SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Feb-2017

Day Change Summary
	Previous	Current
	10-Feb-2017	13-Feb-2017	Change	Change %	Previous Week
Open	231.00	232.08	1.08	0.5%	228.87
High	231.77	233.07	1.30	0.6%	231.77
Low	230.62	232.05	1.43	0.6%	228.31
Close	231.51	232.77	1.26	0.5%	231.51
Range	1.15	1.02	-0.13	-11.3%	3.46
ATR	1.40	1.41	0.01	0.8%	0.00
Volume	66,015,800	55,182,000	-10,833,800	-16.4%	299,258,400

Daily Pivots for day following 13-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	235.69	235.25	233.33
R3	234.67	234.23	233.05
R2	233.65	233.65	232.96
R1	233.21	233.21	232.86	233.43
PP	232.63	232.63	232.63	232.74
S1	232.19	232.19	232.68	232.41
S2	231.61	231.61	232.58
S3	230.59	231.17	232.49
S4	229.57	230.15	232.21

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	240.91	239.67	233.41
R3	237.45	236.21	232.46
R2	233.99	233.99	232.14
R1	232.75	232.75	231.83	233.37
PP	230.53	230.53	230.53	230.84
S1	229.29	229.29	231.19	229.91
S2	227.07	227.07	230.88
S3	223.61	225.83	230.56
S4	220.15	222.37	229.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	233.07	228.31	4.76	2.0%	1.12	0.5%	94%	True	False	59,330,060
10	233.07	226.32	6.75	2.9%	1.17	0.5%	96%	True	False	65,965,940
20	233.07	225.27	7.80	3.4%	1.21	0.5%	96%	True	False	71,297,215
40	233.07	222.73	10.34	4.4%	1.24	0.5%	97%	True	False	73,826,162
60	233.07	217.42	15.65	6.7%	1.27	0.5%	98%	True	False	76,730,846
80	233.07	208.38	24.69	10.6%	1.41	0.6%	99%	True	False	83,408,461
100	233.07	208.38	24.69	10.6%	1.46	0.6%	99%	True	False	84,488,939
120	233.07	208.38	24.69	10.6%	1.52	0.7%	99%	True	False	87,679,045

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	0.31
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	237.41
2.618	235.74
1.618	234.72
1.000	234.09
0.618	233.70
HIGH	233.07
0.618	232.68
0.500	232.56
0.382	232.44
LOW	232.05
0.618	231.42
1.000	231.03
1.618	230.40
2.618	229.38
4.250	227.72

Fisher Pivots for day following 13-Feb-2017
Pivot	1 day	3 day
R1	232.70	232.28
PP	232.63	231.79
S1	232.56	231.30

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

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