SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Apr-2014

Day Change Summary
	Previous	Current
	31-Mar-2014	01-Apr-2014	Change	Change %	Previous Week
Open	186.65	187.62	0.97	0.5%	186.82
High	187.30	188.36	1.06	0.6%	187.34
Low	185.52	187.00	1.48	0.8%	183.90
Close	187.01	188.25	1.24	0.7%	185.49
Range	1.78	1.36	-0.42	-23.6%	3.44
ATR	1.92	1.88	-0.04	-2.1%	0.00
Volume	99,744,891	89,193,102	-10,551,789	-10.6%	589,129,898

Daily Pivots for day following 01-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.95	191.46	189.00
R3	190.59	190.10	188.62
R2	189.23	189.23	188.50
R1	188.74	188.74	188.37	188.99
PP	187.87	187.87	187.87	187.99
S1	187.38	187.38	188.13	187.63
S2	186.51	186.51	188.00
S3	185.15	186.02	187.88
S4	183.79	184.66	187.50

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	188.36	183.90	4.46	2.4%	1.68	0.9%	98%	True	False	110,561,018
10	189.02	183.90	5.12	2.7%	2.00	1.1%	85%	False	False	123,465,078
20	189.02	183.90	5.12	2.7%	1.74	0.9%	85%	False	False	115,396,373
40	189.02	173.71	15.31	8.1%	1.71	0.9%	95%	False	False	119,624,187
60	189.02	173.71	15.31	8.1%	1.71	0.9%	95%	False	False	122,823,765
80	189.02	173.71	15.31	8.1%	1.56	0.8%	95%	False	False	118,297,312
100	189.02	173.71	15.31	8.1%	1.51	0.8%	95%	False	False	114,197,517
120	189.02	164.53	24.49	13.0%	1.48	0.8%	97%	False	False	115,394,889

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	0.50
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	194.14
2.618	191.92
1.618	190.56
1.000	189.72
0.618	189.20
HIGH	188.36
0.618	187.84
0.500	187.68
0.382	187.52
LOW	187.00
0.618	186.16
1.000	185.64
1.618	184.80
2.618	183.44
4.250	181.22

Fisher Pivots for day following 01-Apr-2014
Pivot	1 day	3 day
R1	188.06	187.73
PP	187.87	187.20
S1	187.68	186.68

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

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