SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	185.11	186.65	1.54	0.8%	186.82
High	186.42	187.30	0.88	0.5%	187.34
Low	185.00	185.52	0.52	0.3%	183.90
Close	185.49	187.01	1.52	0.8%	185.49
Range	1.42	1.78	0.36	25.4%	3.44
ATR	1.93	1.92	-0.01	-0.4%	0.00
Volume	101,641,500	99,744,891	-1,896,609	-1.9%	589,129,898

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.95	191.26	187.99
R3	190.17	189.48	187.50
R2	188.39	188.39	187.34
R1	187.70	187.70	187.17	188.05
PP	186.61	186.61	186.61	186.78
S1	185.92	185.92	186.85	186.27
S2	184.83	184.83	186.68
S3	183.05	184.14	186.52
S4	181.27	182.36	186.03

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	1.8%	1.75	0.9%	90%	False	False	113,492,737
10	189.02	183.90	5.12	2.7%	2.00	1.1%	61%	False	False	124,726,217
20	189.02	183.90	5.12	2.7%	1.73	0.9%	61%	False	False	119,434,008
40	189.02	173.71	15.31	8.2%	1.78	1.0%	87%	False	False	123,765,282
60	189.02	173.71	15.31	8.2%	1.70	0.9%	87%	False	False	122,693,583
80	189.02	173.71	15.31	8.2%	1.57	0.8%	87%	False	False	118,720,306
100	189.02	173.71	15.31	8.2%	1.51	0.8%	87%	False	False	114,163,833
120	189.02	164.53	24.49	13.1%	1.49	0.8%	92%	False	False	116,135,070

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	194.87
2.618	191.96
1.618	190.18
1.000	189.08
0.618	188.40
HIGH	187.30
0.618	186.62
0.500	186.41
0.382	186.20
LOW	185.52
0.618	184.42
1.000	183.74
1.618	182.64
2.618	180.86
4.250	177.96

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	186.81	186.54
PP	186.61	186.07
S1	186.41	185.60

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

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