SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Apr-2014

Day Change Summary
	Previous	Current
	23-Apr-2014	24-Apr-2014	Change	Change %	Previous Week
Open	187.81	188.37	0.56	0.3%	182.93
High	187.92	188.39	0.47	0.3%	186.91
Low	187.30	186.93	-0.37	-0.2%	181.44
Close	187.45	187.83	0.38	0.2%	186.39
Range	0.62	1.46	0.84	135.5%	5.47
ATR	1.85	1.82	-0.03	-1.5%	0.00
Volume	73,869,297	88,169,898	14,300,601	19.4%	499,925,109

Daily Pivots for day following 24-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	192.10	191.42	188.63
R3	190.64	189.96	188.23
R2	189.18	189.18	188.10
R1	188.50	188.50	187.96	188.11
PP	187.72	187.72	187.72	187.52
S1	187.04	187.04	187.70	186.65
S2	186.26	186.26	187.56
S3	184.80	185.58	187.43
S4	183.34	184.12	187.03

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	188.40	185.56	2.84	1.5%	1.12	0.6%	80%	False	False	84,282,679
10	188.40	181.31	7.09	3.8%	1.82	1.0%	92%	False	False	115,629,400
20	189.70	181.31	8.39	4.5%	1.81	1.0%	78%	False	False	113,428,105
40	189.70	181.31	8.39	4.5%	1.79	1.0%	78%	False	False	118,148,607
60	189.70	173.71	15.99	8.5%	1.81	1.0%	88%	False	False	123,426,955
80	189.70	173.71	15.99	8.5%	1.70	0.9%	88%	False	False	119,364,272
100	189.70	173.71	15.99	8.5%	1.60	0.9%	88%	False	False	116,945,773
120	189.70	173.71	15.99	8.5%	1.55	0.8%	88%	False	False	114,195,322

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	194.60
2.618	192.21
1.618	190.75
1.000	189.85
0.618	189.29
HIGH	188.39
0.618	187.83
0.500	187.66
0.382	187.49
LOW	186.93
0.618	186.03
1.000	185.47
1.618	184.57
2.618	183.11
4.250	180.73

Fisher Pivots for day following 24-Apr-2014
Pivot	1 day	3 day
R1	187.77	187.78
PP	187.72	187.72
S1	187.66	187.67

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

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