SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2016

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	220.65	221.22	0.57	0.3%	221.16
High	221.40	221.74	0.34	0.2%	221.82
Low	220.42	220.66	0.24	0.1%	219.15
Close	221.00	221.70	0.70	0.3%	219.68
Range	0.98	1.08	0.10	10.2%	2.67
ATR	1.60	1.56	-0.04	-2.3%	0.00
Volume	67,837,800	59,877,300	-7,960,500	-11.7%	413,631,600

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	224.61	224.23	222.29
R3	223.53	223.15	222.00
R2	222.45	222.45	221.90
R1	222.07	222.07	221.80	222.26
PP	221.37	221.37	221.37	221.46
S1	220.99	220.99	221.60	221.18
S2	220.29	220.29	221.50
S3	219.21	219.91	221.40
S4	218.13	218.83	221.11

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.23	226.62	221.15
R3	225.56	223.95	220.41
R2	222.89	222.89	220.17
R1	221.28	221.28	219.92	220.75
PP	220.22	220.22	220.22	219.95
S1	218.61	218.61	219.44	218.08
S2	217.55	217.55	219.19
S3	214.88	215.94	218.95
S4	212.21	213.27	218.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	221.82	219.15	2.67	1.2%	1.23	0.6%	96%	False	False	78,977,520
10	221.82	219.15	2.67	1.2%	1.12	0.5%	96%	False	False	70,326,799
20	221.82	212.34	9.48	4.3%	1.49	0.7%	99%	False	False	91,072,519
40	221.82	208.38	13.44	6.1%	1.57	0.7%	99%	False	False	90,006,469
60	221.82	208.38	13.44	6.1%	1.62	0.7%	99%	False	False	93,501,253
80	221.82	208.38	13.44	6.1%	1.58	0.7%	99%	False	False	91,036,846
100	221.82	208.38	13.44	6.1%	1.52	0.7%	99%	False	False	85,603,292
120	221.82	198.65	23.17	10.5%	1.62	0.7%	99%	False	False	92,226,309

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	226.33
2.618	224.57
1.618	223.49
1.000	222.82
0.618	222.41
HIGH	221.74
0.618	221.33
0.500	221.20
0.382	221.07
LOW	220.66
0.618	219.99
1.000	219.58
1.618	218.91
2.618	217.83
4.250	216.07

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	221.53	221.30
PP	221.37	220.90
S1	221.20	220.50

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

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