SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2015

Day Change Summary
	Previous	Current
	22-Jan-2015	23-Jan-2015	Change	Change %	Previous Week
Open	203.99	205.79	1.80	0.9%	202.40
High	206.26	206.10	-0.16	-0.1%	206.26
Low	202.33	204.81	2.48	1.2%	200.17
Close	206.10	204.97	-1.13	-0.5%	204.97
Range	3.93	1.29	-2.64	-67.2%	6.09
ATR	2.96	2.84	-0.12	-4.0%	0.00
Volume	174,356,016	117,516,711	-56,839,305	-32.6%	545,806,321

Daily Pivots for day following 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.16	208.36	205.68
R3	207.87	207.07	205.32
R2	206.58	206.58	205.21
R1	205.78	205.78	205.09	205.54
PP	205.29	205.29	205.29	205.17
S1	204.49	204.49	204.85	204.25
S2	204.00	204.00	204.73
S3	202.71	203.20	204.62
S4	201.42	201.91	204.26

Weekly Pivots for week ending 23-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	222.07	219.61	208.32
R3	215.98	213.52	206.64
R2	209.89	209.89	206.09
R1	207.43	207.43	205.53	208.66
PP	203.80	203.80	203.80	204.42
S1	201.34	201.34	204.41	202.57
S2	197.71	197.71	203.85
S3	191.62	195.25	203.30
S4	185.53	189.16	201.62

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	3.8%	2.75	1.3%	83%	False	False	151,537,186
10	206.42	198.55	7.87	3.8%	3.00	1.5%	82%	False	False	164,480,705
20	208.97	198.55	10.42	5.1%	2.46	1.2%	62%	False	False	140,071,492
40	212.97	197.86	15.11	7.4%	2.41	1.2%	47%	False	False	141,533,975
60	212.97	196.73	16.24	7.9%	2.05	1.0%	51%	False	False	125,715,712
80	212.97	181.92	31.05	15.1%	2.25	1.1%	74%	False	False	138,847,319
100	212.97	181.92	31.05	15.1%	2.13	1.0%	74%	False	False	130,830,628
120	212.97	181.92	31.05	15.1%	2.00	1.0%	74%	False	False	122,697,373

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	211.58
2.618	209.48
1.618	208.19
1.000	207.39
0.618	206.90
HIGH	206.10
0.618	205.61
0.500	205.46
0.382	205.30
LOW	204.81
0.618	204.01
1.000	203.52
1.618	202.72
2.618	201.43
4.250	199.33

Fisher Pivots for day following 23-Jan-2015
Pivot	1 day	3 day
R1	205.46	204.51
PP	205.29	204.06
S1	205.13	203.60

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

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