SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	187.03	184.77	-2.26	-1.2%	185.59
High	187.34	185.34	-2.00	-1.1%	189.02
Low	184.92	183.90	-1.02	-0.6%	185.47
Close	184.97	184.58	-0.39	-0.2%	186.20
Range	2.42	1.44	-0.98	-40.5%	3.55
ATR	1.98	1.94	-0.04	-1.9%	0.00
Volume	119,842,898	142,382,703	22,539,805	18.8%	656,746,781

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	188.93	188.19	185.37
R3	187.49	186.75	184.98
R2	186.05	186.05	184.84
R1	185.31	185.31	184.71	184.96
PP	184.61	184.61	184.61	184.43
S1	183.87	183.87	184.45	183.52
S2	183.17	183.17	184.32
S3	181.73	182.43	184.18
S4	180.29	180.99	183.79

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	183.90	5.12	2.8%	2.19	1.2%	13%	False	True	130,123,260
10	189.02	183.90	5.12	2.8%	1.94	1.1%	13%	False	True	129,815,477
20	189.02	183.75	5.27	2.9%	1.76	1.0%	16%	False	False	125,294,208
40	189.02	173.71	15.31	8.3%	1.80	1.0%	71%	False	False	126,571,017
60	189.02	173.71	15.31	8.3%	1.69	0.9%	71%	False	False	122,768,417
80	189.02	173.71	15.31	8.3%	1.56	0.8%	71%	False	False	118,906,588
100	189.02	173.71	15.31	8.3%	1.50	0.8%	71%	False	False	114,434,786
120	189.02	164.53	24.49	13.3%	1.49	0.8%	82%	False	False	116,066,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.42
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	191.46
2.618	189.11
1.618	187.67
1.000	186.78
0.618	186.23
HIGH	185.34
0.618	184.79
0.500	184.62
0.382	184.45
LOW	183.90
0.618	183.01
1.000	182.46
1.618	181.57
2.618	180.13
4.250	177.78

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	184.62	185.62
PP	184.61	185.27
S1	184.59	184.93

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

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