SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	208.83	206.08	-2.75	-1.3%	209.75
High	209.15	209.97	0.82	0.4%	211.00
Low	204.75	205.93	1.18	0.6%	204.75
Close	205.61	209.62	4.01	2.0%	209.62
Range	4.40	4.04	-0.36	-8.2%	6.25
ATR	2.19	2.35	0.15	7.1%	0.00
Volume	166,224,094	192,915,297	26,691,203	16.1%	678,261,695

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	220.63	219.16	211.84
R3	216.59	215.12	210.73
R2	212.55	212.55	210.36
R1	211.08	211.08	209.99	211.82
PP	208.51	208.51	208.51	208.87
S1	207.04	207.04	209.25	207.78
S2	204.47	204.47	208.88
S3	200.43	203.00	208.51
S4	196.39	198.96	207.40

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	227.21	224.66	213.06
R3	220.96	218.41	211.34
R2	214.71	214.71	210.77
R1	212.16	212.16	210.19	210.31
PP	208.46	208.46	208.46	207.53
S1	205.91	205.91	209.05	204.06
S2	202.21	202.21	208.47
S3	195.96	199.66	207.90
S4	189.71	193.41	206.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.00	204.75	6.25	3.0%	2.85	1.4%	78%	False	False	135,652,339
10	211.00	204.75	6.25	3.0%	2.11	1.0%	78%	False	False	102,532,189
20	211.00	202.18	8.82	4.2%	2.10	1.0%	84%	False	False	106,687,304
40	211.66	198.94	12.72	6.1%	1.95	0.9%	84%	False	False	104,272,717
60	211.66	186.93	24.73	11.8%	2.24	1.1%	92%	False	False	118,450,623
80	211.66	182.40	29.26	14.0%	2.69	1.3%	93%	False	False	139,343,086
100	213.18	182.40	30.78	14.7%	2.49	1.2%	88%	False	False	132,387,091
120	213.34	182.40	30.94	14.8%	2.41	1.1%	88%	False	False	131,129,206

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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	227.14
2.618	220.55
1.618	216.51
1.000	214.01
0.618	212.47
HIGH	209.97
0.618	208.43
0.500	207.95
0.382	207.47
LOW	205.93
0.618	203.43
1.000	201.89
1.618	199.39
2.618	195.35
4.250	188.76

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	209.06	209.04
PP	208.51	208.46
S1	207.95	207.88

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

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