SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	229.42	228.17	-1.25	-0.5%	226.35
High	229.59	228.20	-1.39	-0.6%	229.71
Low	228.76	226.41	-2.35	-1.0%	225.27
Close	228.97	227.55	-1.42	-0.6%	228.97
Range	0.83	1.79	0.96	115.7%	4.44
ATR	1.42	1.50	0.08	5.8%	0.00
Volume	59,711,100	79,737,200	20,026,100	33.5%	374,736,296

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	232.76	231.94	228.53
R3	230.97	230.15	228.04
R2	229.18	229.18	227.88
R1	228.36	228.36	227.71	227.88
PP	227.39	227.39	227.39	227.14
S1	226.57	226.57	227.39	226.09
S2	225.60	225.60	227.22
S3	223.81	224.78	227.06
S4	222.02	222.99	226.57

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	226.27	3.44	1.5%	1.24	0.5%	37%	False	False	75,882,379
10	229.71	225.27	4.44	2.0%	1.25	0.6%	51%	False	False	76,628,489
20	229.71	222.73	6.98	3.1%	1.34	0.6%	69%	False	False	75,776,270
40	229.71	219.15	10.56	4.6%	1.34	0.6%	80%	False	False	80,710,904
60	229.71	208.38	21.33	9.4%	1.43	0.6%	90%	False	False	86,324,627
80	229.71	208.38	21.33	9.4%	1.46	0.6%	90%	False	False	85,306,069
100	229.71	208.38	21.33	9.4%	1.56	0.7%	90%	False	False	90,972,410
120	229.71	208.38	21.33	9.4%	1.50	0.7%	90%	False	False	87,273,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	235.81
2.618	232.89
1.618	231.10
1.000	229.99
0.618	229.31
HIGH	228.20
0.618	227.52
0.500	227.31
0.382	227.09
LOW	226.41
0.618	225.30
1.000	224.62
1.618	223.51
2.618	221.72
4.250	218.80

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	227.47	228.06
PP	227.39	227.89
S1	227.31	227.72

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

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