SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-May-2014

Day Change Summary
	Previous	Current
	23-May-2014	27-May-2014	Change	Change %	Previous Week
Open	189.75	191.05	1.30	0.7%	187.69
High	190.48	191.58	1.10	0.6%	190.48
Low	189.59	190.95	1.36	0.7%	187.07
Close	190.35	191.52	1.17	0.6%	190.35
Range	0.89	0.63	-0.26	-29.2%	3.41
ATR	1.57	1.54	-0.02	-1.5%	0.00
Volume	60,156,000	72,010,305	11,854,305	19.7%	386,282,304

Daily Pivots for day following 27-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	193.24	193.01	191.87
R3	192.61	192.38	191.69
R2	191.98	191.98	191.64
R1	191.75	191.75	191.58	191.87
PP	191.35	191.35	191.35	191.41
S1	191.12	191.12	191.46	191.24
S2	190.72	190.72	191.40
S3	190.09	190.49	191.35
S4	189.46	189.86	191.17

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	199.53	198.35	192.23
R3	196.12	194.94	191.29
R2	192.71	192.71	190.98
R1	191.53	191.53	190.66	192.12
PP	189.30	189.30	189.30	189.60
S1	188.12	188.12	190.04	188.71
S2	185.89	185.89	189.72
S3	182.48	184.71	189.41
S4	179.07	181.30	188.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	191.58	187.07	4.51	2.4%	1.08	0.6%	99%	True	False	78,890,641
10	191.58	186.48	5.10	2.7%	1.22	0.6%	99%	True	False	84,952,741
20	191.58	186.01	5.57	2.9%	1.36	0.7%	99%	True	False	87,917,330
40	191.58	181.31	10.27	5.4%	1.62	0.8%	99%	True	False	100,459,643
60	191.58	181.31	10.27	5.4%	1.66	0.9%	99%	True	False	107,917,823
80	191.58	173.71	17.87	9.3%	1.71	0.9%	100%	True	False	113,299,124
100	191.58	173.71	17.87	9.3%	1.67	0.9%	100%	True	False	113,998,846
120	191.58	173.71	17.87	9.3%	1.58	0.8%	100%	True	False	112,773,571

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	0.18
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	194.26
2.618	193.23
1.618	192.60
1.000	192.21
0.618	191.97
HIGH	191.58
0.618	191.34
0.500	191.27
0.382	191.19
LOW	190.95
0.618	190.56
1.000	190.32
1.618	189.93
2.618	189.30
4.250	188.27

Fisher Pivots for day following 27-May-2014
Pivot	1 day	3 day
R1	191.44	191.09
PP	191.35	190.65
S1	191.27	190.22

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

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