SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jan-2017

Day Change Summary
	Previous	Current
	12-Jan-2017	13-Jan-2017	Change	Change %	Previous Week
Open	226.50	226.73	0.23	0.1%	226.91
High	226.75	227.40	0.65	0.3%	227.45
Low	224.96	226.69	1.73	0.8%	224.96
Close	226.53	227.05	0.52	0.2%	227.05
Range	1.79	0.71	-1.08	-60.3%	2.49
ATR	1.54	1.50	-0.05	-3.1%	0.00
Volume	72,113,104	62,717,800	-9,395,304	-13.0%	320,192,404

Daily Pivots for day following 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	229.18	228.82	227.44
R3	228.47	228.11	227.25
R2	227.76	227.76	227.18
R1	227.40	227.40	227.12	227.58
PP	227.05	227.05	227.05	227.14
S1	226.69	226.69	226.98	226.87
S2	226.34	226.34	226.92
S3	225.63	225.98	226.85
S4	224.92	225.27	226.66

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	233.96	232.99	228.42
R3	231.47	230.50	227.73
R2	228.98	228.98	227.51
R1	228.01	228.01	227.28	228.50
PP	226.49	226.49	226.49	226.73
S1	225.52	225.52	226.82	226.01
S2	224.00	224.00	226.59
S3	221.51	223.03	226.37
S4	219.02	220.54	225.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	227.45	224.96	2.49	1.1%	1.22	0.5%	84%	False	False	64,038,480
10	227.75	222.73	5.02	2.2%	1.42	0.6%	86%	False	False	74,924,050
20	227.81	222.73	5.08	2.2%	1.27	0.6%	85%	False	False	76,355,110
40	228.34	217.42	10.92	4.8%	1.29	0.6%	88%	False	False	79,447,662
60	228.34	208.38	19.96	8.8%	1.48	0.7%	94%	False	False	87,445,543
80	228.34	208.38	19.96	8.8%	1.52	0.7%	94%	False	False	87,786,871
100	228.34	208.38	19.96	8.8%	1.58	0.7%	94%	False	False	90,955,411
120	228.34	208.38	19.96	8.8%	1.52	0.7%	94%	False	False	86,526,800

Crabel Price Patterns
NR	True
NR4	True
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	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	230.42
2.618	229.26
1.618	228.55
1.000	228.11
0.618	227.84
HIGH	227.40
0.618	227.13
0.500	227.05
0.382	226.96
LOW	226.69
0.618	226.25
1.000	225.98
1.618	225.54
2.618	224.83
4.250	223.67

Fisher Pivots for day following 13-Jan-2017
Pivot	1 day	3 day
R1	227.05	226.76
PP	227.05	226.47
S1	227.05	226.18

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

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