SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	198.77	202.40	3.63	1.8%	204.41
High	201.82	202.72	0.90	0.4%	205.48
Low	198.55	200.17	1.62	0.8%	198.55
Close	201.63	202.06	0.43	0.2%	201.63
Range	3.27	2.55	-0.72	-22.0%	6.93
ATR	2.92	2.90	-0.03	-0.9%	0.00
Volume	211,879,609	130,991,000	-80,888,609	-38.2%	940,433,530

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.30	208.23	203.46
R3	206.75	205.68	202.76
R2	204.20	204.20	202.53
R1	203.13	203.13	202.29	202.39
PP	201.65	201.65	201.65	201.28
S1	200.58	200.58	201.83	199.84
S2	199.10	199.10	201.59
S3	196.55	198.03	201.36
S4	194.00	195.48	200.66

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%	3.29	1.6%	51%	False	False	185,405,706
10	206.42	198.55	7.87	3.9%	2.99	1.5%	45%	False	False	171,170,751
20	208.97	198.55	10.42	5.2%	2.25	1.1%	34%	False	False	145,109,289
40	212.97	197.86	15.11	7.5%	2.31	1.1%	28%	False	False	138,189,797
60	212.97	194.26	18.71	9.3%	2.01	1.0%	42%	False	False	124,732,538
80	212.97	181.92	31.05	15.4%	2.24	1.1%	65%	False	False	138,024,106
100	212.97	181.92	31.05	15.4%	2.07	1.0%	65%	False	False	128,403,579
120	212.97	181.92	31.05	15.4%	1.99	1.0%	65%	False	False	123,215,267

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	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	213.56
2.618	209.40
1.618	206.85
1.000	205.27
0.618	204.30
HIGH	202.72
0.618	201.75
0.500	201.45
0.382	201.14
LOW	200.17
0.618	198.59
1.000	197.62
1.618	196.04
2.618	193.49
4.250	189.33

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	201.86	201.59
PP	201.65	201.11
S1	201.45	200.64

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

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