Given an arbitrary closed set A of R n , we establish the relation between the eigenvalues of the approximate differential of the spherical image map of A and the principal curvatures of A introduced by Hug-Last-Weil, thus extending a well known relation for sets of positive reach by Federer and Zähle. Then we provide for every m = 1, . . . , n − 1 an integral representation for the support measure µm of A with respect to the m dimensional Hausdorff measure.Moreover a notion of second fundamental form QA for an arbitrary closed set A is introduced so that the finite principal curvatures of A correspond to the eigenvalues of QA. We prove that the approximate differential of order 2, introduced in a previous work of the author, equals in a certain sense the absolutely continuous part of QA, thus providing a natural generalization to higher order differentiability of the classical result of Calderon and Zygmund on the approximate differentiability of functions of bounded variation.MSC-classes 2010. 52A22, 53C65 (Primary); 28A75, 60D05 (Secondary).