SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jan-2016

Day Change Summary
	Previous	Current
	27-Jan-2016	28-Jan-2016	Change	Change %	Previous Week
Open	189.58	189.96	0.38	0.2%	189.96
High	191.56	190.20	-1.36	-0.7%	190.76
Low	187.06	187.16	0.10	0.1%	181.02
Close	188.13	189.11	0.98	0.5%	190.52
Range	4.50	3.04	-1.46	-32.4%	9.74
ATR	3.89	3.83	-0.06	-1.6%	0.00
Volume	185,681,600	143,798,704	-41,882,896	-22.6%	845,884,112

Daily Pivots for day following 28-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	197.94	196.57	190.78
R3	194.90	193.53	189.95
R2	191.86	191.86	189.67
R1	190.49	190.49	189.39	189.66
PP	188.82	188.82	188.82	188.41
S1	187.45	187.45	188.83	186.62
S2	185.78	185.78	188.55
S3	182.74	184.41	188.27
S4	179.70	181.37	187.44

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	191.56	187.06	4.50	2.4%	2.93	1.6%	46%	False	False	153,841,660
10	193.26	181.02	12.24	6.5%	3.81	2.0%	66%	False	False	201,241,433
20	207.21	181.02	26.19	13.8%	3.50	1.8%	31%	False	False	184,030,754
40	211.00	181.02	29.98	15.9%	3.08	1.6%	27%	False	False	160,682,617
60	211.66	181.02	30.64	16.2%	2.67	1.4%	26%	False	False	139,196,029
80	211.66	181.02	30.64	16.2%	2.47	1.3%	26%	False	False	131,834,151
100	211.66	181.02	30.64	16.2%	2.57	1.4%	26%	False	False	135,999,679
120	211.66	181.02	30.64	16.2%	2.78	1.5%	26%	False	False	145,880,383

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	203.12
2.618	198.16
1.618	195.12
1.000	193.24
0.618	192.08
HIGH	190.20
0.618	189.04
0.500	188.68
0.382	188.32
LOW	187.16
0.618	185.28
1.000	184.12
1.618	182.24
2.618	179.20
4.250	174.24

Fisher Pivots for day following 28-Jan-2016
Pivot	1 day	3 day
R1	188.97	189.31
PP	188.82	189.24
S1	188.68	189.18

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

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