SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Feb-2016

Day Change Summary
	Previous	Current
	23-Feb-2016	24-Feb-2016	Change	Change %	Previous Week
Open	194.00	190.63	-3.37	-1.7%	188.77
High	194.32	193.53	-0.79	-0.4%	193.32
Low	192.18	189.32	-2.86	-1.5%	187.63
Close	192.32	193.20	0.88	0.5%	192.00
Range	2.14	4.21	2.07	96.7%	5.69
ATR	3.42	3.48	0.06	1.6%	0.00
Volume	111,455,296	150,812,096	39,356,800	35.3%	473,396,104

Daily Pivots for day following 24-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	204.65	203.13	195.52
R3	200.44	198.92	194.36
R2	196.23	196.23	193.97
R1	194.71	194.71	193.59	195.47
PP	192.02	192.02	192.02	192.40
S1	190.50	190.50	192.81	191.26
S2	187.81	187.81	192.43
S3	183.60	186.29	192.04
S4	179.39	182.08	190.88

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	189.32	5.63	2.9%	2.16	1.1%	69%	False	True	116,608,697
10	194.95	181.09	13.86	7.2%	2.42	1.3%	87%	False	False	133,420,860
20	194.95	181.09	13.86	7.2%	3.00	1.6%	87%	False	False	154,712,765
40	207.79	181.02	26.77	13.9%	3.12	1.6%	45%	False	False	165,098,264
60	211.00	181.02	29.98	15.5%	2.96	1.5%	41%	False	False	155,703,668
80	211.66	181.02	30.64	15.9%	2.69	1.4%	40%	False	False	141,726,739
100	211.66	181.02	30.64	15.9%	2.59	1.3%	40%	False	False	136,535,891
120	211.66	181.02	30.64	15.9%	2.63	1.4%	40%	False	False	138,975,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	211.42
2.618	204.55
1.618	200.34
1.000	197.74
0.618	196.13
HIGH	193.53
0.618	191.92
0.500	191.43
0.382	190.93
LOW	189.32
0.618	186.72
1.000	185.11
1.618	182.51
2.618	178.30
4.250	171.43

Fisher Pivots for day following 24-Feb-2016
Pivot	1 day	3 day
R1	192.61	192.85
PP	192.02	192.49
S1	191.43	192.14

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

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