SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	195.19	193.01	-2.18	-1.1%	200.49
High	195.85	193.41	-2.44	-1.2%	201.90
Low	191.58	189.82	-1.76	-0.9%	191.58
Close	191.92	192.11	0.19	0.1%	191.92
Range	4.27	3.59	-0.68	-15.9%	10.32
ATR	3.02	3.06	0.04	1.4%	0.00
Volume	209,817,104	187,941,408	-21,875,696	-10.4%	908,564,929

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	202.55	200.92	194.08
R3	198.96	197.33	193.10
R2	195.37	195.37	192.77
R1	193.74	193.74	192.44	192.76
PP	191.78	191.78	191.78	191.29
S1	190.15	190.15	191.78	189.17
S2	188.19	188.19	191.45
S3	184.60	186.56	191.12
S4	181.01	182.97	190.14

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	189.82	12.08	6.3%	3.20	1.7%	19%	False	True	174,830,564
10	207.79	189.82	17.97	9.4%	2.46	1.3%	13%	False	True	143,324,223
20	208.48	189.82	18.66	9.7%	2.52	1.3%	12%	False	True	148,601,132
40	211.00	189.82	21.18	11.0%	2.43	1.3%	11%	False	True	130,112,448
60	211.66	189.82	21.84	11.4%	2.23	1.2%	10%	False	True	121,256,377
80	211.66	186.93	24.73	12.9%	2.34	1.2%	21%	False	False	126,880,738
100	211.66	182.40	29.26	15.2%	2.71	1.4%	33%	False	False	142,904,643
120	211.77	182.40	29.37	15.3%	2.56	1.3%	33%	False	False	136,254,471

Crabel Price Patterns
NR	True
NR4	False
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	0.59
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	208.67
2.618	202.81
1.618	199.22
1.000	197.00
0.618	195.63
HIGH	193.41
0.618	192.04
0.500	191.62
0.382	191.19
LOW	189.82
0.618	187.60
1.000	186.23
1.618	184.01
2.618	180.42
4.250	174.56

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	191.95	193.63
PP	191.78	193.12
S1	191.62	192.62

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

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