SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	198.34	195.33	-3.01	-1.5%	204.86
High	200.06	197.44	-2.62	-1.3%	207.79
Low	197.60	193.59	-4.01	-2.0%	203.87
Close	198.82	194.05	-4.77	-2.4%	203.87
Range	2.46	3.85	1.39	56.5%	3.92
ATR	2.74	2.92	0.18	6.5%	0.00
Volume	152,112,608	213,435,904	61,323,296	40.3%	336,735,899

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	206.58	204.16	196.17
R3	202.73	200.31	195.11
R2	198.88	198.88	194.76
R1	196.46	196.46	194.40	195.75
PP	195.03	195.03	195.03	194.67
S1	192.61	192.61	193.70	191.90
S2	191.18	191.18	193.34
S3	187.33	188.76	192.99
S4	183.48	184.91	191.93

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.94	214.32	206.03
R3	213.02	210.40	204.95
R2	209.10	209.10	204.59
R1	206.48	206.48	204.23	205.83
PP	205.18	205.18	205.18	204.85
S1	202.56	202.56	203.51	201.91
S2	201.26	201.26	203.15
S3	197.34	198.64	202.79
S4	193.42	194.72	201.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	205.89	193.59	12.30	6.3%	2.52	1.3%	4%	False	True	162,725,124
10	207.79	193.59	14.20	7.3%	1.91	1.0%	3%	False	True	119,501,312
20	208.68	193.59	15.09	7.8%	2.46	1.3%	3%	False	True	142,639,721
40	211.00	193.59	17.41	9.0%	2.30	1.2%	3%	False	True	123,761,495
60	211.66	193.59	18.07	9.3%	2.17	1.1%	3%	False	True	117,746,149
80	211.66	186.93	24.73	12.7%	2.31	1.2%	29%	False	False	124,576,103
100	211.66	182.40	29.26	15.1%	2.67	1.4%	40%	False	False	140,434,710
120	213.18	182.40	30.78	15.9%	2.52	1.3%	38%	False	False	134,176,582

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	213.80
2.618	207.52
1.618	203.67
1.000	201.29
0.618	199.82
HIGH	197.44
0.618	195.97
0.500	195.52
0.382	195.06
LOW	193.59
0.618	191.21
1.000	189.74
1.618	187.36
2.618	183.51
4.250	177.23

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	195.52	197.75
PP	195.03	196.51
S1	194.54	195.28

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

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