SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2017

Day Change Summary
	Previous	Current
	20-Jan-2017	23-Jan-2017	Change	Change %	Previous Week
Open	226.70	226.35	-0.35	-0.2%	226.31
High	227.31	226.80	-0.51	-0.2%	227.31
Low	225.97	225.27	-0.70	-0.3%	225.41
Close	226.74	226.15	-0.59	-0.3%	226.74
Range	1.34	1.53	0.19	14.2%	1.90
ATR	1.44	1.45	0.01	0.4%	0.00
Volume	129,168,600	75,061,600	-54,107,000	-41.9%	311,811,400

Daily Pivots for day following 23-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	230.66	229.94	226.99
R3	229.13	228.41	226.57
R2	227.60	227.60	226.43
R1	226.88	226.88	226.29	226.48
PP	226.07	226.07	226.07	225.87
S1	225.35	225.35	226.01	224.95
S2	224.54	224.54	225.87
S3	223.01	223.82	225.73
S4	221.48	222.29	225.31

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	232.19	231.36	227.79
R3	230.29	229.46	227.26
R2	228.39	228.39	227.09
R1	227.56	227.56	226.91	227.98
PP	226.49	226.49	226.49	226.69
S1	225.66	225.66	226.57	226.08
S2	224.59	224.59	226.39
S3	222.69	223.76	226.22
S4	220.79	221.86	225.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	227.31	225.27	2.04	0.9%	1.27	0.6%	43%	False	True	77,374,600
10	227.45	224.96	2.49	1.1%	1.24	0.6%	48%	False	False	70,706,540
20	227.75	222.73	5.02	2.2%	1.30	0.6%	68%	False	False	69,224,685
40	228.34	219.15	9.19	4.1%	1.33	0.6%	76%	False	False	80,081,689
60	228.34	208.38	19.96	8.8%	1.49	0.7%	89%	False	False	87,961,146
80	228.34	208.38	19.96	8.8%	1.51	0.7%	89%	False	False	87,263,322
100	228.34	208.38	19.96	8.8%	1.57	0.7%	89%	False	False	90,950,530
120	228.34	208.38	19.96	8.8%	1.51	0.7%	89%	False	False	86,650,487

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	233.30
2.618	230.81
1.618	229.28
1.000	228.33
0.618	227.75
HIGH	226.80
0.618	226.22
0.500	226.04
0.382	225.85
LOW	225.27
0.618	224.32
1.000	223.74
1.618	222.79
2.618	221.26
4.250	218.77

Fisher Pivots for day following 23-Jan-2017
Pivot	1 day	3 day
R1	226.11	226.29
PP	226.07	226.24
S1	226.04	226.20

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

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