SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	201.63	198.77	-2.86	-1.4%	204.41
High	202.01	201.82	-0.19	-0.1%	205.48
Low	198.88	198.55	-0.33	-0.2%	198.55
Close	199.02	201.63	2.61	1.3%	201.63
Range	3.13	3.27	0.14	4.5%	6.93
ATR	2.90	2.92	0.03	0.9%	0.00
Volume	176,613,703	211,879,609	35,265,906	20.0%	940,433,530

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.48	209.32	203.43
R3	207.21	206.05	202.53
R2	203.94	203.94	202.23
R1	202.78	202.78	201.93	203.36
PP	200.67	200.67	200.67	200.96
S1	199.51	199.51	201.33	200.09
S2	197.40	197.40	201.03
S3	194.13	196.24	200.73
S4	190.86	192.97	199.83

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	222.68	219.08	205.44
R3	215.75	212.15	203.54
R2	208.82	208.82	202.90
R1	205.22	205.22	202.27	203.56
PP	201.89	201.89	201.89	201.05
S1	198.29	198.29	200.99	196.63
S2	194.96	194.96	200.36
S3	188.03	191.36	199.72
S4	181.10	184.43	197.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	205.48	198.55	6.93	3.4%	3.32	1.6%	44%	False	True	188,086,706
10	206.42	198.55	7.87	3.9%	3.04	1.5%	39%	False	True	175,034,921
20	212.97	198.55	14.42	7.2%	2.57	1.3%	21%	False	True	151,441,429
40	212.97	197.86	15.11	7.5%	2.28	1.1%	25%	False	False	136,974,347
60	212.97	192.61	20.36	10.1%	2.00	1.0%	44%	False	False	125,079,730
80	212.97	181.92	31.05	15.4%	2.23	1.1%	63%	False	False	137,727,663
100	212.97	181.92	31.05	15.4%	2.05	1.0%	63%	False	False	127,566,652
120	212.97	181.92	31.05	15.4%	1.98	1.0%	63%	False	False	122,794,228

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	0.46
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	215.72
2.618	210.38
1.618	207.11
1.000	205.09
0.618	203.84
HIGH	201.82
0.618	200.57
0.500	200.19
0.382	199.80
LOW	198.55
0.618	196.53
1.000	195.28
1.618	193.26
2.618	189.99
4.250	184.65

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	201.15	201.18
PP	200.67	200.73
S1	200.19	200.28

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

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