SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Dec-2016

Day Change Summary
	Previous	Current
	22-Dec-2016	23-Dec-2016	Change	Change %	Previous Week
Open	225.60	225.43	-0.17	-0.1%	225.25
High	225.74	225.72	-0.02	0.0%	226.57
Low	224.92	225.21	0.29	0.1%	224.92
Close	225.38	225.71	0.33	0.1%	225.71
Range	0.82	0.51	-0.31	-37.8%	1.65
ATR	1.55	1.47	-0.07	-4.8%	0.00
Volume	56,219,000	36,697,800	-19,521,200	-34.7%	341,005,704

Daily Pivots for day following 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	227.08	226.90	225.99
R3	226.57	226.39	225.85
R2	226.06	226.06	225.80
R1	225.88	225.88	225.76	225.97
PP	225.55	225.55	225.55	225.59
S1	225.37	225.37	225.66	225.46
S2	225.04	225.04	225.62
S3	224.53	224.86	225.57
S4	224.02	224.35	225.43

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	230.68	229.85	226.62
R3	229.03	228.20	226.16
R2	227.38	227.38	226.01
R1	226.55	226.55	225.86	226.97
PP	225.73	225.73	225.73	225.94
S1	224.90	224.90	225.56	225.32
S2	224.08	224.08	225.41
S3	222.43	223.25	225.26
S4	220.78	221.60	224.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	226.57	224.92	1.65	0.7%	0.73	0.3%	48%	False	False	68,201,140
10	228.34	224.67	3.67	1.6%	1.24	0.5%	28%	False	False	97,739,358
20	228.34	219.15	9.19	4.1%	1.34	0.6%	71%	False	False	90,859,914
40	228.34	208.38	19.96	8.8%	1.54	0.7%	87%	False	False	95,829,156
60	228.34	208.38	19.96	8.8%	1.51	0.7%	87%	False	False	91,235,174
80	228.34	208.38	19.96	8.8%	1.62	0.7%	87%	False	False	95,751,153
100	228.34	208.38	19.96	8.8%	1.53	0.7%	87%	False	False	89,601,925
120	228.34	208.38	19.96	8.8%	1.51	0.7%	87%	False	False	87,636,374

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 525 trading days

Fibonacci Retracements and Extensions
4.250	227.89
2.618	227.06
1.618	226.55
1.000	226.23
0.618	226.04
HIGH	225.72
0.618	225.53
0.500	225.47
0.382	225.40
LOW	225.21
0.618	224.89
1.000	224.70
1.618	224.38
2.618	223.87
4.250	223.04

Fisher Pivots for day following 23-Dec-2016
Pivot	1 day	3 day
R1	225.63	225.70
PP	225.55	225.69
S1	225.47	225.69

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

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