SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	191.17	193.87	2.70	1.4%	188.77
High	192.18	194.95	2.77	1.4%	193.32
Low	190.45	193.79	3.34	1.8%	187.63
Close	192.00	194.78	2.78	1.4%	192.00
Range	1.73	1.16	-0.57	-32.9%	5.69
ATR	3.53	3.48	-0.04	-1.2%	0.00
Volume	114,792,896	103,640,200	-11,152,696	-9.7%	473,396,104

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	197.99	197.54	195.42
R3	196.83	196.38	195.10
R2	195.67	195.67	194.99
R1	195.22	195.22	194.89	195.45
PP	194.51	194.51	194.51	194.62
S1	194.06	194.06	194.67	194.29
S2	193.35	193.35	194.57
S3	192.19	192.90	194.46
S4	191.03	191.74	194.14

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	194.95	187.63	7.32	3.8%	1.79	0.9%	98%	True	False	115,407,260
10	194.95	181.09	13.86	7.1%	2.49	1.3%	99%	True	False	144,798,032
20	194.95	181.09	13.86	7.1%	2.94	1.5%	99%	True	False	155,169,816
40	207.79	181.02	26.77	13.7%	3.03	1.6%	51%	False	False	162,529,814
60	211.00	181.02	29.98	15.4%	2.91	1.5%	46%	False	False	153,845,876
80	211.66	181.02	30.64	15.7%	2.66	1.4%	45%	False	False	141,121,052
100	211.66	181.02	30.64	15.7%	2.58	1.3%	45%	False	False	137,138,192
120	211.66	181.02	30.64	15.7%	2.63	1.3%	45%	False	False	140,284,431

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	199.88
2.618	197.99
1.618	196.83
1.000	196.11
0.618	195.67
HIGH	194.95
0.618	194.51
0.500	194.37
0.382	194.23
LOW	193.79
0.618	193.07
1.000	192.63
1.618	191.91
2.618	190.75
4.250	188.86

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	194.64	194.09
PP	194.51	193.39
S1	194.37	192.70

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

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