SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	202.07	204.70	2.63	1.3%	209.23
High	203.05	206.11	3.06	1.5%	209.73
Low	199.95	202.87	2.92	1.5%	201.51
Close	202.90	205.03	2.13	1.0%	201.88
Range	3.10	3.24	0.14	4.5%	8.22
ATR	2.68	2.72	0.04	1.5%	0.00
Volume	182,385,109	154,069,500	-28,315,609	-15.5%	695,103,001

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	214.39	212.95	206.81
R3	211.15	209.71	205.92
R2	207.91	207.91	205.62
R1	206.47	206.47	205.33	207.19
PP	204.67	204.67	204.67	205.03
S1	203.23	203.23	204.73	203.95
S2	201.43	201.43	204.44
S3	198.19	199.99	204.14
S4	194.95	196.75	203.25

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	229.03	223.68	206.40
R3	220.81	215.46	204.14
R2	212.59	212.59	203.39
R1	207.24	207.24	202.63	205.81
PP	204.37	204.37	204.37	203.66
S1	199.02	199.02	201.13	197.59
S2	196.15	196.15	200.37
S3	187.93	190.80	199.62
S4	179.71	182.58	197.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.68	199.95	8.73	4.3%	3.15	1.5%	58%	False	False	165,231,640
10	211.00	199.95	11.05	5.4%	3.20	1.6%	46%	False	False	149,913,820
20	211.00	199.95	11.05	5.4%	2.39	1.2%	46%	False	False	119,378,304
40	211.66	199.95	11.71	5.7%	2.18	1.1%	43%	False	False	113,143,544
60	211.66	186.93	24.73	12.1%	2.27	1.1%	73%	False	False	118,677,237
80	211.66	182.40	29.26	14.3%	2.70	1.3%	77%	False	False	139,402,594
100	211.66	182.40	29.26	14.3%	2.60	1.3%	77%	False	False	136,292,099
120	213.18	182.40	30.78	15.0%	2.49	1.2%	74%	False	False	133,461,832

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.75
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	219.88
2.618	214.59
1.618	211.35
1.000	209.35
0.618	208.11
HIGH	206.11
0.618	204.87
0.500	204.49
0.382	204.11
LOW	202.87
0.618	200.87
1.000	199.63
1.618	197.63
2.618	194.39
4.250	189.10

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	204.85	204.36
PP	204.67	203.70
S1	204.49	203.03

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

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