SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	204.70	206.37	1.67	0.8%	209.23
High	206.11	208.39	2.28	1.1%	209.73
Low	202.87	204.80	1.93	1.0%	201.51
Close	205.03	208.03	3.00	1.5%	201.88
Range	3.24	3.59	0.35	10.8%	8.22
ATR	2.72	2.78	0.06	2.3%	0.00
Volume	154,069,500	197,016,703	42,947,203	27.9%	695,103,001

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	217.84	216.53	210.00
R3	214.25	212.94	209.02
R2	210.66	210.66	208.69
R1	209.35	209.35	208.36	210.01
PP	207.07	207.07	207.07	207.40
S1	205.76	205.76	207.70	206.42
S2	203.48	203.48	207.37
S3	199.89	202.17	207.04
S4	196.30	198.58	206.06

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	208.39	199.95	8.44	4.1%	2.97	1.4%	96%	True	False	172,154,681
10	209.97	199.95	10.02	4.8%	3.28	1.6%	81%	False	False	158,771,370
20	211.00	199.95	11.05	5.3%	2.46	1.2%	73%	False	False	123,172,955
40	211.66	199.95	11.71	5.6%	2.24	1.1%	69%	False	False	116,107,749
60	211.66	186.93	24.73	11.9%	2.30	1.1%	85%	False	False	119,396,002
80	211.66	186.92	24.74	11.9%	2.56	1.2%	85%	False	False	135,524,756
100	211.66	182.40	29.26	14.1%	2.63	1.3%	88%	False	False	136,938,656
120	213.18	182.40	30.78	14.8%	2.51	1.2%	83%	False	False	134,235,514

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	223.65
2.618	217.79
1.618	214.20
1.000	211.98
0.618	210.61
HIGH	208.39
0.618	207.02
0.500	206.60
0.382	206.17
LOW	204.80
0.618	202.58
1.000	201.21
1.618	198.99
2.618	195.40
4.250	189.54

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	207.55	206.74
PP	207.07	205.46
S1	206.60	204.17

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

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