SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-May-2014

Day Change Summary
	Previous	Current
	09-May-2014	12-May-2014	Change	Change %	Previous Week
Open	187.69	188.76	1.07	0.6%	187.14
High	188.04	189.88	1.84	1.0%	189.05
Low	186.83	188.00	1.17	0.6%	186.01
Close	187.96	189.79	1.83	1.0%	187.96
Range	1.21	1.88	0.67	55.4%	3.04
ATR	1.73	1.74	0.01	0.8%	0.00
Volume	83,678,492	86,940,000	3,261,508	3.9%	445,133,296

Daily Pivots for day following 12-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	194.86	194.21	190.82
R3	192.98	192.33	190.31
R2	191.10	191.10	190.13
R1	190.45	190.45	189.96	190.78
PP	189.22	189.22	189.22	189.39
S1	188.57	188.57	189.62	188.90
S2	187.34	187.34	189.45
S3	185.46	186.69	189.27
S4	183.58	184.81	188.76

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	196.79	195.42	189.63
R3	193.75	192.38	188.80
R2	190.71	190.71	188.52
R1	189.34	189.34	188.24	190.03
PP	187.67	187.67	187.67	188.02
S1	186.30	186.30	187.68	186.99
S2	184.63	184.63	187.40
S3	181.59	183.26	187.12
S4	178.55	180.22	186.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	189.88	186.01	3.87	2.0%	1.68	0.9%	98%	True	False	91,238,118
10	189.88	186.01	3.87	2.0%	1.51	0.8%	98%	True	False	90,881,920
20	189.88	181.44	8.44	4.4%	1.56	0.8%	99%	True	False	98,020,215
40	189.88	181.31	8.57	4.5%	1.80	0.9%	99%	True	False	110,368,374
60	189.88	181.31	8.57	4.5%	1.72	0.9%	99%	True	False	112,111,468
80	189.88	173.71	16.17	8.5%	1.75	0.9%	99%	True	False	118,905,608
100	189.88	173.71	16.17	8.5%	1.66	0.9%	99%	True	False	116,077,860
120	189.88	173.71	16.17	8.5%	1.57	0.8%	99%	True	False	113,015,916

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	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	197.87
2.618	194.80
1.618	192.92
1.000	191.76
0.618	191.04
HIGH	189.88
0.618	189.16
0.500	188.94
0.382	188.72
LOW	188.00
0.618	186.84
1.000	186.12
1.618	184.96
2.618	183.08
4.250	180.01

Fisher Pivots for day following 12-May-2014
Pivot	1 day	3 day
R1	189.51	189.31
PP	189.22	188.83
S1	188.94	188.36

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

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