SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Feb-2016

Day Change Summary
	Previous	Current
	12-Feb-2016	16-Feb-2016	Change	Change %	Previous Week
Open	184.96	188.77	3.81	2.1%	185.77
High	186.65	189.81	3.16	1.7%	188.34
Low	183.96	187.63	3.67	2.0%	181.09
Close	186.63	189.78	3.15	1.7%	186.63
Range	2.69	2.18	-0.51	-19.0%	7.25
ATR	3.90	3.85	-0.05	-1.3%	0.00
Volume	127,632,400	120,250,704	-7,381,696	-5.8%	870,944,016

Daily Pivots for day following 16-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	195.61	194.88	190.98
R3	193.43	192.70	190.38
R2	191.25	191.25	190.18
R1	190.52	190.52	189.98	190.89
PP	189.07	189.07	189.07	189.26
S1	188.34	188.34	189.58	188.71
S2	186.89	186.89	189.38
S3	184.71	186.16	189.18
S4	182.53	183.98	188.58

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	189.81	181.09	8.72	4.6%	2.97	1.6%	100%	True	False	159,933,644
10	192.75	181.09	11.66	6.1%	3.25	1.7%	75%	False	False	169,913,451
20	194.58	181.02	13.56	7.1%	3.43	1.8%	65%	False	False	174,624,741
40	208.48	181.02	27.46	14.5%	3.13	1.6%	32%	False	False	166,975,335
60	211.00	181.02	29.98	15.8%	2.91	1.5%	29%	False	False	152,374,541
80	211.66	181.02	30.64	16.1%	2.68	1.4%	29%	False	False	141,541,542
100	211.66	181.02	30.64	16.1%	2.63	1.4%	29%	False	False	138,427,735
120	211.66	181.02	30.64	16.1%	2.75	1.4%	29%	False	False	146,008,282

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	0.69
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	199.08
2.618	195.52
1.618	193.34
1.000	191.99
0.618	191.16
HIGH	189.81
0.618	188.98
0.500	188.72
0.382	188.46
LOW	187.63
0.618	186.28
1.000	185.45
1.618	184.10
2.618	181.92
4.250	178.37

Fisher Pivots for day following 16-Feb-2016
Pivot	1 day	3 day
R1	189.43	188.34
PP	189.07	186.89
S1	188.72	185.45

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

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