SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jan-2015

Day Change Summary
	Previous	Current
	14-Jan-2015	15-Jan-2015	Change	Change %	Previous Week
Open	199.65	201.63	1.98	1.0%	204.17
High	201.10	202.01	0.91	0.5%	206.42
Low	198.57	198.88	0.31	0.2%	198.86
Close	200.86	199.02	-1.84	-0.9%	204.25
Range	2.53	3.13	0.60	23.7%	7.56
ATR	2.88	2.90	0.02	0.6%	0.00
Volume	192,991,109	176,613,703	-16,377,406	-8.5%	809,915,688

Daily Pivots for day following 15-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.36	207.32	200.74
R3	206.23	204.19	199.88
R2	203.10	203.10	199.59
R1	201.06	201.06	199.31	200.52
PP	199.97	199.97	199.97	199.70
S1	197.93	197.93	198.73	197.39
S2	196.84	196.84	198.45
S3	193.71	194.80	198.16
S4	190.58	191.67	197.30

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	198.57	7.85	3.9%	3.24	1.6%	6%	False	False	177,424,224
10	206.88	198.57	8.31	4.2%	2.98	1.5%	5%	False	False	165,993,541
20	212.97	198.29	14.68	7.4%	2.61	1.3%	5%	False	False	153,542,949
40	212.97	197.86	15.11	7.6%	2.23	1.1%	8%	False	False	133,579,059
60	212.97	191.48	21.49	10.8%	1.99	1.0%	35%	False	False	124,130,878
80	212.97	181.92	31.05	15.6%	2.21	1.1%	55%	False	False	136,471,584
100	212.97	181.92	31.05	15.6%	2.03	1.0%	55%	False	False	126,086,406
120	212.97	181.92	31.05	15.6%	1.96	1.0%	55%	False	False	121,605,720

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	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	215.31
2.618	210.20
1.618	207.07
1.000	205.14
0.618	203.94
HIGH	202.01
0.618	200.81
0.500	200.45
0.382	200.08
LOW	198.88
0.618	196.95
1.000	195.75
1.618	193.82
2.618	190.69
4.250	185.58

Fisher Pivots for day following 15-Jan-2015
Pivot	1 day	3 day
R1	200.45	202.03
PP	199.97	201.02
S1	199.50	200.02

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

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