SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	185.03	186.21	1.18	0.6%	193.01
High	187.50	188.87	1.37	0.7%	194.86
Low	181.02	184.64	3.62	2.0%	185.52
Close	185.65	186.69	1.04	0.6%	187.81
Range	6.48	4.23	-2.25	-34.7%	9.34
ATR	3.95	3.97	0.02	0.5%	0.00
Volume	286,547,712	195,772,992	-90,774,720	-31.7%	1,147,081,936

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	199.42	197.29	189.02
R3	195.19	193.06	187.85
R2	190.96	190.96	187.47
R1	188.83	188.83	187.08	189.90
PP	186.73	186.73	186.73	187.27
S1	184.60	184.60	186.30	185.67
S2	182.50	182.50	185.91
S3	178.27	180.37	185.53
S4	174.04	176.14	184.36

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	193.26	181.02	12.24	6.6%	4.69	2.5%	46%	False	False	248,641,206
10	197.44	181.02	16.42	8.8%	4.51	2.4%	35%	False	False	224,789,945
20	207.79	181.02	26.77	14.3%	3.13	1.7%	21%	False	False	167,025,143
40	211.00	181.02	29.98	16.1%	2.88	1.5%	19%	False	False	150,599,194
60	211.66	181.02	30.64	16.4%	2.55	1.4%	19%	False	False	134,783,352
80	211.66	181.02	30.64	16.4%	2.52	1.3%	19%	False	False	132,757,738
100	211.66	181.02	30.64	16.4%	2.57	1.4%	19%	False	False	137,228,301
120	211.66	181.02	30.64	16.4%	2.73	1.5%	19%	False	False	143,644,236

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	1.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	206.85
2.618	199.94
1.618	195.71
1.000	193.10
0.618	191.48
HIGH	188.87
0.618	187.25
0.500	186.76
0.382	186.26
LOW	184.64
0.618	182.03
1.000	180.41
1.618	177.80
2.618	173.57
4.250	166.66

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	186.76	186.32
PP	186.73	185.94
S1	186.71	185.57

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

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