SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Feb-2017

Day Change Summary
	Previous	Current
	08-Feb-2017	09-Feb-2017	Change	Change %	Previous Week
Open	228.61	229.56	0.95	0.4%	228.17
High	229.39	230.95	1.56	0.7%	229.55
Low	228.31	229.52	1.21	0.5%	226.32
Close	229.24	230.60	1.36	0.6%	229.34
Range	1.08	1.43	0.35	32.4%	3.23
ATR	1.39	1.41	0.02	1.6%	0.00
Volume	51,566,200	65,955,200	14,389,000	27.9%	384,956,208

Daily Pivots for day following 09-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	234.65	234.05	231.39
R3	233.22	232.62	230.99
R2	231.79	231.79	230.86
R1	231.19	231.19	230.73	231.49
PP	230.36	230.36	230.36	230.51
S1	229.76	229.76	230.47	230.06
S2	228.93	228.93	230.34
S3	227.50	228.33	230.21
S4	226.07	226.90	229.81

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	230.95	228.31	2.64	1.1%	1.07	0.5%	87%	True	False	62,761,140
10	230.95	226.32	4.63	2.0%	1.22	0.5%	92%	True	False	67,790,990
20	230.95	224.96	5.99	2.6%	1.23	0.5%	94%	True	False	71,978,870
40	230.95	222.73	8.22	3.6%	1.29	0.6%	96%	True	False	77,120,697
60	230.95	215.72	15.23	6.6%	1.28	0.6%	98%	True	False	77,814,756
80	230.95	208.38	22.57	9.8%	1.41	0.6%	98%	True	False	83,582,803
100	230.95	208.38	22.57	9.8%	1.47	0.6%	98%	True	False	84,775,343
120	230.95	208.38	22.57	9.8%	1.52	0.7%	98%	True	False	87,809,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	237.03
2.618	234.69
1.618	233.26
1.000	232.38
0.618	231.83
HIGH	230.95
0.618	230.40
0.500	230.24
0.382	230.07
LOW	229.52
0.618	228.64
1.000	228.09
1.618	227.21
2.618	225.78
4.250	223.44

Fisher Pivots for day following 09-Feb-2017
Pivot	1 day	3 day
R1	230.48	230.28
PP	230.36	229.95
S1	230.24	229.63

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

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