SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	194.45	189.55	-4.90	-2.5%	200.49
High	194.86	193.26	-1.60	-0.8%	201.90
Low	188.38	187.66	-0.72	-0.4%	191.58
Close	188.83	191.93	3.10	1.6%	191.92
Range	6.48	5.60	-0.88	-13.6%	10.32
ATR	3.33	3.49	0.16	4.9%	0.00
Volume	221,168,608	240,795,504	19,626,896	8.9%	908,564,929

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	207.75	205.44	195.01
R3	202.15	199.84	193.47
R2	196.55	196.55	192.96
R1	194.24	194.24	192.44	195.40
PP	190.95	190.95	190.95	191.53
S1	188.64	188.64	191.42	189.80
S2	185.35	185.35	190.90
S3	179.75	183.04	190.39
S4	174.15	177.44	188.85

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	195.85	187.66	8.19	4.3%	4.67	2.4%	52%	False	True	206,410,604
10	205.89	187.66	18.23	9.5%	3.60	1.9%	23%	False	True	184,567,864
20	208.48	187.66	20.82	10.8%	2.84	1.5%	21%	False	True	152,934,462
40	211.00	187.66	23.34	12.2%	2.62	1.4%	18%	False	True	136,156,383
60	211.66	187.66	24.00	12.5%	2.40	1.3%	18%	False	True	126,407,184
80	211.66	186.93	24.73	12.9%	2.41	1.3%	20%	False	False	127,241,543
100	211.66	182.40	29.26	15.2%	2.73	1.4%	33%	False	False	142,108,968
120	211.66	182.40	29.26	15.2%	2.64	1.4%	33%	False	False	139,065,826

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	0.84
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	217.06
2.618	207.92
1.618	202.32
1.000	198.86
0.618	196.72
HIGH	193.26
0.618	191.12
0.500	190.46
0.382	189.80
LOW	187.66
0.618	184.20
1.000	182.06
1.618	178.60
2.618	173.00
4.250	163.86

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	191.44	191.71
PP	190.95	191.48
S1	190.46	191.26

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

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