SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jan-2015

Day Change Summary
	Previous	Current
	27-Jan-2015	28-Jan-2015	Change	Change %	Previous Week
Open	202.97	204.17	1.20	0.6%	202.40
High	204.12	204.29	0.17	0.1%	206.26
Low	201.74	199.91	-1.83	-0.9%	200.17
Close	202.74	200.14	-2.60	-1.3%	204.97
Range	2.38	4.38	2.00	84.0%	6.09
ATR	2.83	2.94	0.11	3.9%	0.00
Volume	134,044,594	168,514,391	34,469,797	25.7%	545,806,321

Daily Pivots for day following 28-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.59	211.74	202.55
R3	210.21	207.36	201.34
R2	205.83	205.83	200.94
R1	202.98	202.98	200.54	202.22
PP	201.45	201.45	201.45	201.06
S1	198.60	198.60	199.74	197.84
S2	197.07	197.07	199.34
S3	192.69	194.22	198.94
S4	188.31	189.84	197.73

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	199.91	6.35	3.2%	2.74	1.4%	4%	False	True	137,288,281
10	206.26	198.55	7.71	3.9%	2.79	1.4%	21%	False	False	152,185,942
20	208.37	198.55	9.82	4.9%	2.79	1.4%	16%	False	False	150,803,226
40	212.97	197.86	15.11	7.5%	2.56	1.3%	15%	False	False	146,419,042
60	212.97	197.86	15.11	7.5%	2.08	1.0%	15%	False	False	126,248,136
80	212.97	181.92	31.05	15.5%	2.27	1.1%	59%	False	False	137,949,616
100	212.97	181.92	31.05	15.5%	2.17	1.1%	59%	False	False	132,625,077
120	212.97	181.92	31.05	15.5%	2.01	1.0%	59%	False	False	123,161,703

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	222.91
2.618	215.76
1.618	211.38
1.000	208.67
0.618	207.00
HIGH	204.29
0.618	202.62
0.500	202.10
0.382	201.58
LOW	199.91
0.618	197.20
1.000	195.53
1.618	192.82
2.618	188.44
4.250	181.30

Fisher Pivots for day following 28-Jan-2015
Pivot	1 day	3 day
R1	202.10	202.74
PP	201.45	201.87
S1	200.79	201.01

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

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