SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	228.70	229.40	0.70	0.3%	226.31
High	229.57	229.71	0.14	0.1%	227.31
Low	228.51	229.01	0.50	0.2%	225.41
Close	229.57	229.33	-0.24	-0.1%	226.74
Range	1.06	0.70	-0.36	-34.0%	1.90
ATR	1.52	1.46	-0.06	-3.9%	0.00
Volume	84,437,696	59,970,700	-24,466,996	-29.0%	311,811,400

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	231.45	231.09	229.72
R3	230.75	230.39	229.52
R2	230.05	230.05	229.46
R1	229.69	229.69	229.39	229.52
PP	229.35	229.35	229.35	229.27
S1	228.99	228.99	229.27	228.82
S2	228.65	228.65	229.20
S3	227.95	228.29	229.14
S4	227.25	227.59	228.95

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	229.71	225.27	4.44	1.9%	1.29	0.6%	91%	True	False	88,838,759
10	229.71	224.96	4.75	2.1%	1.24	0.5%	92%	True	False	76,166,750
20	229.71	222.73	6.98	3.0%	1.38	0.6%	95%	True	False	74,443,405
40	229.71	219.15	10.56	4.6%	1.35	0.6%	96%	True	False	81,804,157
60	229.71	208.38	21.33	9.3%	1.46	0.6%	98%	True	False	87,068,061
80	229.71	208.38	21.33	9.3%	1.47	0.6%	98%	True	False	86,106,215
100	229.71	208.38	21.33	9.3%	1.56	0.7%	98%	True	False	90,937,885
120	229.71	208.38	21.33	9.3%	1.49	0.7%	98%	True	False	87,042,896

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.29
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	232.69
2.618	231.54
1.618	230.84
1.000	230.41
0.618	230.14
HIGH	229.71
0.618	229.44
0.500	229.36
0.382	229.28
LOW	229.01
0.618	228.58
1.000	228.31
1.618	227.88
2.618	227.18
4.250	226.04

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	229.36	228.88
PP	229.35	228.44
S1	229.34	227.99

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

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