SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Dec-2016

Day Change Summary
	Previous	Current
	15-Dec-2016	16-Dec-2016	Change	Change %	Previous Week
Open	226.16	226.01	-0.15	-0.1%	226.40
High	227.81	226.08	-1.73	-0.8%	228.34
Low	225.89	224.67	-1.22	-0.5%	224.67
Close	226.81	225.04	-1.77	-0.8%	225.04
Range	1.92	1.41	-0.51	-26.6%	3.67
ATR	1.75	1.78	0.03	1.6%	0.00
Volume	124,972,496	156,420,096	31,447,600	25.2%	636,387,880

Daily Pivots for day following 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	229.49	228.68	225.82
R3	228.08	227.27	225.43
R2	226.67	226.67	225.30
R1	225.86	225.86	225.17	225.56
PP	225.26	225.26	225.26	225.12
S1	224.45	224.45	224.91	224.15
S2	223.85	223.85	224.78
S3	222.44	223.04	224.65
S4	221.03	221.63	224.26

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	237.03	234.70	227.06
R3	233.36	231.03	226.05
R2	229.69	229.69	225.71
R1	227.36	227.36	225.38	226.69
PP	226.02	226.02	226.02	225.68
S1	223.69	223.69	224.70	223.02
S2	222.35	222.35	224.37
S3	218.68	220.02	224.03
S4	215.01	216.35	223.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	228.34	224.67	3.67	1.6%	1.75	0.8%	10%	False	True	127,277,576
10	228.34	220.42	7.92	3.5%	1.67	0.7%	58%	False	False	106,256,098
20	228.34	218.29	10.05	4.5%	1.40	0.6%	67%	False	False	89,839,108
40	228.34	208.38	19.96	8.9%	1.60	0.7%	83%	False	False	96,521,599
60	228.34	208.38	19.96	8.9%	1.61	0.7%	83%	False	False	93,172,687
80	228.34	208.38	19.96	8.9%	1.67	0.7%	83%	False	False	96,558,794
100	228.34	208.38	19.96	8.9%	1.57	0.7%	83%	False	False	89,833,422
120	228.34	204.72	23.62	10.5%	1.57	0.7%	86%	False	False	89,913,251

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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	232.07
2.618	229.77
1.618	228.36
1.000	227.49
0.618	226.95
HIGH	226.08
0.618	225.54
0.500	225.38
0.382	225.21
LOW	224.67
0.618	223.80
1.000	223.26
1.618	222.39
2.618	220.98
4.250	218.68

Fisher Pivots for day following 16-Dec-2016
Pivot	1 day	3 day
R1	225.38	226.45
PP	225.26	225.98
S1	225.15	225.51

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

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