SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	229.40	229.42	0.02	0.0%	226.35
High	229.71	229.59	-0.12	-0.1%	229.71
Low	229.01	228.76	-0.25	-0.1%	225.27
Close	229.33	228.97	-0.36	-0.2%	228.97
Range	0.70	0.83	0.13	18.6%	4.44
ATR	1.46	1.42	-0.05	-3.1%	0.00
Volume	59,970,700	59,711,100	-259,600	-0.4%	374,736,296

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	231.60	231.11	229.43
R3	230.77	230.28	229.20
R2	229.94	229.94	229.12
R1	229.45	229.45	229.05	229.28
PP	229.11	229.11	229.11	229.02
S1	228.62	228.62	228.89	228.45
S2	228.28	228.28	228.82
S3	227.45	227.79	228.74
S4	226.62	226.96	228.51

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	241.30	239.58	231.41
R3	236.86	235.14	230.19
R2	232.42	232.42	229.78
R1	230.70	230.70	229.38	231.56
PP	227.98	227.98	227.98	228.42
S1	226.26	226.26	228.56	227.12
S2	223.54	223.54	228.16
S3	219.10	221.82	227.75
S4	214.66	217.38	226.53

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%	1.19	0.5%	83%	False	False	74,947,259
10	229.71	225.27	4.44	1.9%	1.15	0.5%	83%	False	False	74,926,549
20	229.71	222.73	6.98	3.0%	1.30	0.6%	89%	False	False	74,224,210
40	229.71	219.15	10.56	4.6%	1.34	0.6%	93%	False	False	81,549,769
60	229.71	208.38	21.33	9.3%	1.46	0.6%	97%	False	False	87,042,037
80	229.71	208.38	21.33	9.3%	1.46	0.6%	97%	False	False	85,808,704
100	229.71	208.38	21.33	9.3%	1.56	0.7%	97%	False	False	90,742,058
120	229.71	208.38	21.33	9.3%	1.49	0.7%	97%	False	False	86,941,388

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	233.12
2.618	231.76
1.618	230.93
1.000	230.42
0.618	230.10
HIGH	229.59
0.618	229.27
0.500	229.18
0.382	229.08
LOW	228.76
0.618	228.25
1.000	227.93
1.618	227.42
2.618	226.59
4.250	225.23

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	229.18	229.11
PP	229.11	229.06
S1	229.04	229.02

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

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