SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jan-2013

Day Change Summary
	Previous	Current
	30-Jan-2013	31-Jan-2013	Change	Change %	Previous Week
Open	150.64	149.89	-0.75	-0.5%	148.33
High	150.94	150.38	-0.56	-0.4%	150.25
Low	149.93	149.60	-0.33	-0.2%	147.98
Close	150.07	149.70	-0.37	-0.2%	150.25
Range	1.01	0.78	-0.23	-22.8%	2.27
ATR	1.16	1.13	-0.03	-2.3%	0.00
Volume	137,447,594	108,975,797	-28,471,797	-20.7%	510,035,508

Daily Pivots for day following 31-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	152.23	151.75	150.13
R3	151.45	150.97	149.91
R2	150.67	150.67	149.84
R1	150.19	150.19	149.77	150.04
PP	149.89	149.89	149.89	149.82
S1	149.41	149.41	149.63	149.26
S2	149.11	149.11	149.56
S3	148.33	148.63	149.49
S4	147.55	147.85	149.27

Weekly Pivots for week ending 25-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	156.30	155.55	151.50
R3	154.03	153.28	150.87
R2	151.76	151.76	150.67
R1	151.01	151.01	150.46	151.39
PP	149.49	149.49	149.49	149.68
S1	148.74	148.74	150.04	149.12
S2	147.22	147.22	149.83
S3	144.95	146.47	149.63
S4	142.68	144.20	149.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150.94	149.37	1.57	1.0%	0.93	0.6%	21%	False	False	122,538,258
10	150.94	147.14	3.80	2.5%	0.99	0.7%	67%	False	False	127,925,011
20	150.94	144.98	5.96	4.0%	0.93	0.6%	79%	False	False	119,754,195
40	150.94	139.54	11.40	7.6%	1.15	0.8%	89%	False	False	133,824,642
60	150.94	134.70	16.24	10.8%	1.31	0.9%	92%	False	False	137,861,856
80	150.94	134.70	16.24	10.8%	1.33	0.9%	92%	False	False	135,746,333
100	150.94	134.70	16.24	10.8%	1.31	0.9%	92%	False	False	134,006,683
120	150.94	134.70	16.24	10.8%	1.26	0.8%	92%	False	False	127,854,584

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.29
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	153.70
2.618	152.42
1.618	151.64
1.000	151.16
0.618	150.86
HIGH	150.38
0.618	150.08
0.500	149.99
0.382	149.90
LOW	149.60
0.618	149.12
1.000	148.82
1.618	148.34
2.618	147.56
4.250	146.29

Fisher Pivots for day following 31-Jan-2013
Pivot	1 day	3 day
R1	149.99	150.27
PP	149.89	150.08
S1	149.80	149.89

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

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