SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jan-2014

Day Change Summary
	Previous	Current
	07-Jan-2014	08-Jan-2014	Change	Change %	Previous Week
Open	183.09	183.45	0.36	0.2%	183.87
High	183.79	183.83	0.04	0.0%	184.69
Low	182.95	182.89	-0.06	0.0%	182.48
Close	183.48	183.52	0.04	0.0%	182.89
Range	0.84	0.94	0.10	11.9%	2.21
ATR	1.30	1.27	-0.03	-2.0%	0.00
Volume	86,144,094	96,582,195	10,438,101	12.1%	344,116,000

Daily Pivots for day following 08-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	186.23	185.82	184.04
R3	185.29	184.88	183.78
R2	184.35	184.35	183.69
R1	183.94	183.94	183.61	184.15
PP	183.41	183.41	183.41	183.52
S1	183.00	183.00	183.43	183.21
S2	182.47	182.47	183.35
S3	181.53	182.06	183.26
S4	180.59	181.12	183.00

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	184.07	182.08	1.99	1.1%	1.16	0.6%	72%	False	False	98,353,078
10	184.69	182.08	2.61	1.4%	0.87	0.5%	55%	False	False	80,541,819
20	184.69	177.32	7.37	4.0%	1.16	0.6%	84%	False	False	104,016,418
40	184.69	176.09	8.60	4.7%	1.15	0.6%	86%	False	False	99,000,488
60	184.69	169.08	15.61	8.5%	1.23	0.7%	93%	False	False	104,979,133
80	184.69	164.53	20.16	11.0%	1.29	0.7%	94%	False	False	111,215,614
100	184.69	163.05	21.64	11.8%	1.32	0.7%	95%	False	False	110,828,138
120	184.69	163.05	21.64	11.8%	1.29	0.7%	95%	False	False	108,253,445

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	187.83
2.618	186.29
1.618	185.35
1.000	184.77
0.618	184.41
HIGH	183.83
0.618	183.47
0.500	183.36
0.382	183.25
LOW	182.89
0.618	182.31
1.000	181.95
1.618	181.37
2.618	180.43
4.250	178.90

Fisher Pivots for day following 08-Jan-2014
Pivot	1 day	3 day
R1	183.47	183.33
PP	183.41	183.14
S1	183.36	182.96

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

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