SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	226.35	226.40	0.05	0.0%	226.31
High	226.80	228.08	1.28	0.6%	227.31
Low	225.27	226.27	1.00	0.4%	225.41
Close	226.15	227.60	1.45	0.6%	226.74
Range	1.53	1.81	0.28	18.3%	1.90
ATR	1.45	1.48	0.03	2.4%	0.00
Volume	75,061,600	95,555,200	20,493,600	27.3%	311,811,400

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	232.75	231.98	228.60
R3	230.94	230.17	228.10
R2	229.13	229.13	227.93
R1	228.36	228.36	227.77	228.75
PP	227.32	227.32	227.32	227.51
S1	226.55	226.55	227.43	226.94
S2	225.51	225.51	227.27
S3	223.70	224.74	227.10
S4	221.89	222.93	226.60

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	228.08	225.27	2.81	1.2%	1.43	0.6%	83%	True	False	84,237,480
10	228.08	224.96	3.12	1.4%	1.36	0.6%	85%	True	False	75,568,100
20	228.08	222.73	5.35	2.4%	1.35	0.6%	91%	True	False	71,191,495
40	228.34	219.15	9.19	4.0%	1.35	0.6%	92%	False	False	81,055,064
60	228.34	208.38	19.96	8.8%	1.49	0.7%	96%	False	False	88,291,976
80	228.34	208.38	19.96	8.8%	1.50	0.7%	96%	False	False	87,365,894
100	228.34	208.38	19.96	8.8%	1.57	0.7%	96%	False	False	91,324,937
120	228.34	208.38	19.96	8.8%	1.51	0.7%	96%	False	False	86,677,652

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	235.77
2.618	232.82
1.618	231.01
1.000	229.89
0.618	229.20
HIGH	228.08
0.618	227.39
0.500	227.18
0.382	226.96
LOW	226.27
0.618	225.15
1.000	224.46
1.618	223.34
2.618	221.53
4.250	218.58

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	227.46	227.29
PP	227.32	226.98
S1	227.18	226.68

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

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