SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Feb-2015

Day Change Summary
	Previous	Current
	23-Feb-2015	24-Feb-2015	Change	Change %	Previous Week
Open	210.94	211.12	0.18	0.1%	209.40
High	211.21	212.05	0.84	0.4%	211.33
Low	210.48	210.76	0.28	0.1%	208.73
Close	211.21	211.81	0.60	0.3%	211.24
Range	0.73	1.29	0.56	76.7%	2.60
ATR	2.16	2.10	-0.06	-2.9%	0.00
Volume	74,411,000	72,472,203	-1,938,797	-2.6%	389,979,906

Daily Pivots for day following 24-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.41	214.90	212.52
R3	214.12	213.61	212.16
R2	212.83	212.83	212.05
R1	212.32	212.32	211.93	212.58
PP	211.54	211.54	211.54	211.67
S1	211.03	211.03	211.69	211.29
S2	210.25	210.25	211.57
S3	208.96	209.74	211.46
S4	207.67	208.45	211.10

Weekly Pivots for week ending 20-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	218.23	217.34	212.67
R3	215.63	214.74	211.96
R2	213.03	213.03	211.72
R1	212.14	212.14	211.48	212.59
PP	210.43	210.43	210.43	210.66
S1	209.54	209.54	211.00	209.99
S2	207.83	207.83	210.76
S3	205.23	206.94	210.53
S4	202.63	204.34	209.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	212.05	208.73	3.32	1.6%	1.34	0.6%	93%	True	False	91,978,981
10	212.05	204.68	7.37	3.5%	1.51	0.7%	97%	True	False	91,533,119
20	212.05	197.86	14.19	6.7%	2.11	1.0%	98%	True	False	116,083,780
40	212.05	197.86	14.19	6.7%	2.31	1.1%	98%	True	False	129,303,793
60	212.97	197.86	15.11	7.1%	2.32	1.1%	92%	False	False	133,265,602
80	212.97	196.80	16.17	7.6%	2.07	1.0%	93%	False	False	123,123,651
100	212.97	181.92	31.05	14.7%	2.23	1.1%	96%	False	False	133,901,688
120	212.97	181.92	31.05	14.7%	2.13	1.0%	96%	False	False	128,536,020

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	0.54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.53
2.618	215.43
1.618	214.14
1.000	213.34
0.618	212.85
HIGH	212.05
0.618	211.56
0.500	211.41
0.382	211.25
LOW	210.76
0.618	209.96
1.000	209.47
1.618	208.67
2.618	207.38
4.250	205.28

Fisher Pivots for day following 24-Feb-2015
Pivot	1 day	3 day
R1	211.68	211.34
PP	211.54	210.86
S1	211.41	210.39

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

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