SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jan-2014

Day Change Summary
	Previous	Current
	03-Jan-2014	06-Jan-2014	Change	Change %	Previous Week
Open	183.21	183.47	0.26	0.1%	183.87
High	183.60	183.56	-0.04	0.0%	184.69
Low	182.63	182.08	-0.55	-0.3%	182.48
Close	182.89	182.36	-0.53	-0.3%	182.89
Range	0.97	1.48	0.51	52.6%	2.21
ATR	1.27	1.29	0.01	1.2%	0.00
Volume	81,382,203	108,028,102	26,645,899	32.7%	344,116,000

Daily Pivots for day following 06-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	187.11	186.21	183.17
R3	185.63	184.73	182.77
R2	184.15	184.15	182.63
R1	183.25	183.25	182.50	182.96
PP	182.67	182.67	182.67	182.52
S1	181.77	181.77	182.22	181.48
S2	181.19	181.19	182.09
S3	179.71	180.29	181.95
S4	178.23	178.81	181.55

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	182.08	2.61	1.4%	1.05	0.6%	11%	False	True	90,428,820
10	184.69	180.57	4.12	2.3%	0.89	0.5%	43%	False	False	90,537,631
20	184.69	177.32	7.37	4.0%	1.14	0.6%	68%	False	False	104,772,659
40	184.69	174.76	9.93	5.4%	1.24	0.7%	77%	False	False	101,775,156
60	184.69	167.23	17.46	9.6%	1.26	0.7%	87%	False	False	106,950,268
80	184.69	164.53	20.16	11.1%	1.29	0.7%	88%	False	False	110,880,743
100	184.69	163.05	21.64	11.9%	1.33	0.7%	89%	False	False	111,328,483
120	184.69	163.05	21.64	11.9%	1.29	0.7%	89%	False	False	108,368,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	189.85
2.618	187.43
1.618	185.95
1.000	185.04
0.618	184.47
HIGH	183.56
0.618	182.99
0.500	182.82
0.382	182.65
LOW	182.08
0.618	181.17
1.000	180.60
1.618	179.69
2.618	178.21
4.250	175.79

Fisher Pivots for day following 06-Jan-2014
Pivot	1 day	3 day
R1	182.82	183.08
PP	182.67	182.84
S1	182.51	182.60

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

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