SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Dec-2016

Day Change Summary
	Previous	Current
	21-Dec-2016	22-Dec-2016	Change	Change %	Previous Week
Open	226.25	225.60	-0.65	-0.3%	226.40
High	226.45	225.74	-0.71	-0.3%	228.34
Low	225.77	224.92	-0.85	-0.4%	224.67
Close	225.77	225.38	-0.39	-0.2%	225.04
Range	0.68	0.82	0.14	20.6%	3.67
ATR	1.60	1.55	-0.05	-3.3%	0.00
Volume	67,909,000	56,219,000	-11,690,000	-17.2%	636,387,880

Daily Pivots for day following 22-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	227.81	227.41	225.83
R3	226.99	226.59	225.61
R2	226.17	226.17	225.53
R1	225.77	225.77	225.46	225.56
PP	225.35	225.35	225.35	225.24
S1	224.95	224.95	225.30	224.74
S2	224.53	224.53	225.23
S3	223.71	224.13	225.15
S4	222.89	223.31	224.93

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	226.57	224.67	1.90	0.8%	0.91	0.4%	37%	False	False	92,145,600
10	228.34	224.67	3.67	1.6%	1.30	0.6%	19%	False	False	102,870,148
20	228.34	219.15	9.19	4.1%	1.34	0.6%	68%	False	False	90,918,634
40	228.34	208.38	19.96	8.9%	1.57	0.7%	85%	False	False	96,842,216
60	228.34	208.38	19.96	8.9%	1.55	0.7%	85%	False	False	92,757,361
80	228.34	208.38	19.96	8.9%	1.63	0.7%	85%	False	False	96,358,298
100	228.34	208.38	19.96	8.9%	1.54	0.7%	85%	False	False	89,774,883
120	228.34	207.06	21.28	9.4%	1.53	0.7%	86%	False	False	88,130,737

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	229.23
2.618	227.89
1.618	227.07
1.000	226.56
0.618	226.25
HIGH	225.74
0.618	225.43
0.500	225.33
0.382	225.23
LOW	224.92
0.618	224.41
1.000	224.10
1.618	223.59
2.618	222.77
4.250	221.44

Fisher Pivots for day following 22-Dec-2016
Pivot	1 day	3 day
R1	225.36	225.75
PP	225.35	225.62
S1	225.33	225.50

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

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