SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Feb-2014

Day Change Summary
	Previous	Current
	31-Jan-2014	03-Feb-2014	Change	Change %	Previous Week
Open	177.02	177.95	0.93	0.5%	179.06
High	179.29	178.37	-0.92	-0.5%	179.81
Low	176.92	173.83	-3.09	-1.7%	176.88
Close	178.18	174.17	-4.01	-2.3%	178.18
Range	2.37	4.54	2.17	91.6%	2.93
ATR	1.77	1.97	0.20	11.2%	0.00
Volume	194,677,797	254,836,906	60,159,109	30.9%	821,519,118

Daily Pivots for day following 03-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	189.08	186.16	176.67
R3	184.54	181.62	175.42
R2	180.00	180.00	175.00
R1	177.08	177.08	174.59	176.27
PP	175.46	175.46	175.46	175.05
S1	172.54	172.54	173.75	171.73
S2	170.92	170.92	173.34
S3	166.38	168.00	172.92
S4	161.84	163.46	171.67

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	173.83	5.98	3.4%	2.26	1.3%	6%	False	True	179,102,601
10	184.77	173.83	10.94	6.3%	2.05	1.2%	3%	False	True	156,742,171
20	184.94	173.83	11.11	6.4%	1.71	1.0%	3%	False	True	129,222,920
40	184.94	173.83	11.11	6.4%	1.41	0.8%	3%	False	True	116,970,437
60	184.94	173.83	11.11	6.4%	1.39	0.8%	3%	False	True	110,579,737
80	184.94	164.53	20.41	11.7%	1.37	0.8%	47%	False	False	113,280,240
100	184.94	164.53	20.41	11.7%	1.37	0.8%	47%	False	False	114,414,355
120	184.94	163.05	21.89	12.6%	1.39	0.8%	51%	False	False	114,084,038

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	0.25
Widest range in 545 trading days

Fibonacci Retracements and Extensions
4.250	197.67
2.618	190.26
1.618	185.72
1.000	182.91
0.618	181.18
HIGH	178.37
0.618	176.64
0.500	176.10
0.382	175.56
LOW	173.83
0.618	171.02
1.000	169.29
1.618	166.48
2.618	161.94
4.250	154.54

Fisher Pivots for day following 03-Feb-2014
Pivot	1 day	3 day
R1	176.10	176.82
PP	175.46	175.94
S1	174.81	175.05

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

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