SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Feb-2015

Day Change Summary
	Previous	Current
	06-Feb-2015	09-Feb-2015	Change	Change %	Previous Week
Open	206.56	204.77	-1.79	-0.9%	200.15
High	207.24	205.64	-1.60	-0.8%	207.24
Low	204.92	204.14	-0.78	-0.4%	197.86
Close	205.55	204.63	-0.92	-0.4%	205.55
Range	2.32	1.50	-0.82	-35.3%	9.38
ATR	2.88	2.78	-0.10	-3.4%	0.00
Volume	125,672,000	87,218,992	-38,453,008	-30.6%	645,251,726

Daily Pivots for day following 09-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.30	208.47	205.46
R3	207.80	206.97	205.04
R2	206.30	206.30	204.91
R1	205.47	205.47	204.77	205.14
PP	204.80	204.80	204.80	204.64
S1	203.97	203.97	204.49	203.64
S2	203.30	203.30	204.36
S3	201.80	202.47	204.22
S4	200.30	200.97	203.81

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	231.69	228.00	210.71
R3	222.31	218.62	208.13
R2	212.93	212.93	207.27
R1	209.24	209.24	206.41	211.09
PP	203.55	203.55	203.55	204.47
S1	199.86	199.86	204.69	201.71
S2	194.17	194.17	203.83
S3	184.79	190.48	202.97
S4	175.41	181.10	200.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	207.24	202.55	4.69	2.3%	1.90	0.9%	44%	False	False	113,872,740
10	207.24	197.86	9.38	4.6%	2.71	1.3%	72%	False	False	140,634,440
20	207.24	197.86	9.38	4.6%	2.79	1.4%	72%	False	False	149,229,697
40	212.97	197.86	15.11	7.4%	2.71	1.3%	45%	False	False	153,428,837
60	212.97	197.86	15.11	7.4%	2.27	1.1%	45%	False	False	132,258,982
80	212.97	181.92	31.05	15.2%	2.21	1.1%	73%	False	False	133,745,428
100	212.97	181.92	31.05	15.2%	2.25	1.1%	73%	False	False	136,672,247
120	212.97	181.92	31.05	15.2%	2.08	1.0%	73%	False	False	126,170,622

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.85
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	212.02
2.618	209.57
1.618	208.07
1.000	207.14
0.618	206.57
HIGH	205.64
0.618	205.07
0.500	204.89
0.382	204.71
LOW	204.14
0.618	203.21
1.000	202.64
1.618	201.71
2.618	200.21
4.250	197.77

Fisher Pivots for day following 09-Feb-2015
Pivot	1 day	3 day
R1	204.89	205.69
PP	204.80	205.34
S1	204.72	204.98

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

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