SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	189.64	185.90	-3.74	-2.0%	186.65
High	189.70	186.26	-3.44	-1.8%	189.70
Low	186.10	183.96	-2.14	-1.1%	185.52
Close	186.40	184.34	-2.06	-1.1%	186.40
Range	3.60	2.30	-1.30	-36.1%	4.18
ATR	1.90	1.94	0.04	2.0%	0.00
Volume	169,380,703	140,802,703	-28,578,000	-16.9%	514,527,798

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	191.75	190.35	185.61
R3	189.45	188.05	184.97
R2	187.15	187.15	184.76
R1	185.75	185.75	184.55	185.30
PP	184.85	184.85	184.85	184.63
S1	183.45	183.45	184.13	183.00
S2	182.55	182.55	183.92
S3	180.25	181.15	183.71
S4	177.95	178.85	183.08

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.75	197.25	188.70
R3	195.57	193.07	187.55
R2	191.39	191.39	187.17
R1	188.89	188.89	186.78	188.05
PP	187.21	187.21	187.21	186.79
S1	184.71	184.71	186.02	183.87
S2	183.03	183.03	185.63
S3	178.85	180.53	185.25
S4	174.67	176.35	184.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	189.70	183.96	5.74	3.1%	1.88	1.0%	7%	False	True	111,117,122
10	189.70	183.90	5.80	3.1%	1.82	1.0%	8%	False	False	112,304,929
20	189.70	183.90	5.80	3.1%	1.94	1.1%	8%	False	False	120,698,713
40	189.70	179.21	10.49	5.7%	1.71	0.9%	49%	False	False	115,461,314
60	189.70	173.71	15.99	8.7%	1.76	1.0%	66%	False	False	124,239,679
80	189.70	173.71	15.99	8.7%	1.62	0.9%	66%	False	False	119,305,202
100	189.70	173.71	15.99	8.7%	1.53	0.8%	66%	False	False	114,424,692
120	189.70	169.47	20.23	11.0%	1.49	0.8%	74%	False	False	114,430,880

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	196.04
2.618	192.28
1.618	189.98
1.000	188.56
0.618	187.68
HIGH	186.26
0.618	185.38
0.500	185.11
0.382	184.84
LOW	183.96
0.618	182.54
1.000	181.66
1.618	180.24
2.618	177.94
4.250	174.19

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	185.11	186.83
PP	184.85	186.00
S1	184.60	185.17

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

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