SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jan-2017

Day Change Summary
	Previous	Current
	17-Jan-2017	18-Jan-2017	Change	Change %	Previous Week
Open	226.31	226.54	0.23	0.1%	226.91
High	226.78	226.80	0.02	0.0%	227.45
Low	225.80	225.90	0.10	0.0%	224.96
Close	226.25	226.75	0.50	0.2%	227.05
Range	0.98	0.90	-0.08	-8.2%	2.49
ATR	1.48	1.44	-0.04	-2.8%	0.00
Volume	61,240,800	54,793,300	-6,447,500	-10.5%	320,192,404

Daily Pivots for day following 18-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	229.18	228.87	227.25
R3	228.28	227.97	227.00
R2	227.38	227.38	226.92
R1	227.07	227.07	226.83	227.23
PP	226.48	226.48	226.48	226.56
S1	226.17	226.17	226.67	226.33
S2	225.58	225.58	226.59
S3	224.68	225.27	226.50
S4	223.78	224.37	226.26

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	227.40	224.96	2.44	1.1%	1.18	0.5%	73%	False	False	65,103,000
10	227.75	224.96	2.79	1.2%	1.21	0.5%	64%	False	False	66,490,980
20	227.75	222.73	5.02	2.2%	1.19	0.5%	80%	False	False	68,087,185
40	228.34	218.29	10.05	4.4%	1.29	0.6%	84%	False	False	78,963,147
60	228.34	208.38	19.96	8.8%	1.47	0.6%	92%	False	False	87,043,461
80	228.34	208.38	19.96	8.8%	1.50	0.7%	92%	False	False	86,901,312
100	228.34	208.38	19.96	8.8%	1.57	0.7%	92%	False	False	90,864,472
120	228.34	208.38	19.96	8.8%	1.51	0.7%	92%	False	False	86,209,049

Crabel Price Patterns
NR	True
NR4	False
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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	230.63
2.618	229.16
1.618	228.26
1.000	227.70
0.618	227.36
HIGH	226.80
0.618	226.46
0.500	226.35
0.382	226.24
LOW	225.90
0.618	225.34
1.000	225.00
1.618	224.44
2.618	223.54
4.250	222.08

Fisher Pivots for day following 18-Jan-2017
Pivot	1 day	3 day
R1	226.62	226.70
PP	226.48	226.65
S1	226.35	226.60

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

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