SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	202.72	204.69	1.97	1.0%	202.07
High	203.85	206.07	2.22	1.1%	208.48
Low	201.55	204.58	3.03	1.5%	199.83
Close	203.50	206.02	2.52	1.2%	200.02
Range	2.30	1.49	-0.81	-35.2%	8.65
ATR	2.87	2.85	-0.02	-0.7%	0.00
Volume	111,026,195	110,987,297	-38,898	0.0%	957,957,218

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.03	209.51	206.84
R3	208.54	208.02	206.43
R2	207.05	207.05	206.29
R1	206.53	206.53	206.16	206.79
PP	205.56	205.56	205.56	205.69
S1	205.04	205.04	205.88	205.30
S2	204.07	204.07	205.75
S3	202.58	203.55	205.61
S4	201.09	202.06	205.20

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	4.2%	2.46	1.2%	72%	False	False	149,118,740
10	208.48	199.83	8.65	4.2%	2.72	1.3%	72%	False	False	160,636,710
20	211.00	199.83	11.17	5.4%	2.63	1.3%	55%	False	False	137,086,370
40	211.66	199.83	11.83	5.7%	2.31	1.1%	52%	False	False	120,539,330
60	211.66	189.12	22.54	10.9%	2.26	1.1%	75%	False	False	119,409,473
80	211.66	186.93	24.73	12.0%	2.42	1.2%	77%	False	False	128,507,845
100	211.66	182.40	29.26	14.2%	2.66	1.3%	81%	False	False	139,015,866
120	213.18	182.40	30.78	14.9%	2.51	1.2%	77%	False	False	134,249,836

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.70
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	212.40
2.618	209.97
1.618	208.48
1.000	207.56
0.618	206.99
HIGH	206.07
0.618	205.50
0.500	205.33
0.382	205.15
LOW	204.58
0.618	203.66
1.000	203.09
1.618	202.17
2.618	200.68
4.250	198.25

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	205.79	205.04
PP	205.56	204.06
S1	205.33	203.08

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

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