SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Feb-2015

Day Change Summary
	Previous	Current
	02-Feb-2015	03-Feb-2015	Change	Change %	Previous Week
Open	200.15	203.00	2.85	1.4%	204.71
High	202.03	204.85	2.82	1.4%	205.56
Low	197.86	202.55	4.69	2.4%	198.68
Close	201.92	204.84	2.92	1.4%	199.45
Range	4.17	2.30	-1.87	-44.8%	6.88
ATR	3.07	3.06	-0.01	-0.3%	0.00
Volume	163,107,016	124,212,898	-38,894,118	-23.8%	765,883,383

Daily Pivots for day following 03-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.98	210.21	206.11
R3	208.68	207.91	205.47
R2	206.38	206.38	205.26
R1	205.61	205.61	205.05	206.00
PP	204.08	204.08	204.08	204.27
S1	203.31	203.31	204.63	203.70
S2	201.78	201.78	204.42
S3	199.48	201.01	204.21
S4	197.18	198.71	203.58

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	221.87	217.54	203.23
R3	214.99	210.66	201.34
R2	208.11	208.11	200.71
R1	203.78	203.78	200.08	202.51
PP	201.23	201.23	201.23	200.59
S1	196.90	196.90	198.82	195.63
S2	194.35	194.35	198.19
S3	187.47	190.02	197.56
S4	180.59	183.14	195.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	204.85	197.86	6.99	3.4%	3.50	1.7%	100%	True	False	165,429,801
10	206.26	197.86	8.40	4.1%	2.95	1.4%	83%	False	False	146,801,861
20	206.42	197.86	8.56	4.2%	2.97	1.5%	82%	False	False	158,986,306
40	212.97	197.86	15.11	7.4%	2.75	1.3%	46%	False	False	154,416,312
60	212.97	197.86	15.11	7.4%	2.22	1.1%	46%	False	False	130,130,583
80	212.97	181.92	31.05	15.2%	2.30	1.1%	74%	False	False	139,173,526
100	212.97	181.92	31.05	15.2%	2.24	1.1%	74%	False	False	135,989,779
120	212.97	181.92	31.05	15.2%	2.06	1.0%	74%	False	False	125,309,300

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.01
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	214.63
2.618	210.87
1.618	208.57
1.000	207.15
0.618	206.27
HIGH	204.85
0.618	203.97
0.500	203.70
0.382	203.43
LOW	202.55
0.618	201.13
1.000	200.25
1.618	198.83
2.618	196.53
4.250	192.78

Fisher Pivots for day following 03-Feb-2015
Pivot	1 day	3 day
R1	204.46	203.68
PP	204.08	202.52
S1	203.70	201.36

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

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