SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	226.91	226.48	-0.43	-0.2%	225.04
High	227.07	227.45	0.38	0.2%	227.75
Low	226.42	226.01	-0.41	-0.2%	223.88
Close	226.46	226.46	0.00	0.0%	227.21
Range	0.65	1.44	0.79	121.5%	3.87
ATR	1.50	1.50	0.00	-0.3%	0.00
Volume	46,939,600	63,771,900	16,832,300	35.9%	320,049,800

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	230.96	230.15	227.25
R3	229.52	228.71	226.86
R2	228.08	228.08	226.72
R1	227.27	227.27	226.59	226.96
PP	226.64	226.64	226.64	226.48
S1	225.83	225.83	226.33	225.52
S2	225.20	225.20	226.20
S3	223.76	224.39	226.06
S4	222.32	222.95	225.67

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	225.48	2.27	1.0%	1.24	0.5%	43%	False	False	67,878,960
10	227.75	222.73	5.02	2.2%	1.43	0.6%	74%	False	False	69,522,300
20	228.34	222.73	5.61	2.5%	1.34	0.6%	66%	False	False	83,630,829
40	228.34	215.32	13.02	5.7%	1.30	0.6%	86%	False	False	81,380,267
60	228.34	208.38	19.96	8.8%	1.47	0.7%	91%	False	False	87,762,384
80	228.34	208.38	19.96	8.8%	1.52	0.7%	91%	False	False	88,981,644
100	228.34	208.38	19.96	8.8%	1.57	0.7%	91%	False	False	90,758,610
120	228.34	208.38	19.96	8.8%	1.52	0.7%	91%	False	False	86,334,773

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	233.57
2.618	231.22
1.618	229.78
1.000	228.89
0.618	228.34
HIGH	227.45
0.618	226.90
0.500	226.73
0.382	226.56
LOW	226.01
0.618	225.12
1.000	224.57
1.618	223.68
2.618	222.24
4.250	219.89

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	226.73	226.83
PP	226.64	226.70
S1	226.55	226.58

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

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