SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	186.77	189.96	3.19	1.7%	193.01
High	188.76	190.11	1.35	0.7%	194.86
Low	185.52	186.20	0.68	0.4%	185.52
Close	187.81	188.06	0.25	0.1%	187.81
Range	3.24	3.91	0.67	20.7%	9.34
ATR	3.70	3.71	0.02	0.4%	0.00
Volume	324,846,016	195,243,808	-129,602,208	-39.9%	1,147,081,936

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	199.85	197.87	190.21
R3	195.94	193.96	189.14
R2	192.03	192.03	188.78
R1	190.05	190.05	188.42	189.09
PP	188.12	188.12	188.12	187.64
S1	186.14	186.14	187.70	185.18
S2	184.21	184.21	187.34
S3	180.30	182.23	186.98
S4	176.39	178.32	185.91

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	217.42	211.95	192.95
R3	208.08	202.61	190.38
R2	198.74	198.74	189.52
R1	193.27	193.27	188.67	191.34
PP	189.40	189.40	189.40	188.43
S1	183.93	183.93	186.95	182.00
S2	180.06	180.06	186.10
S3	170.72	174.59	185.24
S4	161.38	165.25	182.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	194.86	185.52	9.34	5.0%	4.53	2.4%	27%	False	False	230,876,867
10	201.90	185.52	16.38	8.7%	3.87	2.1%	16%	False	False	202,853,715
20	207.79	185.52	22.27	11.8%	2.84	1.5%	11%	False	False	160,433,493
40	211.00	185.52	25.48	13.5%	2.67	1.4%	10%	False	False	143,096,974
60	211.66	185.52	26.14	13.9%	2.46	1.3%	10%	False	False	132,067,239
80	211.66	185.52	26.14	13.9%	2.46	1.3%	10%	False	False	130,659,148
100	211.66	185.52	26.14	13.9%	2.57	1.4%	10%	False	False	138,539,100
120	211.66	182.40	29.26	15.6%	2.67	1.4%	19%	False	False	141,267,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	206.73
2.618	200.35
1.618	196.44
1.000	194.02
0.618	192.53
HIGH	190.11
0.618	188.62
0.500	188.16
0.382	187.69
LOW	186.20
0.618	183.78
1.000	182.29
1.618	179.87
2.618	175.96
4.250	169.58

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	188.16	189.39
PP	188.12	188.95
S1	188.09	188.50

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

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