SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	189.78	189.92	0.14	0.1%	189.96
High	190.76	190.15	-0.61	-0.3%	190.76
Low	188.88	187.41	-1.47	-0.8%	181.02
Close	190.52	187.64	-2.88	-1.5%	190.52
Range	1.88	2.74	0.86	45.7%	9.74
ATR	3.98	3.91	-0.06	-1.6%	0.00
Volume	168,319,600	130,371,600	-37,948,000	-22.5%	845,884,112

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	196.62	194.87	189.15
R3	193.88	192.13	188.39
R2	191.14	191.14	188.14
R1	189.39	189.39	187.89	188.90
PP	188.40	188.40	188.40	188.15
S1	186.65	186.65	187.39	186.16
S2	185.66	185.66	187.14
S3	182.92	183.91	186.89
S4	180.18	181.17	186.13

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	5.2%	3.85	2.1%	68%	False	False	195,251,142
10	194.86	181.02	13.84	7.4%	4.16	2.2%	48%	False	False	212,333,764
20	207.79	181.02	26.77	14.3%	3.17	1.7%	25%	False	False	170,859,028
40	211.00	181.02	29.98	16.0%	2.90	1.5%	22%	False	False	153,972,699
60	211.66	181.02	30.64	16.3%	2.60	1.4%	22%	False	False	137,312,562
80	211.66	181.02	30.64	16.3%	2.48	1.3%	22%	False	False	132,271,862
100	211.66	181.02	30.64	16.3%	2.57	1.4%	22%	False	False	136,978,082
120	211.66	181.02	30.64	16.3%	2.74	1.5%	22%	False	False	144,323,060

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	1.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	201.80
2.618	197.32
1.618	194.58
1.000	192.89
0.618	191.84
HIGH	190.15
0.618	189.10
0.500	188.78
0.382	188.46
LOW	187.41
0.618	185.72
1.000	184.67
1.618	182.98
2.618	180.24
4.250	175.77

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	188.78	187.70
PP	188.40	187.68
S1	188.02	187.66

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

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