SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Feb-2017

Day Change Summary
	Previous	Current
	07-Feb-2017	08-Feb-2017	Change	Change %	Previous Week
Open	229.38	228.61	-0.77	-0.3%	228.17
High	229.66	229.39	-0.27	-0.1%	229.55
Low	228.72	228.31	-0.41	-0.2%	226.32
Close	228.94	229.24	0.30	0.1%	229.34
Range	0.94	1.08	0.14	14.9%	3.23
ATR	1.41	1.39	-0.02	-1.7%	0.00
Volume	57,931,100	51,566,200	-6,364,900	-11.0%	384,956,208

Daily Pivots for day following 08-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	232.22	231.81	229.83
R3	231.14	230.73	229.54
R2	230.06	230.06	229.44
R1	229.65	229.65	229.34	229.86
PP	228.98	228.98	228.98	229.08
S1	228.57	228.57	229.14	228.78
S2	227.90	227.90	229.04
S3	226.82	227.49	228.94
S4	225.74	226.41	228.65

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.09	236.95	231.12
R3	234.86	233.72	230.23
R2	231.63	231.63	229.93
R1	230.49	230.49	229.64	231.06
PP	228.40	228.40	228.40	228.69
S1	227.26	227.26	229.04	227.83
S2	225.17	225.17	228.75
S3	221.94	224.03	228.45
S4	218.71	220.80	227.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	229.66	226.82	2.84	1.2%	1.04	0.5%	85%	False	False	63,501,601
10	229.71	226.32	3.39	1.5%	1.14	0.5%	86%	False	False	67,192,540
20	229.71	224.96	4.75	2.1%	1.23	0.5%	90%	False	False	72,413,610
40	229.71	222.73	6.98	3.0%	1.28	0.6%	93%	False	False	78,022,219
60	229.71	215.32	14.39	6.3%	1.28	0.6%	97%	False	False	78,391,381
80	229.71	208.38	21.33	9.3%	1.41	0.6%	98%	False	False	83,925,191
100	229.71	208.38	21.33	9.3%	1.47	0.6%	98%	False	False	85,668,038
120	229.71	208.38	21.33	9.3%	1.51	0.7%	98%	False	False	87,701,110

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	233.98
2.618	232.22
1.618	231.14
1.000	230.47
0.618	230.06
HIGH	229.39
0.618	228.98
0.500	228.85
0.382	228.72
LOW	228.31
0.618	227.64
1.000	227.23
1.618	226.56
2.618	225.48
4.250	223.72

Fisher Pivots for day following 08-Feb-2017
Pivot	1 day	3 day
R1	229.11	229.16
PP	228.98	229.07
S1	228.85	228.99

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

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