SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2014

Day Change Summary
	Previous	Current
	02-Jan-2014	03-Jan-2014	Change	Change %	Previous Week
Open	183.98	183.21	-0.77	-0.4%	183.87
High	184.07	183.60	-0.47	-0.3%	184.69
Low	182.48	182.63	0.15	0.1%	182.48
Close	182.92	182.89	-0.03	0.0%	182.89
Range	1.59	0.97	-0.62	-39.0%	2.21
ATR	1.29	1.27	-0.02	-1.8%	0.00
Volume	119,628,797	81,382,203	-38,246,594	-32.0%	344,116,000

Daily Pivots for day following 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	185.95	185.39	183.42
R3	184.98	184.42	183.16
R2	184.01	184.01	183.07
R1	183.45	183.45	182.98	183.25
PP	183.04	183.04	183.04	182.94
S1	182.48	182.48	182.80	182.28
S2	182.07	182.07	182.71
S3	181.10	181.51	182.62
S4	180.13	180.54	182.36

Weekly Pivots for week ending 03-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.98	188.65	184.11
R3	187.77	186.44	183.50
R2	185.56	185.56	183.30
R1	184.23	184.23	183.09	183.79
PP	183.35	183.35	183.35	183.14
S1	182.02	182.02	182.69	181.58
S2	181.14	181.14	182.48
S3	178.93	179.81	182.28
S4	176.72	177.60	181.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.69	182.48	2.21	1.2%	0.86	0.5%	19%	False	False	81,185,960
10	184.69	180.57	4.12	2.3%	0.84	0.5%	56%	False	False	93,364,700
20	184.69	177.32	7.37	4.0%	1.12	0.6%	76%	False	False	104,717,953
40	184.69	174.76	9.93	5.4%	1.23	0.7%	82%	False	False	101,258,145
60	184.69	164.53	20.16	11.0%	1.26	0.7%	91%	False	False	107,966,013
80	184.69	164.53	20.16	11.0%	1.29	0.7%	91%	False	False	110,712,214
100	184.69	163.05	21.64	11.8%	1.33	0.7%	92%	False	False	111,056,262
120	184.69	163.05	21.64	11.8%	1.28	0.7%	92%	False	False	108,207,126

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	187.72
2.618	186.14
1.618	185.17
1.000	184.57
0.618	184.20
HIGH	183.60
0.618	183.23
0.500	183.12
0.382	183.00
LOW	182.63
0.618	182.03
1.000	181.66
1.618	181.06
2.618	180.09
4.250	178.51

Fisher Pivots for day following 03-Jan-2014
Pivot	1 day	3 day
R1	183.12	183.59
PP	183.04	183.35
S1	182.97	183.12

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

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