SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	228.26	227.20	-1.06	-0.5%	226.35
High	228.59	228.10	-0.49	-0.2%	229.71
Low	226.94	226.82	-0.12	-0.1%	225.27
Close	227.62	227.77	0.15	0.1%	228.97
Range	1.65	1.28	-0.37	-22.4%	4.44
ATR	1.49	1.48	-0.02	-1.0%	0.00
Volume	79,117,600	69,657,504	-9,460,096	-12.0%	374,736,296

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	231.40	230.87	228.47
R3	230.12	229.59	228.12
R2	228.84	228.84	228.00
R1	228.31	228.31	227.89	228.58
PP	227.56	227.56	227.56	227.70
S1	227.03	227.03	227.65	227.30
S2	226.28	226.28	227.54
S3	225.00	225.75	227.42
S4	223.72	224.47	227.07

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	229.59	226.32	3.27	1.4%	1.37	0.6%	44%	False	False	72,820,840
10	229.71	225.27	4.44	1.9%	1.33	0.6%	56%	False	False	80,829,800
20	229.71	224.96	4.75	2.1%	1.29	0.6%	59%	False	False	73,053,605
40	229.71	220.66	9.05	4.0%	1.36	0.6%	79%	False	False	80,784,339
60	229.71	211.30	18.41	8.1%	1.42	0.6%	89%	False	False	85,045,691
80	229.71	208.38	21.33	9.4%	1.46	0.6%	91%	False	False	85,295,125
100	229.71	208.38	21.33	9.4%	1.55	0.7%	91%	False	False	89,496,503
120	229.71	208.38	21.33	9.4%	1.51	0.7%	91%	False	False	87,631,312

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	233.54
2.618	231.45
1.618	230.17
1.000	229.38
0.618	228.89
HIGH	228.10
0.618	227.61
0.500	227.46
0.382	227.31
LOW	226.82
0.618	226.03
1.000	225.54
1.618	224.75
2.618	223.47
4.250	221.38

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	227.67	227.67
PP	227.56	227.56
S1	227.46	227.46

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

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