SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jan-2016

Day Change Summary
	Previous	Current
	07-Jan-2016	08-Jan-2016	Change	Change %	Previous Week
Open	195.33	195.19	-0.14	-0.1%	200.49
High	197.44	195.85	-1.59	-0.8%	201.90
Low	193.59	191.58	-2.01	-1.0%	191.58
Close	194.05	191.92	-2.13	-1.1%	191.92
Range	3.85	4.27	0.42	10.9%	10.32
ATR	2.92	3.02	0.10	3.3%	0.00
Volume	213,435,904	209,817,104	-3,618,800	-1.7%	908,564,929

Daily Pivots for day following 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	205.93	203.19	194.27
R3	201.66	198.92	193.09
R2	197.39	197.39	192.70
R1	194.65	194.65	192.31	193.89
PP	193.12	193.12	193.12	192.73
S1	190.38	190.38	191.53	189.62
S2	188.85	188.85	191.14
S3	184.58	186.11	190.75
S4	180.31	181.84	189.57

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	226.09	219.33	197.60
R3	215.77	209.01	194.76
R2	205.45	205.45	193.81
R1	198.69	198.69	192.87	196.91
PP	195.13	195.13	195.13	194.25
S1	188.37	188.37	190.97	186.59
S2	184.81	184.81	190.03
S3	174.49	178.05	189.08
S4	164.17	167.73	186.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	201.90	191.58	10.32	5.4%	2.97	1.5%	3%	False	True	181,712,985
10	207.79	191.58	16.21	8.4%	2.19	1.1%	2%	False	True	129,384,293
20	208.48	191.58	16.90	8.8%	2.45	1.3%	2%	False	True	145,010,501
40	211.00	191.58	19.42	10.1%	2.37	1.2%	2%	False	True	127,110,060
60	211.66	191.58	20.08	10.5%	2.20	1.1%	2%	False	True	119,775,788
80	211.66	186.93	24.73	12.9%	2.32	1.2%	20%	False	False	125,776,239
100	211.66	182.40	29.26	15.2%	2.68	1.4%	33%	False	False	141,742,155
120	212.74	182.40	30.34	15.8%	2.54	1.3%	31%	False	False	135,338,001

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	0.58
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	214.00
2.618	207.03
1.618	202.76
1.000	200.12
0.618	198.49
HIGH	195.85
0.618	194.22
0.500	193.72
0.382	193.21
LOW	191.58
0.618	188.94
1.000	187.31
1.618	184.67
2.618	180.40
4.250	173.43

Fisher Pivots for day following 08-Jan-2016
Pivot	1 day	3 day
R1	193.72	195.82
PP	193.12	194.52
S1	192.52	193.22

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

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