SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	225.43	226.02	0.59	0.3%	225.25
High	225.72	226.73	1.01	0.4%	226.57
Low	225.21	226.00	0.79	0.4%	224.92
Close	225.71	226.27	0.56	0.2%	225.71
Range	0.51	0.73	0.22	43.1%	1.65
ATR	1.47	1.44	-0.03	-2.2%	0.00
Volume	36,697,800	42,672,400	5,974,600	16.3%	341,005,704

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.52	228.13	226.67
R3	227.79	227.40	226.47
R2	227.06	227.06	226.40
R1	226.67	226.67	226.34	226.87
PP	226.33	226.33	226.33	226.43
S1	225.94	225.94	226.20	226.14
S2	225.60	225.60	226.14
S3	224.87	225.21	226.07
S4	224.14	224.48	225.87

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	226.73	224.92	1.81	0.8%	0.69	0.3%	75%	True	False	58,667,400
10	228.34	224.67	3.67	1.6%	1.19	0.5%	44%	False	False	91,804,988
20	228.34	219.15	9.19	4.1%	1.32	0.6%	77%	False	False	89,164,909
40	228.34	208.38	19.96	8.8%	1.50	0.7%	90%	False	False	93,380,389
60	228.34	208.38	19.96	8.8%	1.50	0.7%	90%	False	False	89,993,819
80	228.34	208.38	19.96	8.8%	1.61	0.7%	90%	False	False	95,061,505
100	228.34	208.38	19.96	8.8%	1.52	0.7%	90%	False	False	89,562,794
120	228.34	208.38	19.96	8.8%	1.50	0.7%	90%	False	False	87,278,696

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	229.83
2.618	228.64
1.618	227.91
1.000	227.46
0.618	227.18
HIGH	226.73
0.618	226.45
0.500	226.37
0.382	226.28
LOW	226.00
0.618	225.55
1.000	225.27
1.618	224.82
2.618	224.09
4.250	222.90

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	226.37	226.12
PP	226.33	225.97
S1	226.30	225.83

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

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