SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	186.41	182.34	-4.07	-2.2%	192.53
High	188.34	184.10	-4.24	-2.3%	194.58
Low	185.12	181.09	-4.03	-2.2%	187.10
Close	185.27	182.86	-2.41	-1.3%	187.95
Range	3.22	3.01	-0.21	-6.5%	7.48
ATR	3.89	3.91	0.02	0.5%	0.00
Volume	148,214,304	219,058,208	70,843,904	47.8%	844,001,296

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	191.71	190.30	184.52
R3	188.70	187.29	183.69
R2	185.69	185.69	183.41
R1	184.28	184.28	183.14	184.99
PP	182.68	182.68	182.68	183.04
S1	181.27	181.27	182.58	181.98
S2	179.67	179.67	182.31
S3	176.66	178.26	182.03
S4	173.65	175.25	181.20

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	191.67	181.09	10.58	5.8%	3.55	1.9%	17%	False	True	184,819,984
10	194.58	181.09	13.49	7.4%	3.44	1.9%	13%	False	True	179,783,891
20	194.58	181.02	13.56	7.4%	3.63	2.0%	14%	False	False	190,512,662
40	208.48	181.02	27.46	15.0%	3.18	1.7%	7%	False	False	169,555,412
60	211.00	181.02	29.98	16.4%	2.92	1.6%	6%	False	False	152,222,638
80	211.66	181.02	30.64	16.8%	2.65	1.5%	6%	False	False	140,380,158
100	211.66	181.02	30.64	16.8%	2.63	1.4%	6%	False	False	138,545,074
120	211.66	181.02	30.64	16.8%	2.89	1.6%	6%	False	False	151,057,856

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.57
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	196.89
2.618	191.98
1.618	188.97
1.000	187.11
0.618	185.96
HIGH	184.10
0.618	182.95
0.500	182.60
0.382	182.24
LOW	181.09
0.618	179.23
1.000	178.08
1.618	176.22
2.618	173.21
4.250	168.30

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	182.77	184.72
PP	182.68	184.10
S1	182.60	183.48

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

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