SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2014

Day Change Summary
	Previous	Current
	12-Dec-2014	15-Dec-2014	Change	Change %	Previous Week
Open	202.64	201.98	-0.66	-0.3%	207.52
High	203.82	202.53	-1.29	-0.6%	208.12
Low	200.85	198.78	-2.07	-1.0%	200.85
Close	200.89	199.51	-1.38	-0.7%	200.89
Range	2.97	3.75	0.78	26.3%	7.27
ATR	1.95	2.08	0.13	6.6%	0.00
Volume	202,330,219	189,965,781	-12,364,438	-6.1%	754,967,422

Daily Pivots for day following 15-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	211.52	209.27	201.57
R3	207.77	205.52	200.54
R2	204.02	204.02	200.20
R1	201.77	201.77	199.85	201.02
PP	200.27	200.27	200.27	199.90
S1	198.02	198.02	199.17	197.27
S2	196.52	196.52	198.82
S3	192.77	194.27	198.48
S4	189.02	190.52	197.45

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	225.10	220.26	204.89
R3	217.83	212.99	202.89
R2	210.56	210.56	202.22
R1	205.72	205.72	201.56	204.51
PP	203.29	203.29	203.29	202.68
S1	198.45	198.45	200.22	197.24
S2	196.02	196.02	199.56
S3	188.75	191.18	198.89
S4	181.48	183.91	196.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	206.60	198.78	7.82	3.9%	2.99	1.5%	9%	False	True	167,269,021
10	208.47	198.78	9.69	4.9%	2.22	1.1%	8%	False	True	127,073,410
20	208.47	198.78	9.69	4.9%	1.68	0.8%	8%	False	True	104,689,929
40	208.47	188.07	20.40	10.2%	1.63	0.8%	56%	False	False	106,201,467
60	208.47	181.92	26.55	13.3%	2.03	1.0%	66%	False	False	128,557,913
80	208.47	181.92	26.55	13.3%	1.85	0.9%	66%	False	False	116,936,791
100	208.47	181.92	26.55	13.3%	1.80	0.9%	66%	False	False	113,397,190
120	208.47	181.92	26.55	13.3%	1.68	0.8%	66%	False	False	107,879,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	218.47
2.618	212.35
1.618	208.60
1.000	206.28
0.618	204.85
HIGH	202.53
0.618	201.10
0.500	200.66
0.382	200.21
LOW	198.78
0.618	196.46
1.000	195.03
1.618	192.71
2.618	188.96
4.250	182.84

Fisher Pivots for day following 15-Dec-2014
Pivot	1 day	3 day
R1	200.66	202.49
PP	200.27	201.49
S1	199.89	200.50

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

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