SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	201.98	198.58	-3.40	-1.7%	207.52
High	202.53	202.40	-0.13	-0.1%	208.12
Low	198.78	197.86	-0.92	-0.5%	200.85
Close	199.51	197.91	-1.60	-0.8%	200.89
Range	3.75	4.54	0.79	21.1%	7.27
ATR	2.08	2.26	0.18	8.4%	0.00
Volume	189,965,781	258,945,703	68,979,922	36.3%	754,967,422

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	213.01	210.00	200.41
R3	208.47	205.46	199.16
R2	203.93	203.93	198.74
R1	200.92	200.92	198.33	200.16
PP	199.39	199.39	199.39	199.01
S1	196.38	196.38	197.49	195.62
S2	194.85	194.85	197.08
S3	190.31	191.84	196.66
S4	185.77	187.30	195.41

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	206.19	197.86	8.33	4.2%	3.36	1.7%	1%	False	True	194,022,181
10	208.47	197.86	10.61	5.4%	2.52	1.3%	0%	False	True	145,517,271
20	208.47	197.86	10.61	5.4%	1.86	0.9%	0%	False	True	113,615,170
40	208.47	191.48	16.99	8.6%	1.69	0.9%	38%	False	False	109,424,842
60	208.47	181.92	26.55	13.4%	2.08	1.0%	60%	False	False	130,781,130
80	208.47	181.92	26.55	13.4%	1.89	1.0%	60%	False	False	119,222,271
100	208.47	181.92	26.55	13.4%	1.83	0.9%	60%	False	False	115,218,275
120	208.47	181.92	26.55	13.4%	1.71	0.9%	60%	False	False	109,335,218

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	0.50
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	221.70
2.618	214.29
1.618	209.75
1.000	206.94
0.618	205.21
HIGH	202.40
0.618	200.67
0.500	200.13
0.382	199.59
LOW	197.86
0.618	195.05
1.000	193.32
1.618	190.51
2.618	185.97
4.250	178.57

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	200.13	200.84
PP	199.39	199.86
S1	198.65	198.89

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

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