SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Dec-2016

Day Change Summary
	Previous	Current
	07-Dec-2016	08-Dec-2016	Change	Change %	Previous Week
Open	221.52	224.57	3.05	1.4%	221.16
High	224.67	225.70	1.03	0.5%	221.82
Low	221.38	224.26	2.88	1.3%	219.15
Close	224.60	225.15	0.55	0.2%	219.68
Range	3.29	1.44	-1.85	-56.2%	2.67
ATR	1.68	1.67	-0.02	-1.0%	0.00
Volume	110,738,000	99,714,304	-11,023,696	-10.0%	413,631,600

Daily Pivots for day following 08-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	229.36	228.69	225.94
R3	227.92	227.25	225.55
R2	226.48	226.48	225.41
R1	225.81	225.81	225.28	226.15
PP	225.04	225.04	225.04	225.20
S1	224.37	224.37	225.02	224.71
S2	223.60	223.60	224.89
S3	222.16	222.93	224.75
S4	220.72	221.49	224.36

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	225.70	219.26	6.44	2.9%	1.56	0.7%	91%	True	False	82,601,541
10	225.70	219.15	6.55	2.9%	1.38	0.6%	92%	True	False	78,967,120
20	225.70	215.22	10.48	4.7%	1.37	0.6%	95%	True	False	83,335,085
40	225.70	208.38	17.32	7.7%	1.57	0.7%	97%	True	False	90,161,942
60	225.70	208.38	17.32	7.7%	1.62	0.7%	97%	True	False	91,726,563
80	225.70	208.38	17.32	7.7%	1.63	0.7%	97%	True	False	92,379,662
100	225.70	208.38	17.32	7.7%	1.55	0.7%	97%	True	False	86,577,099
120	225.70	198.65	27.05	12.0%	1.63	0.7%	98%	True	False	92,314,704

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	231.82
2.618	229.47
1.618	228.03
1.000	227.14
0.618	226.59
HIGH	225.70
0.618	225.15
0.500	224.98
0.382	224.81
LOW	224.26
0.618	223.37
1.000	222.82
1.618	221.93
2.618	220.49
4.250	218.14

Fisher Pivots for day following 08-Dec-2016
Pivot	1 day	3 day
R1	225.09	224.49
PP	225.04	223.84
S1	224.98	223.18

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

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