SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	183.95	183.71	-0.24	-0.1%	183.47
High	184.22	184.18	-0.04	0.0%	184.22
Low	183.01	181.34	-1.67	-0.9%	182.08
Close	184.14	181.69	-2.45	-1.3%	184.14
Range	1.21	2.84	1.63	134.7%	2.14
ATR	1.27	1.38	0.11	8.8%	0.00
Volume	102,026,305	149,891,906	47,865,601	46.9%	483,463,993

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	190.92	189.15	183.25
R3	188.08	186.31	182.47
R2	185.24	185.24	182.21
R1	183.47	183.47	181.95	182.94
PP	182.40	182.40	182.40	182.14
S1	180.63	180.63	181.43	180.10
S2	179.56	179.56	181.17
S3	176.72	177.79	180.91
S4	173.88	174.95	180.13

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.90	189.16	185.32
R3	187.76	187.02	184.73
R2	185.62	185.62	184.53
R1	184.88	184.88	184.34	185.25
PP	183.48	183.48	183.48	183.67
S1	182.74	182.74	183.94	183.11
S2	181.34	181.34	183.75
S3	179.20	180.60	183.55
S4	177.06	178.46	182.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.22	181.34	2.88	1.6%	1.43	0.8%	12%	False	True	105,065,559
10	184.69	181.34	3.35	1.8%	1.24	0.7%	10%	False	True	97,747,189
20	184.69	177.32	7.37	4.1%	1.22	0.7%	59%	False	False	104,789,903
40	184.69	177.32	7.37	4.1%	1.19	0.7%	59%	False	False	101,304,323
60	184.69	171.34	13.35	7.3%	1.23	0.7%	78%	False	False	103,534,708
80	184.69	164.53	20.16	11.1%	1.30	0.7%	85%	False	False	110,345,991
100	184.69	163.05	21.64	11.9%	1.33	0.7%	86%	False	False	111,088,151
120	184.69	163.05	21.64	11.9%	1.31	0.7%	86%	False	False	108,907,712

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	0.22
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	196.25
2.618	191.62
1.618	188.78
1.000	187.02
0.618	185.94
HIGH	184.18
0.618	183.10
0.500	182.76
0.382	182.42
LOW	181.34
0.618	179.58
1.000	178.50
1.618	176.74
2.618	173.90
4.250	169.27

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	182.76	182.78
PP	182.40	182.42
S1	182.05	182.05

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

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