SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	208.22	208.14	-0.08	0.0%	206.75
High	208.97	208.37	-0.60	-0.3%	208.85
Low	208.14	207.51	-0.63	-0.3%	206.46
Close	208.72	207.60	-1.12	-0.5%	208.44
Range	0.83	0.86	0.03	3.6%	2.39
ATR	2.30	2.22	-0.08	-3.4%	0.00
Volume	79,643,906	73,540,703	-6,103,203	-7.7%	370,776,886

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	210.41	209.86	208.07
R3	209.55	209.00	207.84
R2	208.69	208.69	207.76
R1	208.14	208.14	207.68	207.99
PP	207.83	207.83	207.83	207.75
S1	207.28	207.28	207.52	207.13
S2	206.97	206.97	207.44
S3	206.11	206.42	207.36
S4	205.25	205.56	207.13

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	215.09	214.15	209.75
R3	212.70	211.76	209.10
R2	210.31	210.31	208.88
R1	209.37	209.37	208.66	209.84
PP	207.92	207.92	207.92	208.15
S1	206.98	206.98	208.22	207.45
S2	205.53	205.53	208.00
S3	203.14	204.59	207.78
S4	200.75	202.20	207.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.97	207.40	1.57	0.8%	0.75	0.4%	13%	False	False	75,128,520
10	212.97	197.86	15.11	7.3%	2.41	1.2%	64%	False	False	153,953,547
20	212.97	197.86	15.11	7.3%	2.32	1.1%	64%	False	False	140,513,479
40	212.97	197.86	15.11	7.3%	1.73	0.8%	64%	False	False	112,136,547
60	212.97	181.92	31.05	15.0%	2.08	1.0%	83%	False	False	132,864,613
80	212.97	181.92	31.05	15.0%	2.00	1.0%	83%	False	False	127,722,588
100	212.97	181.92	31.05	15.0%	1.84	0.9%	83%	False	False	117,011,471
120	212.97	181.92	31.05	15.0%	1.79	0.9%	83%	False	False	114,342,524

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	212.03
2.618	210.62
1.618	209.76
1.000	209.23
0.618	208.90
HIGH	208.37
0.618	208.04
0.500	207.94
0.382	207.84
LOW	207.51
0.618	206.98
1.000	206.65
1.618	206.12
2.618	205.26
4.250	203.86

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	207.94	208.24
PP	207.83	208.03
S1	207.71	207.81

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

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