SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2016

Day Change Summary
	Previous	Current
	19-Dec-2016	20-Dec-2016	Change	Change %	Previous Week
Open	225.25	226.15	0.90	0.4%	226.40
High	226.02	226.57	0.55	0.2%	228.34
Low	225.08	225.88	0.80	0.4%	224.67
Close	225.53	226.40	0.87	0.4%	225.04
Range	0.94	0.69	-0.25	-26.6%	3.67
ATR	1.72	1.67	-0.05	-2.8%	0.00
Volume	90,341,104	89,838,800	-502,304	-0.6%	636,387,880

Daily Pivots for day following 20-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.35	228.07	226.78
R3	227.66	227.38	226.59
R2	226.97	226.97	226.53
R1	226.69	226.69	226.46	226.83
PP	226.28	226.28	226.28	226.36
S1	226.00	226.00	226.34	226.14
S2	225.59	225.59	226.27
S3	224.90	225.31	226.21
S4	224.21	224.62	226.02

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	228.23	224.67	3.56	1.6%	1.56	0.7%	49%	False	False	120,814,857
10	228.34	221.38	6.96	3.1%	1.63	0.7%	72%	False	False	111,502,578
20	228.34	219.15	9.19	4.1%	1.37	0.6%	79%	False	False	90,914,689
40	228.34	208.38	19.96	8.8%	1.59	0.7%	90%	False	False	97,295,209
60	228.34	208.38	19.96	8.8%	1.60	0.7%	90%	False	False	93,452,049
80	228.34	208.38	19.96	8.8%	1.64	0.7%	90%	False	False	96,414,405
100	228.34	208.38	19.96	8.8%	1.56	0.7%	90%	False	False	90,189,671
120	228.34	207.06	21.28	9.4%	1.54	0.7%	91%	False	False	88,895,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.27
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	229.50
2.618	228.38
1.618	227.69
1.000	227.26
0.618	227.00
HIGH	226.57
0.618	226.31
0.500	226.23
0.382	226.14
LOW	225.88
0.618	225.45
1.000	225.19
1.618	224.76
2.618	224.07
4.250	222.95

Fisher Pivots for day following 20-Dec-2016
Pivot	1 day	3 day
R1	226.34	226.14
PP	226.28	225.88
S1	226.23	225.62

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

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