SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	201.41	202.72	1.31	0.7%	202.07
High	201.88	203.85	1.97	1.0%	208.48
Low	200.09	201.55	1.46	0.7%	199.83
Close	201.67	203.50	1.83	0.9%	200.02
Range	1.79	2.30	0.51	28.5%	8.65
ATR	2.92	2.87	-0.04	-1.5%	0.00
Volume	99,094,305	111,026,195	11,931,890	12.0%	957,957,218

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.87	208.98	204.77
R3	207.57	206.68	204.13
R2	205.27	205.27	203.92
R1	204.38	204.38	203.71	204.83
PP	202.97	202.97	202.97	203.19
S1	202.08	202.08	203.29	202.53
S2	200.67	200.67	203.08
S3	198.37	199.78	202.87
S4	196.07	197.48	202.24

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	228.73	223.02	204.78
R3	220.08	214.37	202.40
R2	211.43	211.43	201.61
R1	205.72	205.72	200.81	204.25
PP	202.78	202.78	202.78	202.04
S1	197.07	197.07	199.23	195.60
S2	194.13	194.13	198.43
S3	185.48	188.42	197.64
S4	176.83	179.77	195.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	208.48	199.83	8.65	4.3%	2.88	1.4%	42%	False	False	166,324,621
10	208.68	199.83	8.85	4.3%	3.02	1.5%	41%	False	False	165,778,131
20	211.00	199.83	11.17	5.5%	2.68	1.3%	33%	False	False	136,478,000
40	211.66	199.83	11.83	5.8%	2.30	1.1%	31%	False	False	119,712,289
60	211.66	186.93	24.73	12.2%	2.28	1.1%	67%	False	False	120,210,444
80	211.66	186.93	24.73	12.2%	2.43	1.2%	67%	False	False	129,161,739
100	211.66	182.40	29.26	14.4%	2.66	1.3%	72%	False	False	139,045,649
120	213.18	182.40	30.78	15.1%	2.52	1.2%	69%	False	False	134,308,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.89
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	213.63
2.618	209.87
1.618	207.57
1.000	206.15
0.618	205.27
HIGH	203.85
0.618	202.97
0.500	202.70
0.382	202.43
LOW	201.55
0.618	200.13
1.000	199.25
1.618	197.83
2.618	195.53
4.250	191.78

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	203.23	202.95
PP	202.97	202.39
S1	202.70	201.84

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

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