SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jan-2014

Day Change Summary
	Previous	Current
	31-Dec-2013	02-Jan-2014	Change	Change %	Previous Week
Open	184.07	183.98	-0.09	0.0%	182.41
High	184.69	184.07	-0.62	-0.3%	184.18
Low	183.93	182.48	-1.45	-0.8%	182.07
Close	184.69	182.92	-1.77	-1.0%	183.85
Range	0.76	1.59	0.83	109.2%	2.11
ATR	1.22	1.29	0.07	5.7%	0.00
Volume	86,247,602	119,628,797	33,381,195	38.7%	256,145,305

Daily Pivots for day following 02-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	187.93	187.01	183.79
R3	186.34	185.42	183.36
R2	184.75	184.75	183.21
R1	183.83	183.83	183.07	183.50
PP	183.16	183.16	183.16	182.99
S1	182.24	182.24	182.77	181.91
S2	181.57	181.57	182.63
S3	179.98	180.65	182.48
S4	178.39	179.06	182.05

Weekly Pivots for week ending 27-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	189.70	188.88	185.01
R3	187.59	186.77	184.43
R2	185.48	185.48	184.24
R1	184.66	184.66	184.04	185.07
PP	183.37	183.37	183.37	183.57
S1	182.55	182.55	183.66	182.96
S2	181.26	181.26	183.46
S3	179.15	180.44	183.27
S4	177.04	178.33	182.69

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%	0.79	0.4%	20%	False	True	77,582,560
10	184.69	177.32	7.37	4.0%	1.18	0.6%	76%	False	False	108,717,138
20	184.69	177.32	7.37	4.0%	1.18	0.6%	76%	False	False	106,800,473
40	184.69	174.76	9.93	5.4%	1.23	0.7%	82%	False	False	101,369,208
60	184.69	164.53	20.16	11.0%	1.28	0.7%	91%	False	False	109,576,557
80	184.69	164.53	20.16	11.0%	1.28	0.7%	91%	False	False	111,018,032
100	184.69	163.05	21.64	11.8%	1.32	0.7%	92%	False	False	110,928,372
120	184.69	163.05	21.64	11.8%	1.28	0.7%	92%	False	False	108,107,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	190.83
2.618	188.23
1.618	186.64
1.000	185.66
0.618	185.05
HIGH	184.07
0.618	183.46
0.500	183.28
0.382	183.09
LOW	182.48
0.618	181.50
1.000	180.89
1.618	179.91
2.618	178.32
4.250	175.72

Fisher Pivots for day following 02-Jan-2014
Pivot	1 day	3 day
R1	183.28	183.59
PP	183.16	183.36
S1	183.04	183.14

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

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