SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jan-2015

Day Change Summary
	Previous	Current
	26-Jan-2015	27-Jan-2015	Change	Change %	Previous Week
Open	204.71	202.97	-1.74	-0.8%	202.40
High	205.56	204.12	-1.44	-0.7%	206.26
Low	203.85	201.74	-2.11	-1.0%	200.17
Close	205.45	202.74	-2.71	-1.3%	204.97
Range	1.71	2.38	0.67	39.2%	6.09
ATR	2.76	2.83	0.07	2.5%	0.00
Volume	92,009,695	134,044,594	42,034,899	45.7%	545,806,321

Daily Pivots for day following 27-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.01	208.75	204.05
R3	207.63	206.37	203.39
R2	205.25	205.25	203.18
R1	203.99	203.99	202.96	203.43
PP	202.87	202.87	202.87	202.59
S1	201.61	201.61	202.52	201.05
S2	200.49	200.49	202.30
S3	198.11	199.23	202.09
S4	195.73	196.85	201.43

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	200.94	5.32	2.6%	2.41	1.2%	34%	False	False	128,173,922
10	206.26	198.55	7.71	3.8%	2.85	1.4%	54%	False	False	156,789,814
20	208.97	198.55	10.42	5.1%	2.61	1.3%	40%	False	False	146,359,701
40	212.97	197.86	15.11	7.5%	2.47	1.2%	32%	False	False	143,653,433
60	212.97	197.40	15.57	7.7%	2.05	1.0%	34%	False	False	125,328,395
80	212.97	181.92	31.05	15.3%	2.25	1.1%	67%	False	False	137,809,250
100	212.97	181.92	31.05	15.3%	2.15	1.1%	67%	False	False	131,792,297
120	212.97	181.92	31.05	15.3%	1.99	1.0%	67%	False	False	122,547,569

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	0.79
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	214.24
2.618	210.35
1.618	207.97
1.000	206.50
0.618	205.59
HIGH	204.12
0.618	203.21
0.500	202.93
0.382	202.65
LOW	201.74
0.618	200.27
1.000	199.36
1.618	197.89
2.618	195.51
4.250	191.63

Fisher Pivots for day following 27-Jan-2015
Pivot	1 day	3 day
R1	202.93	203.92
PP	202.87	203.53
S1	202.80	203.13

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

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