SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jan-2015

Day Change Summary
	Previous	Current
	06-Jan-2015	07-Jan-2015	Change	Change %	Previous Week
Open	202.09	201.42	-0.67	-0.3%	208.22
High	202.72	202.72	0.00	0.0%	208.97
Low	198.86	200.88	2.02	1.0%	204.18
Close	199.82	202.31	2.49	1.2%	205.43
Range	3.86	1.84	-2.02	-52.3%	4.79
ATR	2.53	2.55	0.03	1.1%	0.00
Volume	209,151,391	125,346,703	-83,804,688	-40.1%	404,984,211

Daily Pivots for day following 07-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	207.49	206.74	203.32
R3	205.65	204.90	202.82
R2	203.81	203.81	202.65
R1	203.06	203.06	202.48	203.44
PP	201.97	201.97	201.97	202.16
S1	201.22	201.22	202.14	201.60
S2	200.13	200.13	201.97
S3	198.29	199.38	201.80
S4	196.45	197.54	201.30

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	220.56	217.79	208.06
R3	215.77	213.00	206.75
R2	210.98	210.98	206.31
R1	208.21	208.21	205.87	207.20
PP	206.19	206.19	206.19	205.69
S1	203.42	203.42	204.99	202.41
S2	201.40	201.40	204.55
S3	196.61	198.63	204.11
S4	191.82	193.84	202.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.19	198.86	9.33	4.6%	2.84	1.4%	37%	False	False	151,186,079
10	208.97	198.86	10.11	5.0%	1.80	0.9%	34%	False	False	113,157,300
20	212.97	197.86	15.11	7.5%	2.66	1.3%	29%	False	False	156,590,549
40	212.97	197.86	15.11	7.5%	1.92	0.9%	29%	False	False	119,149,457
60	212.97	181.92	31.05	15.3%	2.05	1.0%	66%	False	False	130,934,011
80	212.97	181.92	31.05	15.3%	2.09	1.0%	66%	False	False	132,118,099
100	212.97	181.92	31.05	15.3%	1.92	0.9%	66%	False	False	120,654,707
120	212.97	181.92	31.05	15.3%	1.86	0.9%	66%	False	False	116,810,702

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.28
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	210.54
2.618	207.54
1.618	205.70
1.000	204.56
0.618	203.86
HIGH	202.72
0.618	202.02
0.500	201.80
0.382	201.58
LOW	200.88
0.618	199.74
1.000	199.04
1.618	197.90
2.618	196.06
4.250	193.06

Fisher Pivots for day following 07-Jan-2015
Pivot	1 day	3 day
R1	202.14	202.08
PP	201.97	201.85
S1	201.80	201.62

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

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