SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	226.36	226.50	0.14	0.1%	225.04
High	227.10	226.75	-0.35	-0.2%	227.75
Low	225.59	224.96	-0.63	-0.3%	223.88
Close	227.10	226.53	-0.57	-0.3%	227.21
Range	1.51	1.79	0.28	18.5%	3.87
ATR	1.50	1.54	0.05	3.1%	0.00
Volume	74,650,000	72,113,104	-2,536,896	-3.4%	320,049,800

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	231.45	230.78	227.51
R3	229.66	228.99	227.02
R2	227.87	227.87	226.86
R1	227.20	227.20	226.69	227.54
PP	226.08	226.08	226.08	226.25
S1	225.41	225.41	226.37	225.75
S2	224.29	224.29	226.20
S3	222.50	223.62	226.04
S4	220.71	221.83	225.55

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	224.96	2.79	1.2%	1.45	0.6%	56%	False	True	65,806,901
10	227.75	222.73	5.02	2.2%	1.46	0.6%	76%	False	False	73,521,870
20	228.23	222.73	5.50	2.4%	1.37	0.6%	69%	False	False	80,344,309
40	228.34	216.80	11.54	5.1%	1.31	0.6%	84%	False	False	80,171,029
60	228.34	208.38	19.96	8.8%	1.48	0.7%	91%	False	False	87,681,406
80	228.34	208.38	19.96	8.8%	1.53	0.7%	91%	False	False	87,873,522
100	228.34	208.38	19.96	8.8%	1.58	0.7%	91%	False	False	90,941,920
120	228.34	208.38	19.96	8.8%	1.52	0.7%	91%	False	False	86,469,761

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	234.36
2.618	231.44
1.618	229.65
1.000	228.54
0.618	227.86
HIGH	226.75
0.618	226.07
0.500	225.86
0.382	225.64
LOW	224.96
0.618	223.85
1.000	223.17
1.618	222.06
2.618	220.27
4.250	217.35

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	226.31	226.42
PP	226.08	226.31
S1	225.86	226.21

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

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