SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2014

Day Change Summary
	Previous	Current
	23-Jan-2014	24-Jan-2014	Change	Change %	Previous Week
Open	183.36	181.60	-1.76	-1.0%	184.70
High	183.40	181.66	-1.74	-0.9%	184.77
Low	181.82	178.83	-2.99	-1.6%	178.83
Close	182.79	178.89	-3.90	-2.1%	178.89
Range	1.58	2.83	1.25	79.1%	5.94
ATR	1.42	1.60	0.18	12.8%	0.00
Volume	132,496,797	208,676,984	76,180,187	57.5%	491,065,691

Daily Pivots for day following 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	188.28	186.42	180.45
R3	185.45	183.59	179.67
R2	182.62	182.62	179.41
R1	180.76	180.76	179.15	180.28
PP	179.79	179.79	179.79	179.55
S1	177.93	177.93	178.63	177.45
S2	176.96	176.96	178.37
S3	174.13	175.10	178.11
S4	171.30	172.27	177.33

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	198.65	194.71	182.16
R3	192.71	188.77	180.52
R2	186.77	186.77	179.98
R1	182.83	182.83	179.43	181.83
PP	180.83	180.83	180.83	180.33
S1	176.89	176.89	178.35	175.89
S2	174.89	174.89	177.80
S3	168.95	170.95	177.26
S4	163.01	165.01	175.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	184.77	178.83	5.94	3.3%	1.58	0.9%	1%	False	True	119,782,858
10	184.94	178.83	6.11	3.4%	1.59	0.9%	1%	False	True	112,666,469
20	184.94	178.83	6.11	3.4%	1.27	0.7%	1%	False	True	98,869,869
40	184.94	177.32	7.62	4.3%	1.24	0.7%	21%	False	False	103,586,186
60	184.94	174.76	10.18	5.7%	1.28	0.7%	41%	False	False	103,898,638
80	184.94	164.53	20.41	11.4%	1.33	0.7%	70%	False	False	109,680,749
100	184.94	163.70	21.24	11.9%	1.32	0.7%	72%	False	False	110,210,975
120	184.94	163.05	21.89	12.2%	1.33	0.7%	72%	False	False	109,189,846

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	0.24
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	193.69
2.618	189.07
1.618	186.24
1.000	184.49
0.618	183.41
HIGH	181.66
0.618	180.58
0.500	180.25
0.382	179.91
LOW	178.83
0.618	177.08
1.000	176.00
1.618	174.25
2.618	171.42
4.250	166.80

Fisher Pivots for day following 24-Jan-2014
Pivot	1 day	3 day
R1	180.25	181.70
PP	179.79	180.76
S1	179.34	179.83

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

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