SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Feb-2016

Day Change Summary
	Previous	Current
	18-Feb-2016	19-Feb-2016	Change	Change %	Previous Week
Open	193.20	191.17	-2.03	-1.1%	188.77
High	193.27	192.18	-1.09	-0.6%	193.32
Low	191.72	190.45	-1.27	-0.7%	187.63
Close	192.09	192.00	-0.09	0.0%	192.00
Range	1.55	1.73	0.18	11.6%	5.69
ATR	3.66	3.53	-0.14	-3.8%	0.00
Volume	102,343,000	114,792,896	12,449,896	12.2%	473,396,104

Daily Pivots for day following 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	196.73	196.10	192.95
R3	195.00	194.37	192.48
R2	193.27	193.27	192.32
R1	192.64	192.64	192.16	192.96
PP	191.54	191.54	191.54	191.70
S1	190.91	190.91	191.84	191.23
S2	189.81	189.81	191.68
S3	188.08	189.18	191.52
S4	186.35	187.45	191.05

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	208.05	205.72	195.13
R3	202.36	200.03	193.56
R2	196.67	196.67	193.04
R1	194.34	194.34	192.52	195.51
PP	190.98	190.98	190.98	191.57
S1	188.65	188.65	191.48	189.82
S2	185.29	185.29	190.96
S3	179.60	182.96	190.44
S4	173.91	177.27	188.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	193.32	183.96	9.36	4.9%	2.09	1.1%	86%	False	False	120,205,700
10	193.32	181.09	12.23	6.4%	2.82	1.5%	89%	False	False	152,512,842
20	194.58	181.09	13.49	7.0%	2.98	1.6%	81%	False	False	158,403,786
40	207.79	181.02	26.77	13.9%	3.05	1.6%	41%	False	False	162,714,464
60	211.00	181.02	29.98	15.6%	2.91	1.5%	37%	False	False	153,200,725
80	211.66	181.02	30.64	16.0%	2.66	1.4%	36%	False	False	140,688,461
100	211.66	181.02	30.64	16.0%	2.61	1.4%	36%	False	False	137,886,948
120	211.66	181.02	30.64	16.0%	2.64	1.4%	36%	False	False	140,757,548

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	199.53
2.618	196.71
1.618	194.98
1.000	193.91
0.618	193.25
HIGH	192.18
0.618	191.52
0.500	191.32
0.382	191.11
LOW	190.45
0.618	189.38
1.000	188.72
1.618	187.65
2.618	185.92
4.250	183.10

Fisher Pivots for day following 19-Feb-2016
Pivot	1 day	3 day
R1	191.77	191.96
PP	191.54	191.92
S1	191.32	191.89

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

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