SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	205.72	204.86	-0.86	-0.4%	201.41
High	206.33	205.26	-1.07	-0.5%	206.33
Low	205.42	203.94	-1.48	-0.7%	200.09
Close	205.68	205.21	-0.47	-0.2%	205.68
Range	0.91	1.32	0.41	45.1%	6.24
ATR	2.71	2.64	-0.07	-2.6%	0.00
Volume	48,542,102	65,899,898	17,357,796	35.8%	369,649,899

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	208.76	208.31	205.94
R3	207.44	206.99	205.57
R2	206.12	206.12	205.45
R1	205.67	205.67	205.33	205.90
PP	204.80	204.80	204.80	204.92
S1	204.35	204.35	205.09	204.58
S2	203.48	203.48	204.97
S3	202.16	203.03	204.85
S4	200.84	201.71	204.48

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	222.75	220.46	209.11
R3	216.51	214.22	207.40
R2	210.27	210.27	206.82
R1	207.98	207.98	206.25	209.13
PP	204.03	204.03	204.03	204.61
S1	201.74	201.74	205.11	202.89
S2	197.79	197.79	204.54
S3	191.55	195.50	203.96
S4	185.31	189.26	202.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	206.33	200.09	6.24	3.0%	1.56	0.8%	82%	False	False	87,109,959
10	208.48	199.83	8.65	4.2%	2.45	1.2%	62%	False	False	139,350,701
20	211.00	199.83	11.17	5.4%	2.66	1.3%	48%	False	False	138,343,585
40	211.66	199.83	11.83	5.8%	2.27	1.1%	45%	False	False	117,739,577
60	211.66	189.12	22.54	11.0%	2.21	1.1%	71%	False	False	116,407,992
80	211.66	186.93	24.73	12.1%	2.36	1.2%	74%	False	False	124,735,000
100	211.66	182.40	29.26	14.3%	2.65	1.3%	78%	False	False	138,484,210
120	213.18	182.40	30.78	15.0%	2.48	1.2%	74%	False	False	132,388,184

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	0.66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	210.87
2.618	208.72
1.618	207.40
1.000	206.58
0.618	206.08
HIGH	205.26
0.618	204.76
0.500	204.60
0.382	204.44
LOW	203.94
0.618	203.12
1.000	202.62
1.618	201.80
2.618	200.48
4.250	198.33

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	205.01	205.19
PP	204.80	205.16
S1	204.60	205.14

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

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