SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Mar-2014

Day Change Summary
	Previous	Current
	27-Mar-2014	28-Mar-2014	Change	Change %	Previous Week
Open	184.77	185.11	0.34	0.2%	186.82
High	185.34	186.42	1.08	0.6%	187.34
Low	183.90	185.00	1.10	0.6%	183.90
Close	184.58	185.49	0.91	0.5%	185.49
Range	1.44	1.42	-0.02	-1.4%	3.44
ATR	1.94	1.93	-0.01	-0.4%	0.00
Volume	142,382,703	101,641,500	-40,741,203	-28.6%	589,129,898

Daily Pivots for day following 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.90	189.11	186.27
R3	188.48	187.69	185.88
R2	187.06	187.06	185.75
R1	186.27	186.27	185.62	186.67
PP	185.64	185.64	185.64	185.83
S1	184.85	184.85	185.36	185.25
S2	184.22	184.22	185.23
S3	182.80	183.43	185.10
S4	181.38	182.01	184.71

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	195.90	194.13	187.38
R3	192.46	190.69	186.44
R2	189.02	189.02	186.12
R1	187.25	187.25	185.81	186.42
PP	185.58	185.58	185.58	185.16
S1	183.81	183.81	185.17	182.98
S2	182.14	182.14	184.86
S3	178.70	180.37	184.54
S4	175.26	176.93	183.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	187.34	183.90	3.44	1.9%	1.88	1.0%	46%	False	False	117,825,979
10	189.02	183.90	5.12	2.8%	1.95	1.1%	31%	False	False	124,587,667
20	189.02	183.75	5.27	2.8%	1.73	0.9%	33%	False	False	122,834,183
40	189.02	173.71	15.31	8.3%	1.80	1.0%	77%	False	False	126,138,605
60	189.02	173.71	15.31	8.3%	1.70	0.9%	77%	False	False	123,024,982
80	189.02	173.71	15.31	8.3%	1.56	0.8%	77%	False	False	118,930,536
100	189.02	173.71	15.31	8.3%	1.50	0.8%	77%	False	False	114,023,151
120	189.02	164.53	24.49	13.2%	1.49	0.8%	86%	False	False	116,106,322

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	0.40
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	192.46
2.618	190.14
1.618	188.72
1.000	187.84
0.618	187.30
HIGH	186.42
0.618	185.88
0.500	185.71
0.382	185.54
LOW	185.00
0.618	184.12
1.000	183.58
1.618	182.70
2.618	181.28
4.250	178.97

Fisher Pivots for day following 28-Mar-2014
Pivot	1 day	3 day
R1	185.71	185.62
PP	185.64	185.58
S1	185.56	185.53

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

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