SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	225.04	225.62	0.58	0.3%	226.02
High	225.83	226.75	0.92	0.4%	226.73
Low	223.88	225.61	1.73	0.8%	222.73
Close	225.24	226.58	1.34	0.6%	223.53
Range	1.95	1.14	-0.81	-41.5%	4.00
ATR	1.57	1.57	0.00	-0.3%	0.00
Volume	91,366,496	78,744,400	-12,622,096	-13.8%	264,461,704

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	229.73	229.30	227.21
R3	228.59	228.16	226.89
R2	227.45	227.45	226.79
R1	227.02	227.02	226.68	227.24
PP	226.31	226.31	226.31	226.42
S1	225.88	225.88	226.48	226.10
S2	225.17	225.17	226.37
S3	224.03	224.74	226.27
S4	222.89	223.60	225.95

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	226.75	222.73	4.02	1.8%	1.71	0.8%	96%	True	False	78,380,040
10	226.75	222.73	4.02	1.8%	1.20	0.5%	96%	True	False	68,523,720
20	228.34	220.66	7.68	3.4%	1.43	0.6%	77%	False	False	88,515,074
40	228.34	211.30	17.04	7.5%	1.48	0.7%	90%	False	False	91,041,734
60	228.34	208.38	19.96	8.8%	1.52	0.7%	91%	False	False	89,375,632
80	228.34	208.38	19.96	8.8%	1.62	0.7%	91%	False	False	93,607,228
100	228.34	208.38	19.96	8.8%	1.55	0.7%	91%	False	False	90,546,853
120	228.34	208.38	19.96	8.8%	1.51	0.7%	91%	False	False	86,482,570

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	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	231.60
2.618	229.73
1.618	228.59
1.000	227.89
0.618	227.45
HIGH	226.75
0.618	226.31
0.500	226.18
0.382	226.05
LOW	225.61
0.618	224.91
1.000	224.47
1.618	223.77
2.618	222.63
4.250	220.77

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	226.45	225.97
PP	226.31	225.35
S1	226.18	224.74

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

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