SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	189.96	185.03	-4.93	-2.6%	193.01
High	190.11	187.50	-2.61	-1.4%	194.86
Low	186.20	181.02	-5.18	-2.8%	185.52
Close	188.06	185.65	-2.41	-1.3%	187.81
Range	3.91	6.48	2.57	65.7%	9.34
ATR	3.71	3.95	0.24	6.4%	0.00
Volume	195,243,808	286,547,712	91,303,904	46.8%	1,147,081,936

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	204.16	201.39	189.21
R3	197.68	194.91	187.43
R2	191.20	191.20	186.84
R1	188.43	188.43	186.24	189.82
PP	184.72	184.72	184.72	185.42
S1	181.95	181.95	185.06	183.34
S2	178.24	178.24	184.46
S3	171.76	175.47	183.87
S4	165.28	168.99	182.09

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	181.02	13.84	7.5%	5.14	2.8%	33%	False	True	253,720,329
10	200.06	181.02	19.04	10.3%	4.33	2.3%	24%	False	True	220,423,907
20	207.79	181.02	26.77	14.4%	3.01	1.6%	17%	False	True	162,191,209
40	211.00	181.02	29.98	16.1%	2.81	1.5%	15%	False	True	148,055,157
60	211.66	181.02	30.64	16.5%	2.51	1.4%	15%	False	True	133,927,841
80	211.66	181.02	30.64	16.5%	2.50	1.3%	15%	False	True	132,248,760
100	211.66	181.02	30.64	16.5%	2.57	1.4%	15%	False	True	138,012,009
120	211.66	181.02	30.64	16.5%	2.71	1.5%	15%	False	True	142,773,664

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.04
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	215.04
2.618	204.46
1.618	197.98
1.000	193.98
0.618	191.50
HIGH	187.50
0.618	185.02
0.500	184.26
0.382	183.50
LOW	181.02
0.618	177.02
1.000	174.54
1.618	170.54
2.618	164.06
4.250	153.48

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	185.19	185.62
PP	184.72	185.59
S1	184.26	185.57

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

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