SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	190.99	185.77	-5.22	-2.7%	192.53
High	191.67	186.12	-5.55	-2.9%	194.58
Low	187.20	182.80	-4.40	-2.4%	187.10
Close	187.95	185.42	-2.53	-1.3%	187.95
Range	4.47	3.32	-1.15	-25.7%	7.48
ATR	3.86	3.95	0.09	2.4%	0.00
Volume	180,788,304	191,526,496	10,738,192	5.9%	844,001,296

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	194.74	193.40	187.25
R3	191.42	190.08	186.33
R2	188.10	188.10	186.03
R1	186.76	186.76	185.72	185.77
PP	184.78	184.78	184.78	184.29
S1	183.44	183.44	185.12	182.45
S2	181.46	181.46	184.81
S3	178.14	180.12	184.51
S4	174.82	176.80	183.59

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	212.32	207.61	192.06
R3	204.84	200.13	190.01
R2	197.36	197.36	189.32
R1	192.65	192.65	188.64	191.27
PP	189.88	189.88	189.88	189.18
S1	185.17	185.17	187.26	183.79
S2	182.40	182.40	186.58
S3	174.92	177.69	185.89
S4	167.44	170.21	183.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	192.75	182.80	9.95	5.4%	3.54	1.9%	26%	False	True	179,893,257
10	194.58	182.80	11.78	6.4%	3.45	1.9%	22%	False	True	171,657,089
20	194.86	181.02	13.84	7.5%	3.80	2.1%	32%	False	False	191,995,427
40	208.48	181.02	27.46	14.8%	3.13	1.7%	16%	False	False	168,502,964
60	211.00	181.02	29.98	16.2%	2.85	1.5%	15%	False	False	148,738,516
80	211.66	181.02	30.64	16.5%	2.60	1.4%	14%	False	False	137,830,698
100	211.66	181.02	30.64	16.5%	2.62	1.4%	14%	False	False	139,020,077
120	211.66	181.02	30.64	16.5%	2.87	1.5%	14%	False	False	150,117,701

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	200.23
2.618	194.81
1.618	191.49
1.000	189.44
0.618	188.17
HIGH	186.12
0.618	184.85
0.500	184.46
0.382	184.07
LOW	182.80
0.618	180.75
1.000	179.48
1.618	177.43
2.618	174.11
4.250	168.69

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	185.10	187.78
PP	184.78	186.99
S1	184.46	186.21

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

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