SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jan-2015

Day Change Summary
	Previous	Current
	09-Jan-2015	12-Jan-2015	Change	Change %	Previous Week
Open	206.40	204.41	-1.99	-1.0%	204.17
High	206.42	204.60	-1.82	-0.9%	206.42
Low	203.51	201.92	-1.59	-0.8%	198.86
Close	204.25	202.65	-1.60	-0.8%	204.25
Range	2.91	2.68	-0.23	-7.9%	7.56
ATR	2.67	2.67	0.00	0.0%	0.00
Volume	158,567,203	144,396,000	-14,171,203	-8.9%	809,915,688

Daily Pivots for day following 12-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.10	209.55	204.12
R3	208.42	206.87	203.39
R2	205.74	205.74	203.14
R1	204.19	204.19	202.90	203.63
PP	203.06	203.06	203.06	202.77
S1	201.51	201.51	202.40	200.95
S2	200.38	200.38	202.16
S3	197.70	198.83	201.91
S4	195.02	196.15	201.18

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	225.86	222.61	208.41
R3	218.30	215.05	206.33
R2	210.74	210.74	205.64
R1	207.49	207.49	204.94	209.12
PP	203.18	203.18	203.18	203.99
S1	199.93	199.93	203.56	201.56
S2	195.62	195.62	202.86
S3	188.06	192.37	202.17
S4	180.50	184.81	200.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	206.42	198.86	7.56	3.7%	2.69	1.3%	50%	False	False	156,935,797
10	208.97	198.86	10.11	5.0%	2.37	1.2%	37%	False	False	135,929,589
20	212.97	197.86	15.11	7.5%	2.64	1.3%	32%	False	False	156,897,138
40	212.97	197.86	15.11	7.5%	2.05	1.0%	32%	False	False	125,130,519
60	212.97	182.89	30.08	14.8%	1.97	1.0%	66%	False	False	124,645,363
80	212.97	181.92	31.05	15.3%	2.13	1.0%	67%	False	False	133,447,012
100	212.97	181.92	31.05	15.3%	1.96	1.0%	67%	False	False	122,411,420
120	212.97	181.92	31.05	15.3%	1.89	0.9%	67%	False	False	118,398,879

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	215.99
2.618	211.62
1.618	208.94
1.000	207.28
0.618	206.26
HIGH	204.60
0.618	203.58
0.500	203.26
0.382	202.94
LOW	201.92
0.618	200.26
1.000	199.24
1.618	197.58
2.618	194.90
4.250	190.53

Fisher Pivots for day following 12-Jan-2015
Pivot	1 day	3 day
R1	203.26	204.17
PP	203.06	203.66
S1	202.85	203.16

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

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