SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	191.16	193.20	2.04	1.1%	185.77
High	193.32	193.27	-0.05	0.0%	188.34
Low	191.01	191.72	0.71	0.4%	181.09
Close	192.88	192.09	-0.79	-0.4%	186.63
Range	2.31	1.55	-0.76	-32.9%	7.25
ATR	3.83	3.66	-0.16	-4.2%	0.00
Volume	136,009,504	102,343,000	-33,666,504	-24.8%	870,944,016

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	197.01	196.10	192.94
R3	195.46	194.55	192.52
R2	193.91	193.91	192.37
R1	193.00	193.00	192.23	192.68
PP	192.36	192.36	192.36	192.20
S1	191.45	191.45	191.95	191.13
S2	190.81	190.81	191.81
S3	189.26	189.90	191.66
S4	187.71	188.35	191.24

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	6.4%	2.35	1.2%	90%	False	False	141,058,763
10	193.32	181.09	12.23	6.4%	2.93	1.5%	90%	False	False	154,986,722
20	194.58	181.09	13.49	7.0%	3.10	1.6%	82%	False	False	162,452,790
40	207.79	181.02	26.77	13.9%	3.06	1.6%	41%	False	False	162,321,999
60	211.00	181.02	29.98	15.6%	2.91	1.5%	37%	False	False	152,854,368
80	211.66	181.02	30.64	16.0%	2.66	1.4%	36%	False	False	141,059,078
100	211.66	181.02	30.64	16.0%	2.62	1.4%	36%	False	False	138,289,566
120	211.66	181.02	30.64	16.0%	2.66	1.4%	36%	False	False	142,085,473

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	199.86
2.618	197.33
1.618	195.78
1.000	194.82
0.618	194.23
HIGH	193.27
0.618	192.68
0.500	192.50
0.382	192.31
LOW	191.72
0.618	190.76
1.000	190.17
1.618	189.21
2.618	187.66
4.250	185.13

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	192.50	191.55
PP	192.36	191.01
S1	192.23	190.48

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

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