SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	224.73	225.04	0.31	0.1%	226.02
High	224.83	225.83	1.00	0.4%	226.73
Low	222.73	223.88	1.15	0.5%	222.73
Close	223.53	225.24	1.71	0.8%	223.53
Range	2.10	1.95	-0.15	-7.1%	4.00
ATR	1.52	1.57	0.06	3.7%	0.00
Volume	108,998,304	91,366,496	-17,631,808	-16.2%	264,461,704

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	230.83	229.99	226.31
R3	228.88	228.04	225.78
R2	226.93	226.93	225.60
R1	226.09	226.09	225.42	226.51
PP	224.98	224.98	224.98	225.20
S1	224.14	224.14	225.06	224.56
S2	223.03	223.03	224.88
S3	221.08	222.19	224.70
S4	219.13	220.24	224.17

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	236.33	233.93	225.73
R3	232.33	229.93	224.63
R2	228.33	228.33	224.26
R1	225.93	225.93	223.90	225.13
PP	224.33	224.33	224.33	223.93
S1	221.93	221.93	223.16	221.13
S2	220.33	220.33	222.80
S3	216.33	217.93	222.43
S4	212.33	213.93	221.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	226.73	222.73	4.00	1.8%	1.63	0.7%	63%	False	False	71,165,640
10	226.73	222.73	4.00	1.8%	1.18	0.5%	63%	False	False	69,683,390
20	228.34	220.42	7.92	3.5%	1.42	0.6%	61%	False	False	87,969,744
40	228.34	208.38	19.96	8.9%	1.49	0.7%	84%	False	False	91,801,174
60	228.34	208.38	19.96	8.9%	1.53	0.7%	84%	False	False	89,559,696
80	228.34	208.38	19.96	8.9%	1.65	0.7%	84%	False	False	95,392,785
100	228.34	208.38	19.96	8.9%	1.55	0.7%	84%	False	False	90,484,451
120	228.34	208.38	19.96	8.9%	1.51	0.7%	84%	False	False	86,586,623

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	234.12
2.618	230.94
1.618	228.99
1.000	227.78
0.618	227.04
HIGH	225.83
0.618	225.09
0.500	224.86
0.382	224.62
LOW	223.88
0.618	222.67
1.000	221.93
1.618	220.72
2.618	218.77
4.250	215.59

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	225.11	224.92
PP	224.98	224.60
S1	224.86	224.28

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

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