SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Apr-2014

Day Change Summary
	Previous	Current
	17-Apr-2014	21-Apr-2014	Change	Change %	Previous Week
Open	185.88	186.44	0.56	0.3%	182.93
High	186.91	187.10	0.19	0.1%	186.91
Low	185.56	186.21	0.65	0.4%	181.44
Close	186.39	187.04	0.65	0.3%	186.39
Range	1.35	0.89	-0.46	-34.1%	5.47
ATR	2.08	1.99	-0.08	-4.1%	0.00
Volume	105,254,602	68,329,297	-36,925,305	-35.1%	499,925,109

Daily Pivots for day following 21-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.45	189.14	187.53
R3	188.56	188.25	187.28
R2	187.67	187.67	187.20
R1	187.36	187.36	187.12	187.52
PP	186.78	186.78	186.78	186.86
S1	186.47	186.47	186.96	186.63
S2	185.89	185.89	186.88
S3	185.00	185.58	186.80
S4	184.11	184.69	186.55

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	201.32	199.33	189.40
R3	195.85	193.86	187.89
R2	190.38	190.38	187.39
R1	188.39	188.39	186.89	189.39
PP	184.91	184.91	184.91	185.41
S1	182.92	182.92	185.89	183.92
S2	179.44	179.44	185.39
S3	173.97	177.45	184.89
S4	168.50	171.98	183.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	187.10	181.44	5.66	3.0%	1.70	0.9%	99%	True	False	113,650,881
10	187.17	181.31	5.86	3.1%	2.10	1.1%	98%	False	False	126,218,061
20	189.70	181.31	8.39	4.5%	1.97	1.1%	68%	False	False	118,291,915
40	189.70	181.31	8.39	4.5%	1.82	1.0%	68%	False	False	120,198,514
60	189.70	173.71	15.99	8.5%	1.86	1.0%	83%	False	False	127,629,515
80	189.70	173.71	15.99	8.5%	1.68	0.9%	83%	False	False	118,398,251
100	189.70	173.71	15.99	8.5%	1.59	0.9%	83%	False	False	116,720,270
120	189.70	173.71	15.99	8.5%	1.55	0.8%	83%	False	False	114,733,260

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	0.51
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	190.88
2.618	189.43
1.618	188.54
1.000	187.99
0.618	187.65
HIGH	187.10
0.618	186.76
0.500	186.66
0.382	186.55
LOW	186.21
0.618	185.66
1.000	185.32
1.618	184.77
2.618	183.88
4.250	182.43

Fisher Pivots for day following 21-Apr-2014
Pivot	1 day	3 day
R1	186.91	186.65
PP	186.78	186.26
S1	186.66	185.88

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

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