SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	191.96	191.41	-0.55	-0.3%	189.92
High	191.97	191.78	-0.19	-0.1%	193.88
Low	189.54	187.10	-2.44	-1.3%	187.06
Close	190.16	191.30	1.14	0.6%	193.72
Range	2.43	4.68	2.25	92.6%	6.82
ATR	3.83	3.89	0.06	1.6%	0.00
Volume	182,564,896	205,054,896	22,490,000	12.3%	811,414,704

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	204.10	202.38	193.87
R3	199.42	197.70	192.59
R2	194.74	194.74	192.16
R1	193.02	193.02	191.73	191.54
PP	190.06	190.06	190.06	189.32
S1	188.34	188.34	190.87	186.86
S2	185.38	185.38	190.44
S3	180.70	183.66	190.01
S4	176.02	178.98	188.73

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	187.10	7.48	3.9%	3.38	1.8%	56%	False	True	175,601,200
10	194.58	184.64	9.94	5.2%	3.28	1.7%	67%	False	False	169,918,859
20	200.06	181.02	19.04	10.0%	3.80	2.0%	54%	False	False	195,171,383
40	209.73	181.02	28.71	15.0%	3.10	1.6%	36%	False	False	164,901,824
60	211.00	181.02	29.98	15.7%	2.77	1.4%	34%	False	False	145,496,984
80	211.66	181.02	30.64	16.0%	2.53	1.3%	34%	False	False	134,587,271
100	211.66	181.02	30.64	16.0%	2.58	1.3%	34%	False	False	137,031,104
120	211.66	181.02	30.64	16.0%	2.83	1.5%	34%	False	False	147,862,666

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	211.67
2.618	204.03
1.618	199.35
1.000	196.46
0.618	194.67
HIGH	191.78
0.618	189.99
0.500	189.44
0.382	188.89
LOW	187.10
0.618	184.21
1.000	182.42
1.618	179.53
2.618	174.85
4.250	167.21

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	190.68	191.15
PP	190.06	190.99
S1	189.44	190.84

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

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