SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	206.08	209.23	3.15	1.5%	209.75
High	209.97	209.73	-0.24	-0.1%	211.00
Low	205.93	207.20	1.27	0.6%	204.75
Close	209.62	208.35	-1.27	-0.6%	209.62
Range	4.04	2.53	-1.51	-37.4%	6.25
ATR	2.35	2.36	0.01	0.6%	0.00
Volume	192,915,297	102,027,102	-90,888,195	-47.1%	678,261,695

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.02	214.71	209.74
R3	213.49	212.18	209.05
R2	210.96	210.96	208.81
R1	209.65	209.65	208.58	209.04
PP	208.43	208.43	208.43	208.12
S1	207.12	207.12	208.12	206.51
S2	205.90	205.90	207.89
S3	203.37	204.59	207.65
S4	200.84	202.06	206.96

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%	3.09	1.5%	58%	False	False	133,493,218
10	211.00	204.75	6.25	3.0%	2.23	1.1%	58%	False	False	103,333,749
20	211.00	202.18	8.82	4.2%	2.14	1.0%	70%	False	False	106,265,088
40	211.66	198.94	12.72	6.1%	1.98	0.9%	74%	False	False	104,124,945
60	211.66	186.93	24.73	11.9%	2.24	1.1%	87%	False	False	118,156,223
80	211.66	182.40	29.26	14.0%	2.70	1.3%	89%	False	False	139,501,135
100	213.18	182.40	30.78	14.8%	2.51	1.2%	84%	False	False	132,340,530
120	213.34	182.40	30.94	14.9%	2.41	1.2%	84%	False	False	130,923,526

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	220.48
2.618	216.35
1.618	213.82
1.000	212.26
0.618	211.29
HIGH	209.73
0.618	208.76
0.500	208.47
0.382	208.17
LOW	207.20
0.618	205.64
1.000	204.67
1.618	203.11
2.618	200.58
4.250	196.45

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	208.47	208.02
PP	208.43	207.69
S1	208.39	207.36

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

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