SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Dec-2016

Day Change Summary
	Previous	Current
	28-Dec-2016	29-Dec-2016	Change	Change %	Previous Week
Open	226.57	224.48	-2.09	-0.9%	225.25
High	226.59	224.89	-1.70	-0.8%	226.57
Low	224.27	223.84	-0.43	-0.2%	224.92
Close	224.40	224.35	-0.05	0.0%	225.71
Range	2.32	1.05	-1.27	-54.7%	1.65
ATR	1.50	1.47	-0.03	-2.2%	0.00
Volume	64,095,000	48,696,000	-15,399,000	-24.0%	341,005,704

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	227.51	226.98	224.93
R3	226.46	225.93	224.64
R2	225.41	225.41	224.54
R1	224.88	224.88	224.45	224.62
PP	224.36	224.36	224.36	224.23
S1	223.83	223.83	224.25	223.57
S2	223.31	223.31	224.16
S3	222.26	222.78	224.06
S4	221.21	221.73	223.77

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	223.84	2.89	1.3%	1.09	0.5%	18%	False	True	49,676,040
10	227.81	223.84	3.97	1.8%	1.11	0.5%	13%	False	True	77,786,169
20	228.34	219.15	9.19	4.1%	1.35	0.6%	57%	False	False	85,645,539
40	228.34	208.38	19.96	8.9%	1.48	0.7%	80%	False	False	91,598,806
60	228.34	208.38	19.96	8.9%	1.50	0.7%	80%	False	False	88,482,669
80	228.34	208.38	19.96	8.9%	1.62	0.7%	80%	False	False	94,771,445
100	228.34	208.38	19.96	8.9%	1.53	0.7%	80%	False	False	89,572,719
120	228.34	208.38	19.96	8.9%	1.50	0.7%	80%	False	False	86,488,581

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	229.35
2.618	227.64
1.618	226.59
1.000	225.94
0.618	225.54
HIGH	224.89
0.618	224.49
0.500	224.37
0.382	224.24
LOW	223.84
0.618	223.19
1.000	222.79
1.618	222.14
2.618	221.09
4.250	219.38

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	224.37	225.29
PP	224.36	224.97
S1	224.36	224.66

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

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