SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	221.63	220.73	-0.90	-0.4%	219.17
High	221.82	220.73	-1.09	-0.5%	221.56
Low	220.31	219.15	-1.16	-0.5%	219.00
Close	220.38	219.57	-0.81	-0.4%	221.52
Range	1.51	1.58	0.07	4.6%	2.56
ATR	1.64	1.63	0.00	-0.2%	0.00
Volume	113,291,800	79,040,400	-34,251,400	-30.2%	234,323,896

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	224.56	223.64	220.44
R3	222.98	222.06	220.00
R2	221.40	221.40	219.86
R1	220.48	220.48	219.71	220.15
PP	219.82	219.82	219.82	219.65
S1	218.90	218.90	219.43	218.57
S2	218.24	218.24	219.28
S3	216.66	217.32	219.14
S4	215.08	215.74	218.70

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.37	227.51	222.93
R3	225.81	224.95	222.22
R2	223.25	223.25	221.99
R1	222.39	222.39	221.75	222.82
PP	220.69	220.69	220.69	220.91
S1	219.83	219.83	221.29	220.26
S2	218.13	218.13	221.05
S3	215.57	217.27	220.82
S4	213.01	214.71	220.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	221.82	219.15	2.67	1.2%	1.21	0.5%	16%	False	True	75,332,699
10	221.82	217.92	3.90	1.8%	1.14	0.5%	42%	False	False	72,917,799
20	221.82	208.38	13.44	6.1%	1.60	0.7%	83%	False	False	96,337,554
40	221.82	208.38	13.44	6.1%	1.60	0.7%	83%	False	False	90,056,846
60	221.82	208.38	13.44	6.1%	1.72	0.8%	83%	False	False	97,854,841
80	221.82	208.38	13.44	6.1%	1.58	0.7%	83%	False	False	90,901,873
100	221.82	208.38	13.44	6.1%	1.53	0.7%	83%	False	False	86,434,837
120	221.82	198.65	23.17	10.6%	1.65	0.8%	90%	False	False	93,735,986

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	227.45
2.618	224.87
1.618	223.29
1.000	222.31
0.618	221.71
HIGH	220.73
0.618	220.13
0.500	219.94
0.382	219.75
LOW	219.15
0.618	218.17
1.000	217.57
1.618	216.59
2.618	215.01
4.250	212.44

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	219.94	220.49
PP	219.82	220.18
S1	219.69	219.88

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

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