SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	183.71	182.28	-1.43	-0.8%	183.47
High	184.18	183.77	-0.41	-0.2%	184.22
Low	181.34	181.95	0.61	0.3%	182.08
Close	181.69	183.67	1.98	1.1%	184.14
Range	2.84	1.82	-1.02	-35.9%	2.14
ATR	1.38	1.43	0.05	3.6%	0.00
Volume	149,891,906	105,016,000	-44,875,906	-29.9%	483,463,993

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	188.59	187.95	184.67
R3	186.77	186.13	184.17
R2	184.95	184.95	184.00
R1	184.31	184.31	183.84	184.63
PP	183.13	183.13	183.13	183.29
S1	182.49	182.49	183.50	182.81
S2	181.31	181.31	183.34
S3	179.49	180.67	183.17
S4	177.67	178.85	182.67

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%	1.63	0.9%	81%	False	False	108,839,940
10	184.69	181.34	3.35	1.8%	1.38	0.8%	70%	False	False	102,563,050
20	184.69	177.32	7.37	4.0%	1.27	0.7%	86%	False	False	104,650,323
40	184.69	177.32	7.37	4.0%	1.20	0.7%	86%	False	False	101,343,843
60	184.69	173.51	11.18	6.1%	1.23	0.7%	91%	False	False	103,128,488
80	184.69	164.53	20.16	11.0%	1.31	0.7%	95%	False	False	109,825,981
100	184.69	163.05	21.64	11.8%	1.33	0.7%	95%	False	False	110,543,007
120	184.69	163.05	21.64	11.8%	1.31	0.7%	95%	False	False	108,841,896

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	191.51
2.618	188.53
1.618	186.71
1.000	185.59
0.618	184.89
HIGH	183.77
0.618	183.07
0.500	182.86
0.382	182.65
LOW	181.95
0.618	180.83
1.000	180.13
1.618	179.01
2.618	177.19
4.250	174.22

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	183.40	183.37
PP	183.13	183.08
S1	182.86	182.78

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

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