SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jan-2014

Day Change Summary
	Previous	Current
	16-Jan-2014	17-Jan-2014	Change	Change %	Previous Week
Open	184.28	184.10	-0.18	-0.1%	183.71
High	184.66	184.45	-0.21	-0.1%	184.94
Low	183.83	183.32	-0.51	-0.3%	181.34
Close	184.42	183.64	-0.78	-0.4%	183.64
Range	0.83	1.13	0.30	36.1%	3.60
ATR	1.38	1.36	-0.02	-1.3%	0.00
Volume	72,290,500	107,848,602	35,558,102	49.2%	533,572,703

Daily Pivots for day following 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	187.19	186.55	184.26
R3	186.06	185.42	183.95
R2	184.93	184.93	183.85
R1	184.29	184.29	183.74	184.05
PP	183.80	183.80	183.80	183.68
S1	183.16	183.16	183.54	182.92
S2	182.67	182.67	183.43
S3	181.54	182.03	183.33
S4	180.41	180.90	183.02

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	194.11	192.47	185.62
R3	190.51	188.87	184.63
R2	186.91	186.91	184.30
R1	185.27	185.27	183.97	184.29
PP	183.31	183.31	183.31	182.82
S1	181.67	181.67	183.31	180.69
S2	179.71	179.71	182.98
S3	176.11	178.07	182.65
S4	172.51	174.47	181.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.94	181.34	3.60	2.0%	1.57	0.9%	64%	False	False	106,714,540
10	184.94	181.34	3.60	2.0%	1.37	0.7%	64%	False	False	101,703,669
20	184.94	180.57	4.37	2.4%	1.10	0.6%	70%	False	False	97,534,185
40	184.94	177.32	7.62	4.1%	1.20	0.7%	83%	False	False	100,772,826
60	184.94	173.96	10.98	6.0%	1.23	0.7%	88%	False	False	101,621,530
80	184.94	164.53	20.41	11.1%	1.30	0.7%	94%	False	False	109,011,575
100	184.94	163.05	21.89	11.9%	1.33	0.7%	94%	False	False	110,508,957
120	184.94	163.05	21.89	11.9%	1.31	0.7%	94%	False	False	108,673,969

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	189.25
2.618	187.41
1.618	186.28
1.000	185.58
0.618	185.15
HIGH	184.45
0.618	184.02
0.500	183.89
0.382	183.75
LOW	183.32
0.618	182.62
1.000	182.19
1.618	181.49
2.618	180.36
4.250	178.52

Fisher Pivots for day following 17-Jan-2014
Pivot	1 day	3 day
R1	183.89	184.13
PP	183.80	183.97
S1	183.72	183.80

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

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