SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	190.02	192.53	2.51	1.3%	189.92
High	193.88	194.58	0.70	0.4%	193.88
Low	189.88	191.84	1.96	1.0%	187.06
Close	193.72	193.65	-0.07	0.0%	193.72
Range	4.00	2.74	-1.26	-31.5%	6.82
ATR	3.90	3.81	-0.08	-2.1%	0.00
Volume	210,526,000	136,061,504	-74,464,496	-35.4%	811,414,704

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	201.58	200.35	195.16
R3	198.84	197.61	194.40
R2	196.10	196.10	194.15
R1	194.87	194.87	193.90	195.49
PP	193.36	193.36	193.36	193.66
S1	192.13	192.13	193.40	192.75
S2	190.62	190.62	193.15
S3	187.88	189.39	192.90
S4	185.14	186.65	192.14

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.01	209.69	197.47
R3	205.19	202.87	195.60
R2	198.37	198.37	194.97
R1	196.05	196.05	194.35	197.21
PP	191.55	191.55	191.55	192.14
S1	189.23	189.23	193.09	190.39
S2	184.73	184.73	192.47
S3	177.91	182.41	191.84
S4	171.09	175.59	189.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	194.58	187.06	7.52	3.9%	3.36	1.7%	88%	True	False	163,420,921
10	194.58	181.02	13.56	7.0%	3.60	1.9%	93%	True	False	179,336,032
20	201.90	181.02	20.88	10.8%	3.66	1.9%	60%	False	False	192,450,359
40	209.97	181.02	28.95	14.9%	3.13	1.6%	44%	False	False	164,189,814
60	211.50	181.02	30.48	15.7%	2.71	1.4%	41%	False	False	141,947,208
80	211.66	181.02	30.64	15.8%	2.50	1.3%	41%	False	False	133,209,053
100	211.66	181.02	30.64	15.8%	2.59	1.3%	41%	False	False	136,234,489
120	211.66	181.02	30.64	15.8%	2.81	1.5%	41%	False	False	147,117,541

Crabel Price Patterns
NR	True
NR4	True
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	0.88
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	206.23
2.618	201.75
1.618	199.01
1.000	197.32
0.618	196.27
HIGH	194.58
0.618	193.53
0.500	193.21
0.382	192.89
LOW	191.84
0.618	190.15
1.000	189.10
1.618	187.41
2.618	184.67
4.250	180.20

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	193.50	192.72
PP	193.36	191.80
S1	193.21	190.87

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

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