SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	227.41	226.16	-1.25	-0.5%	220.65
High	228.23	227.81	-0.42	-0.2%	226.53
Low	225.37	225.89	0.52	0.2%	220.42
Close	225.88	226.81	0.93	0.4%	226.51
Range	2.86	1.92	-0.94	-32.9%	6.11
ATR	1.73	1.75	0.01	0.8%	0.00
Volume	142,501,792	124,972,496	-17,529,296	-12.3%	426,173,100

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	232.60	231.62	227.87
R3	230.68	229.70	227.34
R2	228.76	228.76	227.16
R1	227.78	227.78	226.99	228.27
PP	226.84	226.84	226.84	227.08
S1	225.86	225.86	226.63	226.35
S2	224.92	224.92	226.46
S3	223.00	223.94	226.28
S4	221.08	222.02	225.75

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	242.82	240.77	229.87
R3	236.71	234.66	228.19
R2	230.60	230.60	227.63
R1	228.55	228.55	227.07	229.58
PP	224.49	224.49	224.49	225.00
S1	222.44	222.44	225.95	223.47
S2	218.38	218.38	225.39
S3	212.27	216.33	224.83
S4	206.16	210.22	223.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	228.34	225.37	2.97	1.3%	1.70	0.7%	48%	False	False	113,594,696
10	228.34	219.26	9.08	4.0%	1.63	0.7%	83%	False	False	98,098,118
20	228.34	217.92	10.42	4.6%	1.38	0.6%	85%	False	False	85,507,959
40	228.34	208.38	19.96	8.8%	1.60	0.7%	92%	False	False	94,452,091
60	228.34	208.38	19.96	8.8%	1.60	0.7%	92%	False	False	91,843,027
80	228.34	208.38	19.96	8.8%	1.67	0.7%	92%	False	False	95,500,154
100	228.34	208.38	19.96	8.8%	1.57	0.7%	92%	False	False	89,110,059
120	228.34	201.12	27.22	12.0%	1.57	0.7%	94%	False	False	89,937,936

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	235.97
2.618	232.84
1.618	230.92
1.000	229.73
0.618	229.00
HIGH	227.81
0.618	227.08
0.500	226.85
0.382	226.62
LOW	225.89
0.618	224.70
1.000	223.97
1.618	222.78
2.618	220.86
4.250	217.73

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	226.85	226.86
PP	226.84	226.84
S1	226.82	226.83

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

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