SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jan-2014

Day Change Summary
	Previous	Current
	30-Jan-2014	31-Jan-2014	Change	Change %	Previous Week
Open	178.86	177.02	-1.84	-1.0%	179.06
High	179.81	179.29	-0.52	-0.3%	179.81
Low	178.26	176.92	-1.34	-0.8%	176.88
Close	179.23	178.18	-1.05	-0.6%	178.18
Range	1.55	2.37	0.82	52.9%	2.93
ATR	1.73	1.77	0.05	2.7%	0.00
Volume	118,938,000	194,677,797	75,739,797	63.7%	821,519,118

Daily Pivots for day following 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	185.24	184.08	179.48
R3	182.87	181.71	178.83
R2	180.50	180.50	178.61
R1	179.34	179.34	178.40	179.92
PP	178.13	178.13	178.13	178.42
S1	176.97	176.97	177.96	177.55
S2	175.76	175.76	177.75
S3	173.39	174.60	177.53
S4	171.02	172.23	176.88

Weekly Pivots for week ending 31-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	187.08	185.56	179.79
R3	184.15	182.63	178.99
R2	181.22	181.22	178.72
R1	179.70	179.70	178.45	179.00
PP	178.29	178.29	178.29	177.94
S1	176.77	176.77	177.91	176.07
S2	175.36	175.36	177.64
S3	172.43	173.84	177.37
S4	169.50	170.91	176.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	179.81	176.88	2.93	1.6%	1.83	1.0%	44%	False	False	164,303,823
10	184.77	176.88	7.89	4.4%	1.71	1.0%	16%	False	False	142,043,341
20	184.94	176.88	8.06	4.5%	1.53	0.9%	16%	False	False	120,550,185
40	184.94	176.88	8.06	4.5%	1.35	0.8%	16%	False	False	113,675,329
60	184.94	174.76	10.18	5.7%	1.33	0.7%	34%	False	False	107,762,867
80	184.94	164.53	20.41	11.5%	1.34	0.8%	67%	False	False	112,319,964
100	184.94	164.53	20.41	11.5%	1.33	0.7%	67%	False	False	112,924,463
120	184.94	163.05	21.89	12.3%	1.36	0.8%	69%	False	False	112,532,007

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.25
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	189.36
2.618	185.49
1.618	183.12
1.000	181.66
0.618	180.75
HIGH	179.29
0.618	178.38
0.500	178.11
0.382	177.83
LOW	176.92
0.618	175.46
1.000	174.55
1.618	173.09
2.618	170.72
4.250	166.85

Fisher Pivots for day following 31-Jan-2014
Pivot	1 day	3 day
R1	178.16	178.35
PP	178.13	178.29
S1	178.11	178.24

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

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