SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	207.87	209.50	1.63	0.8%	202.32
High	209.83	209.74	-0.09	0.0%	210.12
Low	207.41	209.01	1.60	0.8%	202.18
Close	209.35	209.32	-0.03	0.0%	209.31
Range	2.42	0.73	-1.69	-69.8%	7.94
ATR	2.19	2.08	-0.10	-4.8%	0.00
Volume	98,819,898	51,980,000	-46,839,898	-47.4%	542,343,296

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.55	211.16	209.72
R3	210.82	210.43	209.52
R2	210.09	210.09	209.45
R1	209.70	209.70	209.39	209.53
PP	209.36	209.36	209.36	209.27
S1	208.97	208.97	209.25	208.80
S2	208.63	208.63	209.19
S3	207.90	208.24	209.12
S4	207.17	207.51	208.92

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	231.02	228.11	213.68
R3	223.08	220.17	211.49
R2	215.14	215.14	210.77
R1	212.23	212.23	210.04	213.69
PP	207.20	207.20	207.20	207.93
S1	204.29	204.29	208.58	205.75
S2	199.26	199.26	207.85
S3	191.32	196.35	207.13
S4	183.38	188.41	204.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.12	207.41	2.71	1.3%	1.34	0.6%	70%	False	False	79,592,580
10	210.12	202.18	7.94	3.8%	1.98	0.9%	90%	False	False	103,296,617
20	211.66	202.18	9.48	4.5%	1.89	0.9%	75%	False	False	99,795,954
40	211.66	189.12	22.54	10.8%	2.03	1.0%	90%	False	False	107,784,225
60	211.66	186.93	24.73	11.8%	2.30	1.1%	91%	False	False	122,247,999
80	211.66	182.40	29.26	14.0%	2.66	1.3%	92%	False	False	139,125,230
100	213.18	182.40	30.78	14.7%	2.46	1.2%	87%	False	False	132,464,127
120	213.34	182.40	30.94	14.8%	2.36	1.1%	87%	False	False	130,668,123

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	212.84
2.618	211.65
1.618	210.92
1.000	210.47
0.618	210.19
HIGH	209.74
0.618	209.46
0.500	209.38
0.382	209.29
LOW	209.01
0.618	208.56
1.000	208.28
1.618	207.83
2.618	207.10
4.250	205.91

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	209.38	209.11
PP	209.36	208.90
S1	209.34	208.70

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

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