SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	206.37	208.40	2.03	1.0%	209.23
High	208.39	208.48	0.09	0.0%	209.73
Low	204.80	204.84	0.04	0.0%	201.51
Close	208.03	204.86	-3.17	-1.5%	201.88
Range	3.59	3.64	0.05	1.4%	8.22
ATR	2.78	2.84	0.06	2.2%	0.00
Volume	197,016,703	173,092,500	-23,924,203	-12.1%	695,103,001

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.98	214.56	206.86
R3	213.34	210.92	205.86
R2	209.70	209.70	205.53
R1	207.28	207.28	205.19	206.67
PP	206.06	206.06	206.06	205.76
S1	203.64	203.64	204.53	203.03
S2	202.42	202.42	204.19
S3	198.78	200.00	203.86
S4	195.14	196.36	202.86

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	208.48	199.95	8.53	4.2%	3.24	1.6%	58%	True	False	183,547,421
10	209.97	199.95	10.02	4.9%	3.21	1.6%	49%	False	False	159,458,211
20	211.00	199.95	11.05	5.4%	2.50	1.2%	44%	False	False	125,760,455
40	211.66	199.95	11.71	5.7%	2.28	1.1%	42%	False	False	117,884,112
60	211.66	186.93	24.73	12.1%	2.33	1.1%	73%	False	False	120,734,367
80	211.66	186.93	24.73	12.1%	2.50	1.2%	73%	False	False	133,065,502
100	211.66	182.40	29.26	14.3%	2.64	1.3%	77%	False	False	137,434,133
120	213.18	182.40	30.78	15.0%	2.50	1.2%	73%	False	False	133,989,441

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	0.85
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	223.95
2.618	218.01
1.618	214.37
1.000	212.12
0.618	210.73
HIGH	208.48
0.618	207.09
0.500	206.66
0.382	206.23
LOW	204.84
0.618	202.59
1.000	201.20
1.618	198.95
2.618	195.31
4.250	189.37

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	206.66	205.68
PP	206.06	205.40
S1	205.46	205.13

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

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