SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Dec-2016

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	224.48	224.73	0.25	0.1%	226.02
High	224.89	224.83	-0.06	0.0%	226.73
Low	223.84	222.73	-1.11	-0.5%	222.73
Close	224.35	223.53	-0.82	-0.4%	223.53
Range	1.05	2.10	1.05	100.0%	4.00
ATR	1.47	1.52	0.04	3.1%	0.00
Volume	48,696,000	108,998,304	60,302,304	123.8%	264,461,704

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	230.00	228.86	224.69
R3	227.90	226.76	224.11
R2	225.80	225.80	223.92
R1	224.66	224.66	223.72	224.18
PP	223.70	223.70	223.70	223.46
S1	222.56	222.56	223.34	222.08
S2	221.60	221.60	223.15
S3	219.50	220.46	222.95
S4	217.40	218.36	222.38

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	236.33	233.93	225.73
R3	232.33	229.93	224.63
R2	228.33	228.33	224.26
R1	225.93	225.93	223.90	225.13
PP	224.33	224.33	224.33	223.93
S1	221.93	221.93	223.16	221.13
S2	220.33	220.33	222.80
S3	216.33	217.93	222.43
S4	212.33	213.93	221.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	226.73	222.73	4.00	1.8%	1.34	0.6%	20%	False	True	60,231,900
10	226.73	222.73	4.00	1.8%	1.13	0.5%	20%	False	True	76,188,750
20	228.34	219.26	9.08	4.1%	1.38	0.6%	47%	False	False	87,143,434
40	228.34	208.38	19.96	8.9%	1.49	0.7%	76%	False	False	91,740,494
60	228.34	208.38	19.96	8.9%	1.52	0.7%	76%	False	False	89,085,709
80	228.34	208.38	19.96	8.9%	1.63	0.7%	76%	False	False	95,176,989
100	228.34	208.38	19.96	8.9%	1.54	0.7%	76%	False	False	90,150,185
120	228.34	208.38	19.96	8.9%	1.50	0.7%	76%	False	False	86,552,937

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	0.16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	233.76
2.618	230.33
1.618	228.23
1.000	226.93
0.618	226.13
HIGH	224.83
0.618	224.03
0.500	223.78
0.382	223.53
LOW	222.73
0.618	221.43
1.000	220.63
1.618	219.33
2.618	217.23
4.250	213.81

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	223.78	224.66
PP	223.70	224.28
S1	223.61	223.91

Download as Excel Spreadsheet

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

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