SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jan-2015

Day Change Summary
	Previous	Current
	21-Jan-2015	22-Jan-2015	Change	Change %	Previous Week
Open	201.50	203.99	2.49	1.2%	204.41
High	203.66	206.26	2.60	1.3%	205.48
Low	200.94	202.33	1.39	0.7%	198.55
Close	203.08	206.10	3.02	1.5%	201.63
Range	2.72	3.93	1.21	44.5%	6.93
ATR	2.88	2.96	0.07	2.6%	0.00
Volume	122,942,594	174,356,016	51,413,422	41.8%	940,433,530

Daily Pivots for day following 22-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.69	215.32	208.26
R3	212.76	211.39	207.18
R2	208.83	208.83	206.82
R1	207.46	207.46	206.46	208.15
PP	204.90	204.90	204.90	205.24
S1	203.53	203.53	205.74	204.22
S2	200.97	200.97	205.38
S3	197.04	199.60	205.02
S4	193.11	195.67	203.94

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	206.26	198.55	7.71	3.7%	3.12	1.5%	98%	True	False	163,356,584
10	206.42	198.55	7.87	3.8%	3.09	1.5%	96%	False	False	167,450,803
20	208.97	198.55	10.42	5.1%	2.44	1.2%	72%	False	False	140,304,051
40	212.97	197.86	15.11	7.3%	2.39	1.2%	55%	False	False	140,243,075
60	212.97	195.03	17.94	8.7%	2.05	1.0%	62%	False	False	125,139,660
80	212.97	181.92	31.05	15.1%	2.26	1.1%	78%	False	False	138,567,255
100	212.97	181.92	31.05	15.1%	2.12	1.0%	78%	False	False	130,314,526
120	212.97	181.92	31.05	15.1%	2.00	1.0%	78%	False	False	123,295,240

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	222.96
2.618	216.55
1.618	212.62
1.000	210.19
0.618	208.69
HIGH	206.26
0.618	204.76
0.500	204.30
0.382	203.83
LOW	202.33
0.618	199.90
1.000	198.40
1.618	195.97
2.618	192.04
4.250	185.63

Fisher Pivots for day following 22-Jan-2015
Pivot	1 day	3 day
R1	205.50	205.14
PP	204.90	204.18
S1	204.30	203.22

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

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