SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2014

Day Change Summary
	Previous	Current
	22-Jan-2014	23-Jan-2014	Change	Change %	Previous Week
Open	184.49	183.36	-1.13	-0.6%	183.71
High	184.57	183.40	-1.17	-0.6%	184.94
Low	183.91	181.82	-2.09	-1.1%	181.34
Close	184.30	182.79	-1.51	-0.8%	183.64
Range	0.66	1.58	0.92	139.4%	3.60
ATR	1.34	1.42	0.08	6.1%	0.00
Volume	61,270,801	132,496,797	71,225,996	116.2%	533,572,703

Daily Pivots for day following 23-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	187.41	186.68	183.66
R3	185.83	185.10	183.22
R2	184.25	184.25	183.08
R1	183.52	183.52	182.93	183.10
PP	182.67	182.67	182.67	182.46
S1	181.94	181.94	182.65	181.52
S2	181.09	181.09	182.50
S3	179.51	180.36	182.36
S4	177.93	178.78	181.92

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	184.77	181.82	2.95	1.6%	1.18	0.6%	33%	False	True	92,505,561
10	184.94	181.34	3.60	2.0%	1.44	0.8%	40%	False	False	100,867,101
20	184.94	181.34	3.60	2.0%	1.15	0.6%	40%	False	False	90,704,460
40	184.94	177.32	7.62	4.2%	1.19	0.7%	72%	False	False	100,356,404
60	184.94	174.76	10.18	5.6%	1.25	0.7%	79%	False	False	101,837,005
80	184.94	164.53	20.41	11.2%	1.31	0.7%	89%	False	False	108,871,504
100	184.94	163.17	21.77	11.9%	1.31	0.7%	90%	False	False	109,473,494
120	184.94	163.05	21.89	12.0%	1.31	0.7%	90%	False	False	108,210,176

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	190.12
2.618	187.54
1.618	185.96
1.000	184.98
0.618	184.38
HIGH	183.40
0.618	182.80
0.500	182.61
0.382	182.42
LOW	181.82
0.618	180.84
1.000	180.24
1.618	179.26
2.618	177.68
4.250	175.11

Fisher Pivots for day following 23-Jan-2014
Pivot	1 day	3 day
R1	182.73	183.30
PP	182.67	183.13
S1	182.61	182.96

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

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