SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	186.21	189.78	3.57	1.9%	189.96
High	188.87	190.76	1.89	1.0%	190.76
Low	184.64	188.88	4.24	2.3%	181.02
Close	186.69	190.52	3.83	2.1%	190.52
Range	4.23	1.88	-2.35	-55.6%	9.74
ATR	3.97	3.98	0.01	0.2%	0.00
Volume	195,772,992	168,319,600	-27,453,392	-14.0%	845,884,112

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	195.69	194.99	191.55
R3	193.81	193.11	191.04
R2	191.93	191.93	190.86
R1	191.23	191.23	190.69	191.58
PP	190.05	190.05	190.05	190.23
S1	189.35	189.35	190.35	189.70
S2	188.17	188.17	190.18
S3	186.29	187.47	190.00
S4	184.41	185.59	189.49

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	216.65	213.33	195.88
R3	206.91	203.59	193.20
R2	197.17	197.17	192.31
R1	193.85	193.85	191.41	195.51
PP	187.43	187.43	187.43	188.27
S1	184.11	184.11	189.63	185.77
S2	177.69	177.69	188.73
S3	167.95	174.37	187.84
S4	158.21	164.63	185.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	190.76	181.02	9.74	5.1%	3.95	2.1%	98%	True	False	234,146,025
10	195.85	181.02	14.83	7.8%	4.31	2.3%	64%	False	False	220,278,315
20	207.79	181.02	26.77	14.1%	3.11	1.6%	35%	False	False	169,889,813
40	211.00	181.02	29.98	15.7%	2.89	1.5%	32%	False	False	153,183,907
60	211.66	181.02	30.64	16.1%	2.57	1.3%	31%	False	False	136,438,131
80	211.66	181.02	30.64	16.1%	2.49	1.3%	31%	False	False	132,630,286
100	211.66	181.02	30.64	16.1%	2.57	1.3%	31%	False	False	137,307,354
120	211.66	181.02	30.64	16.1%	2.74	1.4%	31%	False	False	144,186,343

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.04
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	198.75
2.618	195.68
1.618	193.80
1.000	192.64
0.618	191.92
HIGH	190.76
0.618	190.04
0.500	189.82
0.382	189.60
LOW	188.88
0.618	187.72
1.000	187.00
1.618	185.84
2.618	183.96
4.250	180.89

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	190.29	188.98
PP	190.05	187.43
S1	189.82	185.89

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

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