SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Feb-2016

Day Change Summary
	Previous	Current
	22-Feb-2016	23-Feb-2016	Change	Change %	Previous Week
Open	193.87	194.00	0.13	0.1%	188.77
High	194.95	194.32	-0.63	-0.3%	193.32
Low	193.79	192.18	-1.61	-0.8%	187.63
Close	194.78	192.32	-2.46	-1.3%	192.00
Range	1.16	2.14	0.98	84.5%	5.69
ATR	3.48	3.42	-0.06	-1.8%	0.00
Volume	103,640,200	111,455,296	7,815,096	7.5%	473,396,104

Daily Pivots for day following 23-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	199.36	197.98	193.50
R3	197.22	195.84	192.91
R2	195.08	195.08	192.71
R1	193.70	193.70	192.52	193.32
PP	192.94	192.94	192.94	192.75
S1	191.56	191.56	192.12	191.18
S2	190.80	190.80	191.93
S3	188.66	189.42	191.73
S4	186.52	187.28	191.14

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	190.45	4.50	2.3%	1.78	0.9%	42%	False	False	113,648,179
10	194.95	181.09	13.86	7.2%	2.37	1.2%	81%	False	False	136,790,912
20	194.95	181.09	13.86	7.2%	2.91	1.5%	81%	False	False	154,224,000
40	207.79	181.02	26.77	13.9%	3.04	1.6%	42%	False	False	162,541,514
60	211.00	181.02	29.98	15.6%	2.90	1.5%	38%	False	False	154,056,466
80	211.66	181.02	30.64	15.9%	2.68	1.4%	37%	False	False	141,540,422
100	211.66	181.02	30.64	15.9%	2.57	1.3%	37%	False	False	136,662,290
120	211.66	181.02	30.64	15.9%	2.63	1.4%	37%	False	False	139,852,402

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	203.42
2.618	199.92
1.618	197.78
1.000	196.46
0.618	195.64
HIGH	194.32
0.618	193.50
0.500	193.25
0.382	193.00
LOW	192.18
0.618	190.86
1.000	190.04
1.618	188.72
2.618	186.58
4.250	183.09

Fisher Pivots for day following 23-Feb-2016
Pivot	1 day	3 day
R1	193.25	192.70
PP	192.94	192.57
S1	192.63	192.45

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

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