SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Feb-2015

Day Change Summary
	Previous	Current
	10-Feb-2015	11-Feb-2015	Change	Change %	Previous Week
Open	205.88	206.61	0.73	0.4%	200.15
High	207.12	207.45	0.33	0.2%	207.24
Low	204.68	205.83	1.15	0.6%	197.86
Close	206.81	206.93	0.12	0.1%	205.55
Range	2.44	1.62	-0.82	-33.6%	9.38
ATR	2.76	2.68	-0.08	-3.0%	0.00
Volume	96,164,094	91,087,695	-5,076,399	-5.3%	645,251,726

Daily Pivots for day following 11-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.60	210.88	207.82
R3	209.98	209.26	207.38
R2	208.36	208.36	207.23
R1	207.64	207.64	207.08	208.00
PP	206.74	206.74	206.74	206.92
S1	206.02	206.02	206.78	206.38
S2	205.12	205.12	206.63
S3	203.50	204.40	206.48
S4	201.88	202.78	206.04

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	207.45	204.14	3.31	1.6%	1.88	0.9%	84%	True	False	99,619,178
10	207.45	197.86	9.59	4.6%	2.44	1.2%	95%	True	False	129,103,721
20	207.45	197.86	9.59	4.6%	2.62	1.3%	95%	True	False	140,644,831
40	212.97	197.86	15.11	7.3%	2.68	1.3%	60%	False	False	149,076,557
60	212.97	197.86	15.11	7.3%	2.30	1.1%	60%	False	False	132,455,210
80	212.97	187.62	25.35	12.3%	2.13	1.0%	76%	False	False	127,947,251
100	212.97	181.92	31.05	15.0%	2.27	1.1%	81%	False	False	136,082,204
120	212.97	181.92	31.05	15.0%	2.10	1.0%	81%	False	False	126,631,920

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	214.34
2.618	211.69
1.618	210.07
1.000	209.07
0.618	208.45
HIGH	207.45
0.618	206.83
0.500	206.64
0.382	206.45
LOW	205.83
0.618	204.83
1.000	204.21
1.618	203.21
2.618	201.59
4.250	198.95

Fisher Pivots for day following 11-Feb-2015
Pivot	1 day	3 day
R1	206.83	206.55
PP	206.74	206.17
S1	206.64	205.80

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

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