	185.41
R1	186.57	186.57	185.19	186.16
PP	185.74	185.74	185.74	185.54
S1	184.15	184.15	184.75	183.74
S2	183.32	183.32	184.53
S3	180.90	181.73	184.30
S4	178.48	179.31	183.64

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%	2.30	1.2%	8%	False	False	125,094,898
10	189.02	184.44	4.58	2.5%	2.13	1.2%	12%	False	False	131,078,627
20	189.02	183.75	5.27	2.8%	1.77	1.0%	23%	False	False	122,869,109
40	189.02	173.71	15.31	8.3%	1.81	1.0%	74%	False	False	128,426,380
60	189.02	173.71	15.31	8.3%	1.67	0.9%	74%	False	False	121,342,995
80	189.02	173.71	15.31	8.3%	1.55	0.8%	74%	False	False	117,825,191
100	189.02	173.71	15.31	8.3%	1.50	0.8%	74%	False	False	114,348,765
120	189.02	164.53	24.49	13.2%	1.49	0.8%	83%	False	False	116,352,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	197.63
2.618	193.68
1.618	191.26
1.000	189.76
0.618	188.84
HIGH	187.34
0.618	186.42
0.500	186.13
0.382	185.84
LOW	184.92
0.618	183.42
1.000	182.50
1.618	181.00
2.618	178.58
4.250	174.64

Fisher Pivots for day following 26-Mar-2014
Pivot	1 day	3 day
R1	186.13	185.98
PP	185.74	185.64
S1	185.36	185.31

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

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