SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	183.36	186.41	3.05	1.7%	192.53
High	186.94	188.34	1.40	0.7%	194.58
Low	183.20	185.12	1.92	1.0%	187.10
Close	185.43	185.27	-0.16	-0.1%	187.95
Range	3.74	3.22	-0.52	-13.9%	7.48
ATR	3.94	3.89	-0.05	-1.3%	0.00
Volume	184,512,608	148,214,304	-36,298,304	-19.7%	844,001,296

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	195.90	193.81	187.04
R3	192.68	190.59	186.16
R2	189.46	189.46	185.86
R1	187.37	187.37	185.57	186.81
PP	186.24	186.24	186.24	185.96
S1	184.15	184.15	184.97	183.59
S2	183.02	183.02	184.68
S3	179.80	180.93	184.38
S4	176.58	177.71	183.50

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%	3.51	1.9%	25%	False	False	168,914,681
10	194.58	182.80	11.78	6.4%	3.44	1.9%	21%	False	False	172,257,940
20	194.86	181.02	13.84	7.5%	3.80	2.1%	31%	False	False	190,618,182
40	208.48	181.02	27.46	14.8%	3.18	1.7%	15%	False	False	168,638,585
60	211.00	181.02	29.98	16.2%	2.91	1.6%	14%	False	False	151,131,284
80	211.66	181.02	30.64	16.5%	2.63	1.4%	14%	False	False	139,074,181
100	211.66	181.02	30.64	16.5%	2.63	1.4%	14%	False	False	138,591,066
120	211.66	181.02	30.64	16.5%	2.90	1.6%	14%	False	False	150,851,771

Crabel Price Patterns
NR	True
NR4	True
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	0.47
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	202.03
2.618	196.77
1.618	193.55
1.000	191.56
0.618	190.33
HIGH	188.34
0.618	187.11
0.500	186.73
0.382	186.35
LOW	185.12
0.618	183.13
1.000	181.90
1.618	179.91
2.618	176.69
4.250	171.44

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	186.73	185.57
PP	186.24	185.47
S1	185.76	185.37

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

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