SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	226.01	225.25	-0.76	-0.3%	226.40
High	226.08	226.02	-0.06	0.0%	228.34
Low	224.67	225.08	0.41	0.2%	224.67
Close	225.04	225.53	0.49	0.2%	225.04
Range	1.41	0.94	-0.47	-33.3%	3.67
ATR	1.78	1.72	-0.06	-3.2%	0.00
Volume	156,420,096	90,341,104	-66,078,992	-42.2%	636,387,880

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.36	227.89	226.05
R3	227.42	226.95	225.79
R2	226.48	226.48	225.70
R1	226.01	226.01	225.62	226.25
PP	225.54	225.54	225.54	225.66
S1	225.07	225.07	225.44	225.31
S2	224.60	224.60	225.36
S3	223.66	224.13	225.27
S4	222.72	223.19	225.01

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%	1.69	0.8%	23%	False	False	124,942,577
10	228.34	220.66	7.68	3.4%	1.66	0.7%	63%	False	False	108,506,428
20	228.34	219.00	9.34	4.1%	1.39	0.6%	70%	False	False	90,042,879
40	228.34	208.38	19.96	8.9%	1.59	0.7%	86%	False	False	96,552,901
60	228.34	208.38	19.96	8.9%	1.61	0.7%	86%	False	False	93,451,587
80	228.34	208.38	19.96	8.9%	1.67	0.7%	86%	False	False	96,822,749
100	228.34	208.38	19.96	8.9%	1.57	0.7%	86%	False	False	90,086,477
120	228.34	206.56	21.78	9.7%	1.56	0.7%	87%	False	False	89,521,688

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	230.02
2.618	228.48
1.618	227.54
1.000	226.96
0.618	226.60
HIGH	226.02
0.618	225.66
0.500	225.55
0.382	225.44
LOW	225.08
0.618	224.50
1.000	224.14
1.618	223.56
2.618	222.62
4.250	221.09

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	225.55	226.24
PP	225.54	226.00
S1	225.54	225.77

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

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