SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Feb-2015

Day Change Summary
	Previous	Current
	11-Feb-2015	12-Feb-2015	Change	Change %	Previous Week
Open	206.61	207.89	1.28	0.6%	200.15
High	207.45	208.99	1.54	0.7%	207.24
Low	205.83	206.97	1.14	0.6%	197.86
Close	206.93	208.92	1.99	1.0%	205.55
Range	1.62	2.02	0.40	24.7%	9.38
ATR	2.68	2.64	-0.04	-1.7%	0.00
Volume	91,087,695	97,545,898	6,458,203	7.1%	645,251,726

Daily Pivots for day following 12-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.35	213.66	210.03
R3	212.33	211.64	209.48
R2	210.31	210.31	209.29
R1	209.62	209.62	209.11	209.97
PP	208.29	208.29	208.29	208.47
S1	207.60	207.60	208.73	207.95
S2	206.27	206.27	208.55
S3	204.25	205.58	208.36
S4	202.23	203.56	207.81

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	208.99	204.14	4.85	2.3%	1.98	0.9%	99%	True	False	99,537,735
10	208.99	197.86	11.13	5.3%	2.28	1.1%	99%	True	False	121,499,770
20	208.99	197.86	11.13	5.3%	2.59	1.2%	99%	True	False	135,872,571
40	212.97	197.86	15.11	7.2%	2.63	1.3%	73%	False	False	146,766,060
60	212.97	197.86	15.11	7.2%	2.32	1.1%	73%	False	False	132,740,683
80	212.97	188.07	24.90	11.9%	2.13	1.0%	84%	False	False	126,483,763
100	212.97	181.92	31.05	14.9%	2.27	1.1%	87%	False	False	135,841,172
120	212.97	181.92	31.05	14.9%	2.11	1.0%	87%	False	False	126,879,880

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	0.84
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.58
2.618	214.28
1.618	212.26
1.000	211.01
0.618	210.24
HIGH	208.99
0.618	208.22
0.500	207.98
0.382	207.74
LOW	206.97
0.618	205.72
1.000	204.95
1.618	203.70
2.618	201.68
4.250	198.39

Fisher Pivots for day following 12-Feb-2015
Pivot	1 day	3 day
R1	208.61	208.23
PP	208.29	207.53
S1	207.98	206.84

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

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