SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jan-2016

Day Change Summary
	Previous	Current
	12-Jan-2016	13-Jan-2016	Change	Change %	Previous Week
Open	193.82	194.45	0.63	0.3%	200.49
High	194.55	194.86	0.31	0.2%	201.90
Low	191.14	188.38	-2.76	-1.4%	191.58
Close	193.66	188.83	-4.83	-2.5%	191.92
Range	3.41	6.48	3.07	90.0%	10.32
ATR	3.08	3.33	0.24	7.9%	0.00
Volume	172,330,400	221,168,608	48,838,208	28.3%	908,564,929

Daily Pivots for day following 13-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	210.13	205.96	192.39
R3	203.65	199.48	190.61
R2	197.17	197.17	190.02
R1	193.00	193.00	189.42	191.85
PP	190.69	190.69	190.69	190.11
S1	186.52	186.52	188.24	185.37
S2	184.21	184.21	187.64
S3	177.73	180.04	187.05
S4	171.25	173.56	185.27

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	197.44	188.38	9.06	4.8%	4.32	2.3%	5%	False	True	200,938,684
10	207.21	188.38	18.83	10.0%	3.18	1.7%	2%	False	True	166,820,074
20	208.48	188.38	20.10	10.6%	2.73	1.4%	2%	False	True	148,598,162
40	211.00	188.38	22.62	12.0%	2.56	1.4%	2%	False	True	133,077,626
60	211.66	188.38	23.28	12.3%	2.33	1.2%	2%	False	True	123,669,324
80	211.66	186.93	24.73	13.1%	2.37	1.3%	8%	False	False	125,553,177
100	211.66	182.40	29.26	15.5%	2.74	1.5%	22%	False	False	143,166,895
120	211.66	182.40	29.26	15.5%	2.62	1.4%	22%	False	False	138,040,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 97 trading days

Fibonacci Retracements and Extensions
4.250	222.40
2.618	211.82
1.618	205.34
1.000	201.34
0.618	198.86
HIGH	194.86
0.618	192.38
0.500	191.62
0.382	190.86
LOW	188.38
0.618	184.38
1.000	181.90
1.618	177.90
2.618	171.42
4.250	160.84

Fisher Pivots for day following 13-Jan-2016
Pivot	1 day	3 day
R1	191.62	191.62
PP	190.69	190.69
S1	189.76	189.76

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

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