SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	226.48	226.36	-0.12	-0.1%	225.04
High	227.45	227.10	-0.35	-0.2%	227.75
Low	226.01	225.59	-0.42	-0.2%	223.88
Close	226.46	227.10	0.64	0.3%	227.21
Range	1.44	1.51	0.07	4.9%	3.87
ATR	1.50	1.50	0.00	0.1%	0.00
Volume	63,771,900	74,650,000	10,878,100	17.1%	320,049,800

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	231.13	230.62	227.93
R3	229.62	229.11	227.52
R2	228.11	228.11	227.38
R1	227.60	227.60	227.24	227.86
PP	226.60	226.60	226.60	226.72
S1	226.09	226.09	226.96	226.35
S2	225.09	225.09	226.82
S3	223.58	224.58	226.68
S4	222.07	223.07	226.27

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%	1.31	0.6%	71%	False	False	67,060,080
10	227.75	222.73	5.02	2.2%	1.51	0.7%	87%	False	False	72,720,060
20	228.34	222.73	5.61	2.5%	1.35	0.6%	78%	False	False	82,262,524
40	228.34	215.72	12.62	5.6%	1.31	0.6%	90%	False	False	80,732,699
60	228.34	208.38	19.96	8.8%	1.47	0.6%	94%	False	False	87,450,781
80	228.34	208.38	19.96	8.8%	1.53	0.7%	94%	False	False	87,974,462
100	228.34	208.38	19.96	8.8%	1.57	0.7%	94%	False	False	90,975,218
120	228.34	208.38	19.96	8.8%	1.52	0.7%	94%	False	False	86,392,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	233.52
2.618	231.05
1.618	229.54
1.000	228.61
0.618	228.03
HIGH	227.10
0.618	226.52
0.500	226.35
0.382	226.17
LOW	225.59
0.618	224.66
1.000	224.08
1.618	223.15
2.618	221.64
4.250	219.17

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	226.85	226.91
PP	226.60	226.71
S1	226.35	226.52

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

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