SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Dec-2016

Day Change Summary
	Previous	Current
	02-Dec-2016	05-Dec-2016	Change	Change %	Previous Week
Open	219.67	220.65	0.98	0.4%	221.16
High	220.25	221.40	1.15	0.5%	221.82
Low	219.26	220.42	1.16	0.5%	219.15
Close	219.68	221.00	1.32	0.6%	219.68
Range	0.99	0.98	-0.01	-1.0%	2.67
ATR	1.59	1.60	0.01	0.6%	0.00
Volume	74,840,304	67,837,800	-7,002,504	-9.4%	413,631,600

Daily Pivots for day following 05-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	223.88	223.42	221.54
R3	222.90	222.44	221.27
R2	221.92	221.92	221.18
R1	221.46	221.46	221.09	221.69
PP	220.94	220.94	220.94	221.06
S1	220.48	220.48	220.91	220.71
S2	219.96	219.96	220.82
S3	218.98	219.50	220.73
S4	218.00	218.52	220.46

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.23	226.62	221.15
R3	225.56	223.95	220.41
R2	222.89	222.89	220.17
R1	221.28	221.28	219.92	220.75
PP	220.22	220.22	220.22	219.95
S1	218.61	218.61	219.44	218.08
S2	217.55	217.55	219.19
S3	214.88	215.94	218.95
S4	212.21	213.27	218.21

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%	1.27	0.6%	69%	False	False	80,979,380
10	221.82	219.00	2.82	1.3%	1.13	0.5%	71%	False	False	71,579,329
20	221.82	211.30	10.52	4.8%	1.53	0.7%	92%	False	False	93,568,394
40	221.82	208.38	13.44	6.1%	1.56	0.7%	94%	False	False	89,805,911
60	221.82	208.38	13.44	6.1%	1.68	0.8%	94%	False	False	95,304,613
80	221.82	208.38	13.44	6.1%	1.58	0.7%	94%	False	False	91,054,798
100	221.82	208.38	13.44	6.1%	1.53	0.7%	94%	False	False	86,076,069
120	221.82	198.65	23.17	10.5%	1.63	0.7%	96%	False	False	92,973,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.23
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	225.57
2.618	223.97
1.618	222.99
1.000	222.38
0.618	222.01
HIGH	221.40
0.618	221.03
0.500	220.91
0.382	220.79
LOW	220.42
0.618	219.81
1.000	219.44
1.618	218.83
2.618	217.85
4.250	216.26

Fisher Pivots for day following 05-Dec-2016
Pivot	1 day	3 day
R1	220.97	220.76
PP	220.94	220.52
S1	220.91	220.28

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

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