SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2016

Day Change Summary
	Previous	Current
	01-Feb-2016	02-Feb-2016	Change	Change %	Previous Week
Open	192.53	191.96	-0.57	-0.3%	189.92
High	194.58	191.97	-2.61	-1.3%	193.88
Low	191.84	189.54	-2.30	-1.2%	187.06
Close	193.65	190.16	-3.49	-1.8%	193.72
Range	2.74	2.43	-0.31	-11.3%	6.82
ATR	3.81	3.83	0.02	0.6%	0.00
Volume	136,061,504	182,564,896	46,503,392	34.2%	811,414,704

Daily Pivots for day following 02-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	197.85	196.43	191.50
R3	195.42	194.00	190.83
R2	192.99	192.99	190.61
R1	191.57	191.57	190.38	191.07
PP	190.56	190.56	190.56	190.30
S1	189.14	189.14	189.94	188.64
S2	188.13	188.13	189.71
S3	185.70	186.71	189.49
S4	183.27	184.28	188.82

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.01	209.69	197.47
R3	205.19	202.87	195.60
R2	198.37	198.37	194.97
R1	196.05	196.05	194.35	197.21
PP	191.55	191.55	191.55	192.14
S1	189.23	189.23	193.09	190.39
S2	184.73	184.73	192.47
S3	177.91	182.41	191.84
S4	171.09	175.59	189.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	194.58	187.06	7.52	4.0%	3.34	1.8%	41%	False	False	171,726,540
10	194.58	181.02	13.56	7.1%	3.46	1.8%	67%	False	False	178,068,140
20	201.90	181.02	20.88	11.0%	3.66	1.9%	44%	False	False	190,460,928
40	209.97	181.02	28.95	15.2%	3.09	1.6%	32%	False	False	164,598,334
60	211.00	181.02	29.98	15.8%	2.72	1.4%	30%	False	False	143,386,214
80	211.66	181.02	30.64	16.1%	2.50	1.3%	30%	False	False	133,937,275
100	211.66	181.02	30.64	16.1%	2.56	1.3%	30%	False	False	136,566,663
120	211.66	181.02	30.64	16.1%	2.82	1.5%	30%	False	False	147,588,238

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	0.86
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	202.30
2.618	198.33
1.618	195.90
1.000	194.40
0.618	193.47
HIGH	191.97
0.618	191.04
0.500	190.76
0.382	190.47
LOW	189.54
0.618	188.04
1.000	187.11
1.618	185.61
2.618	183.18
4.250	179.21

Fisher Pivots for day following 02-Feb-2016
Pivot	1 day	3 day
R1	190.76	192.06
PP	190.56	191.43
S1	190.36	190.79

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

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