SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-May-2014

Day Change Summary
	Previous	Current
	19-May-2014	20-May-2014	Change	Change %	Previous Week
Open	187.69	188.65	0.96	0.5%	188.76
High	188.89	188.67	-0.22	-0.1%	190.42
Low	187.52	187.07	-0.45	-0.2%	186.48
Close	188.74	187.55	-1.19	-0.6%	188.05
Range	1.37	1.60	0.23	16.8%	3.94
ATR	1.66	1.66	0.00	0.1%	0.00
Volume	63,839,402	111,644,398	47,804,996	74.9%	478,174,804

Daily Pivots for day following 20-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	192.56	191.66	188.43
R3	190.96	190.06	187.99
R2	189.36	189.36	187.84
R1	188.46	188.46	187.70	188.11
PP	187.76	187.76	187.76	187.59
S1	186.86	186.86	187.40	186.51
S2	186.16	186.16	187.26
S3	184.56	185.26	187.11
S4	182.96	183.66	186.67

Weekly Pivots for week ending 16-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	200.14	198.03	190.22
R3	196.20	194.09	189.13
R2	192.26	192.26	188.77
R1	190.15	190.15	188.41	189.24
PP	188.32	188.32	188.32	187.86
S1	186.21	186.21	187.69	185.30
S2	184.38	184.38	187.33
S3	180.44	182.27	186.97
S4	176.50	178.33	185.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	189.88	186.48	3.40	1.8%	1.54	0.8%	31%	False	False	100,052,941
10	190.42	186.01	4.41	2.4%	1.54	0.8%	35%	False	False	93,745,500
20	190.42	184.96	5.46	2.9%	1.49	0.8%	47%	False	False	93,653,909
40	190.42	181.31	9.11	4.9%	1.70	0.9%	68%	False	False	105,082,392
60	190.42	181.31	9.11	4.9%	1.70	0.9%	68%	False	False	110,879,088
80	190.42	173.71	16.71	8.9%	1.75	0.9%	83%	False	False	117,599,530
100	190.42	173.71	16.71	8.9%	1.65	0.9%	83%	False	False	113,853,598
120	190.42	173.71	16.71	8.9%	1.58	0.8%	83%	False	False	112,928,415

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	0.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	195.47
2.618	192.86
1.618	191.26
1.000	190.27
0.618	189.66
HIGH	188.67
0.618	188.06
0.500	187.87
0.382	187.68
LOW	187.07
0.618	186.08
1.000	185.47
1.618	184.48
2.618	182.88
4.250	180.27

Fisher Pivots for day following 20-May-2014
Pivot	1 day	3 day
R1	187.87	187.81
PP	187.76	187.72
S1	187.66	187.64

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

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