SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jan-2017

Day Change Summary
	Previous	Current
	30-Jan-2017	31-Jan-2017	Change	Change %	Previous Week
Open	228.17	226.98	-1.19	-0.5%	226.35
High	228.20	227.60	-0.60	-0.3%	229.71
Low	226.41	226.32	-0.09	0.0%	225.27
Close	227.55	227.53	-0.02	0.0%	228.97
Range	1.79	1.28	-0.51	-28.5%	4.44
ATR	1.50	1.48	-0.02	-1.0%	0.00
Volume	79,737,200	75,880,800	-3,856,400	-4.8%	374,736,296

Daily Pivots for day following 31-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	230.99	230.54	228.23
R3	229.71	229.26	227.88
R2	228.43	228.43	227.76
R1	227.98	227.98	227.65	228.21
PP	227.15	227.15	227.15	227.26
S1	226.70	226.70	227.41	226.93
S2	225.87	225.87	227.30
S3	224.59	225.42	227.18
S4	223.31	224.14	226.83

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	226.32	3.39	1.5%	1.13	0.5%	36%	False	True	71,947,499
10	229.71	225.27	4.44	2.0%	1.28	0.6%	51%	False	False	78,092,489
20	229.71	223.88	5.83	2.6%	1.30	0.6%	63%	False	False	74,120,395
40	229.71	219.26	10.45	4.6%	1.34	0.6%	79%	False	False	80,631,914
60	229.71	208.38	21.33	9.4%	1.42	0.6%	90%	False	False	85,867,127
80	229.71	208.38	21.33	9.4%	1.47	0.6%	90%	False	False	85,344,380
100	229.71	208.38	21.33	9.4%	1.57	0.7%	90%	False	False	90,965,670
120	229.71	208.38	21.33	9.4%	1.50	0.7%	90%	False	False	87,478,553

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	233.04
2.618	230.95
1.618	229.67
1.000	228.88
0.618	228.39
HIGH	227.60
0.618	227.11
0.500	226.96
0.382	226.81
LOW	226.32
0.618	225.53
1.000	225.04
1.618	224.25
2.618	222.97
4.250	220.88

Fisher Pivots for day following 31-Jan-2017
Pivot	1 day	3 day
R1	227.34	227.96
PP	227.15	227.81
S1	226.96	227.67

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

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