SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Feb-2014

Day Change Summary
	Previous	Current
	04-Feb-2014	05-Feb-2014	Change	Change %	Previous Week
Open	174.95	174.79	-0.16	-0.1%	179.06
High	175.84	175.56	-0.28	-0.2%	179.81
Low	174.11	173.71	-0.40	-0.2%	176.88
Close	175.39	175.17	-0.22	-0.1%	178.18
Range	1.73	1.85	0.12	6.9%	2.93
ATR	1.95	1.95	-0.01	-0.4%	0.00
Volume	165,012,313	164,230,406	-781,907	-0.5%	821,519,118

Daily Pivots for day following 05-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	180.36	179.62	176.19
R3	178.51	177.77	175.68
R2	176.66	176.66	175.51
R1	175.92	175.92	175.34	176.29
PP	174.81	174.81	174.81	175.00
S1	174.07	174.07	175.00	174.44
S2	172.96	172.96	174.83
S3	171.11	172.22	174.66
S4	169.26	170.37	174.15

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	173.71	6.10	3.5%	2.41	1.4%	24%	False	True	179,539,084
10	183.40	173.71	9.69	5.5%	2.17	1.2%	15%	False	True	174,677,252
20	184.94	173.71	11.23	6.4%	1.77	1.0%	13%	False	True	135,976,446
40	184.94	173.71	11.23	6.4%	1.45	0.8%	13%	False	True	119,334,967
60	184.94	173.71	11.23	6.4%	1.38	0.8%	13%	False	True	111,994,648
80	184.94	168.77	16.17	9.2%	1.37	0.8%	40%	False	False	112,834,180
100	184.94	164.53	20.41	11.7%	1.39	0.8%	52%	False	False	115,929,235
120	184.94	163.05	21.89	12.5%	1.40	0.8%	55%	False	False	115,489,102

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	183.42
2.618	180.40
1.618	178.55
1.000	177.41
0.618	176.70
HIGH	175.56
0.618	174.85
0.500	174.64
0.382	174.42
LOW	173.71
0.618	172.57
1.000	171.86
1.618	170.72
2.618	168.87
4.250	165.85

Fisher Pivots for day following 05-Feb-2014
Pivot	1 day	3 day
R1	174.99	176.04
PP	174.81	175.75
S1	174.64	175.46

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

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