SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Jan-2017

Day Change Summary
	Previous	Current
	06-Jan-2017	09-Jan-2017	Change	Change %	Previous Week
Open	226.53	226.91	0.38	0.2%	225.04
High	227.75	227.07	-0.68	-0.3%	227.75
Low	225.90	226.42	0.52	0.2%	223.88
Close	227.21	226.46	-0.75	-0.3%	227.21
Range	1.85	0.65	-1.20	-64.9%	3.87
ATR	1.56	1.50	-0.05	-3.5%	0.00
Volume	71,559,904	46,939,600	-24,620,304	-34.4%	320,049,800

Daily Pivots for day following 09-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	228.60	228.18	226.82
R3	227.95	227.53	226.64
R2	227.30	227.30	226.58
R1	226.88	226.88	226.52	226.77
PP	226.65	226.65	226.65	226.59
S1	226.23	226.23	226.40	226.12
S2	226.00	226.00	226.34
S3	225.35	225.58	226.28
S4	224.70	224.93	226.10

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	237.89	236.42	229.34
R3	234.02	232.55	228.27
R2	230.15	230.15	227.92
R1	228.68	228.68	227.56	229.42
PP	226.28	226.28	226.28	226.65
S1	224.81	224.81	226.86	225.55
S2	222.41	222.41	226.50
S3	218.54	220.94	226.15
S4	214.67	217.07	225.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	227.75	223.88	3.87	1.7%	1.34	0.6%	67%	False	False	73,397,880
10	227.75	222.73	5.02	2.2%	1.34	0.6%	74%	False	False	66,814,890
20	228.34	222.73	5.61	2.5%	1.32	0.6%	66%	False	False	84,842,519
40	228.34	215.22	13.12	5.8%	1.35	0.6%	86%	False	False	84,088,802
60	228.34	208.38	19.96	8.8%	1.49	0.7%	91%	False	False	88,388,801
80	228.34	208.38	19.96	8.8%	1.54	0.7%	91%	False	False	90,005,552
100	228.34	208.38	19.96	8.8%	1.57	0.7%	91%	False	False	90,872,233
120	228.34	208.38	19.96	8.8%	1.51	0.7%	91%	False	False	86,288,003

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	229.83
2.618	228.77
1.618	228.12
1.000	227.72
0.618	227.47
HIGH	227.07
0.618	226.82
0.500	226.75
0.382	226.67
LOW	226.42
0.618	226.02
1.000	225.77
1.618	225.37
2.618	224.72
4.250	223.66

Fisher Pivots for day following 09-Jan-2017
Pivot	1 day	3 day
R1	226.75	226.62
PP	226.65	226.56
S1	226.56	226.51

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

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