SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	182.34	184.96	2.62	1.4%	185.77
High	184.10	186.65	2.55	1.4%	188.34
Low	181.09	183.96	2.87	1.6%	181.09
Close	182.86	186.63	3.77	2.1%	186.63
Range	3.01	2.69	-0.32	-10.6%	7.25
ATR	3.91	3.90	-0.01	-0.2%	0.00
Volume	219,058,208	127,632,400	-91,425,808	-41.7%	870,944,016

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	193.82	192.91	188.11
R3	191.13	190.22	187.37
R2	188.44	188.44	187.12
R1	187.53	187.53	186.88	187.99
PP	185.75	185.75	185.75	185.97
S1	184.84	184.84	186.38	185.30
S2	183.06	183.06	186.14
S3	180.37	182.15	185.89
S4	177.68	179.46	185.15

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	207.10	204.12	190.62
R3	199.85	196.87	188.62
R2	192.60	192.60	187.96
R1	189.62	189.62	187.29	191.11
PP	185.35	185.35	185.35	186.10
S1	182.37	182.37	185.97	183.86
S2	178.10	178.10	185.30
S3	170.85	175.12	184.64
S4	163.60	167.87	182.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	188.34	181.09	7.25	3.9%	3.20	1.7%	76%	False	False	174,188,803
10	194.58	181.09	13.49	7.2%	3.31	1.8%	41%	False	False	171,494,531
20	194.58	181.02	13.56	7.3%	3.48	1.9%	41%	False	False	184,854,507
40	208.48	181.02	27.46	14.7%	3.16	1.7%	20%	False	False	168,894,485
60	211.00	181.02	29.98	16.1%	2.90	1.6%	19%	False	False	152,389,091
80	211.66	181.02	30.64	16.4%	2.67	1.4%	18%	False	False	141,019,014
100	211.66	181.02	30.64	16.4%	2.63	1.4%	18%	False	False	138,764,136
120	211.66	181.02	30.64	16.4%	2.86	1.5%	18%	False	False	149,233,224

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	0.66
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	198.08
2.618	193.69
1.618	191.00
1.000	189.34
0.618	188.31
HIGH	186.65
0.618	185.62
0.500	185.31
0.382	184.99
LOW	183.96
0.618	182.30
1.000	181.27
1.618	179.61
2.618	176.92
4.250	172.53

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	186.19	185.99
PP	185.75	185.35
S1	185.31	184.72

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

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