SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	190.71	190.99	0.28	0.1%	192.53
High	192.75	191.67	-1.08	-0.6%	194.58
Low	189.96	187.20	-2.76	-1.5%	187.10
Close	191.60	187.95	-3.65	-1.9%	187.95
Range	2.79	4.47	1.68	60.2%	7.48
ATR	3.82	3.86	0.05	1.2%	0.00
Volume	139,531,696	180,788,304	41,256,608	29.6%	844,001,296

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	202.35	199.62	190.41
R3	197.88	195.15	189.18
R2	193.41	193.41	188.77
R1	190.68	190.68	188.36	189.81
PP	188.94	188.94	188.94	188.51
S1	186.21	186.21	187.54	185.34
S2	184.47	184.47	187.13
S3	180.00	181.74	186.72
S4	175.53	177.27	185.49

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.32	207.61	192.06
R3	204.84	200.13	190.01
R2	197.36	197.36	189.32
R1	192.65	192.65	188.64	191.27
PP	189.88	189.88	189.88	189.18
S1	185.17	185.17	187.26	183.79
S2	182.40	182.40	186.58
S3	174.92	177.69	185.89
S4	167.44	170.21	183.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	194.58	187.10	7.48	4.0%	3.42	1.8%	11%	False	False	168,800,259
10	194.58	187.06	7.52	4.0%	3.39	1.8%	12%	False	False	165,541,600
20	195.85	181.02	14.83	7.9%	3.85	2.0%	47%	False	False	192,909,957
40	208.68	181.02	27.66	14.7%	3.16	1.7%	25%	False	False	167,774,839
60	211.00	181.02	29.98	16.0%	2.82	1.5%	23%	False	False	146,810,982
80	211.66	181.02	30.64	16.3%	2.59	1.4%	23%	False	False	136,537,101
100	211.66	181.02	30.64	16.3%	2.62	1.4%	23%	False	False	138,242,874
120	211.66	181.02	30.64	16.3%	2.86	1.5%	23%	False	False	149,180,585

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	0.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	210.67
2.618	203.37
1.618	198.90
1.000	196.14
0.618	194.43
HIGH	191.67
0.618	189.96
0.500	189.44
0.382	188.91
LOW	187.20
0.618	184.44
1.000	182.73
1.618	179.97
2.618	175.50
4.250	168.20

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	189.44	189.93
PP	188.94	189.27
S1	188.45	188.61

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

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