SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Feb-2016

Day Change Summary
	Previous	Current
	16-Feb-2016	17-Feb-2016	Change	Change %	Previous Week
Open	188.77	191.16	2.39	1.3%	185.77
High	189.81	193.32	3.51	1.8%	188.34
Low	187.63	191.01	3.38	1.8%	181.09
Close	189.78	192.88	3.10	1.6%	186.63
Range	2.18	2.31	0.13	6.0%	7.25
ATR	3.85	3.83	-0.02	-0.6%	0.00
Volume	120,250,704	136,009,504	15,758,800	13.1%	870,944,016

Daily Pivots for day following 17-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	199.33	198.42	194.15
R3	197.02	196.11	193.52
R2	194.71	194.71	193.30
R1	193.80	193.80	193.09	194.26
PP	192.40	192.40	192.40	192.63
S1	191.49	191.49	192.67	191.95
S2	190.09	190.09	192.46
S3	187.78	189.18	192.24
S4	185.47	186.87	191.61

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	193.32	181.09	12.23	6.3%	2.68	1.4%	96%	True	False	150,233,024
10	193.32	181.09	12.23	6.3%	3.24	1.7%	96%	True	False	165,257,912
20	194.58	181.02	13.56	7.0%	3.35	1.7%	87%	False	False	171,663,026
40	207.79	181.02	26.77	13.9%	3.09	1.6%	44%	False	False	166,048,260
60	211.00	181.02	29.98	15.5%	2.90	1.5%	40%	False	False	152,618,991
80	211.66	181.02	30.64	15.9%	2.68	1.4%	39%	False	False	141,966,186
100	211.66	181.02	30.64	15.9%	2.64	1.4%	39%	False	False	138,859,924
120	211.66	181.02	30.64	15.9%	2.70	1.4%	39%	False	False	144,059,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.70
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	203.14
2.618	199.37
1.618	197.06
1.000	195.63
0.618	194.75
HIGH	193.32
0.618	192.44
0.500	192.17
0.382	191.89
LOW	191.01
0.618	189.58
1.000	188.70
1.618	187.27
2.618	184.96
4.250	181.19

Fisher Pivots for day following 17-Feb-2016
Pivot	1 day	3 day
R1	192.64	191.47
PP	192.40	190.05
S1	192.17	188.64

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

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