SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	207.11	205.13	-1.98	-1.0%	201.41
High	207.21	205.89	-1.32	-0.6%	206.33
Low	205.76	203.87	-1.89	-0.9%	200.09
Close	205.93	203.87	-2.06	-1.0%	205.68
Range	1.45	2.02	0.57	39.3%	6.24
ATR	2.57	2.53	-0.04	-1.4%	0.00
Volume	63,317,602	114,877,797	51,560,195	81.4%	369,649,899

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	210.60	209.26	204.98
R3	208.58	207.24	204.43
R2	206.56	206.56	204.24
R1	205.22	205.22	204.06	204.88
PP	204.54	204.54	204.54	204.38
S1	203.20	203.20	203.68	202.86
S2	202.52	202.52	203.50
S3	200.50	201.18	203.31
S4	198.48	199.16	202.76

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	207.79	203.87	3.92	1.9%	1.40	0.7%	0%	False	True	77,055,600
10	208.48	199.83	8.65	4.2%	1.93	0.9%	47%	False	False	113,087,170
20	209.97	199.83	10.14	5.0%	2.61	1.3%	40%	False	False	135,929,270
40	211.50	199.83	11.67	5.7%	2.24	1.1%	35%	False	False	116,695,632
60	211.66	197.48	14.18	7.0%	2.12	1.0%	45%	False	False	113,461,952
80	211.66	186.93	24.73	12.1%	2.32	1.1%	68%	False	False	122,180,521
100	211.66	182.40	29.26	14.4%	2.64	1.3%	73%	False	False	138,050,978
120	213.18	182.40	30.78	15.1%	2.46	1.2%	70%	False	False	131,481,490

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	0.36
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	214.48
2.618	211.18
1.618	209.16
1.000	207.91
0.618	207.14
HIGH	205.89
0.618	205.12
0.500	204.88
0.382	204.64
LOW	203.87
0.618	202.62
1.000	201.85
1.618	200.60
2.618	198.58
4.250	195.29

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	204.88	205.83
PP	204.54	205.18
S1	204.21	204.52

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

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