SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Feb-2017

Day Change Summary
	Previous	Current
	15-Feb-2017	16-Feb-2017	Change	Change %	Previous Week
Open	233.45	234.96	1.51	0.6%	228.87
High	235.14	235.15	0.01	0.0%	231.77
Low	233.39	233.85	0.46	0.2%	228.31
Close	234.92	234.72	-0.20	-0.1%	231.51
Range	1.75	1.30	-0.45	-25.7%	3.46
ATR	1.44	1.43	-0.01	-0.7%	0.00
Volume	86,785,800	84,722,400	-2,063,400	-2.4%	299,258,400

Daily Pivots for day following 16-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	238.47	237.90	235.44
R3	237.17	236.60	235.08
R2	235.87	235.87	234.96
R1	235.30	235.30	234.84	234.94
PP	234.57	234.57	234.57	234.39
S1	234.00	234.00	234.60	233.64
S2	233.27	233.27	234.48
S3	231.97	232.70	234.36
S4	230.67	231.40	234.01

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	240.91	239.67	233.41
R3	237.45	236.21	232.46
R2	233.99	233.99	232.14
R1	232.75	232.75	231.83	233.37
PP	230.53	230.53	230.53	230.84
S1	229.29	229.29	231.19	229.91
S2	227.07	227.07	230.88
S3	223.61	225.83	230.56
S4	220.15	222.37	229.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	235.15	230.62	4.53	1.9%	1.35	0.6%	91%	True	False	72,762,979
10	235.15	228.31	6.84	2.9%	1.21	0.5%	94%	True	False	67,762,060
20	235.15	225.27	9.88	4.2%	1.27	0.5%	96%	True	False	74,295,930
40	235.15	222.73	12.42	5.3%	1.25	0.5%	97%	True	False	70,598,247
60	235.15	219.00	16.15	6.9%	1.30	0.6%	97%	True	False	77,079,791
80	235.15	208.38	26.77	11.4%	1.42	0.6%	98%	True	False	83,575,574
100	235.15	208.38	26.77	11.4%	1.46	0.6%	98%	True	False	84,310,251
120	235.15	208.38	26.77	11.4%	1.53	0.7%	98%	True	False	88,081,248

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	0.24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	240.68
2.618	238.55
1.618	237.25
1.000	236.45
0.618	235.95
HIGH	235.15
0.618	234.65
0.500	234.50
0.382	234.35
LOW	233.85
0.618	233.05
1.000	232.55
1.618	231.75
2.618	230.45
4.250	228.33

Fisher Pivots for day following 16-Feb-2017
Pivot	1 day	3 day
R1	234.65	234.37
PP	234.57	234.01
S1	234.50	233.66

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

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