SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	180.72	180.87	0.15	0.1%	180.35
High	181.22	181.24	0.02	0.0%	180.83
Low	180.41	180.65	0.24	0.1%	177.98
Close	180.68	181.12	0.44	0.2%	180.81
Range	0.81	0.59	-0.22	-27.2%	2.85
ATR	1.37	1.31	-0.06	-4.1%	0.00
Volume	86,993,500	58,800,000	-28,193,500	-32.4%	497,732,984

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	182.77	182.54	181.44
R3	182.18	181.95	181.28
R2	181.59	181.59	181.23
R1	181.36	181.36	181.17	181.48
PP	181.00	181.00	181.00	181.06
S1	180.77	180.77	181.07	180.89
S2	180.41	180.41	181.01
S3	179.82	180.18	180.96
S4	179.23	179.59	180.80

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	188.42	187.47	182.38
R3	185.57	184.62	181.59
R2	182.72	182.72	181.33
R1	181.77	181.77	181.07	182.25
PP	179.87	179.87	179.87	180.11
S1	178.92	178.92	180.55	179.40
S2	177.02	177.02	180.29
S3	174.17	176.07	180.03
S4	171.32	173.22	179.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	181.24	178.86	2.38	1.3%	0.89	0.5%	95%	True	False	79,883,237
10	181.24	177.98	3.26	1.8%	1.10	0.6%	96%	True	False	92,926,548
20	181.24	174.76	6.48	3.6%	1.30	0.7%	98%	True	False	100,443,063
40	181.24	164.53	16.71	9.2%	1.37	0.8%	99%	True	False	113,407,397
60	181.24	164.48	16.76	9.3%	1.34	0.7%	99%	True	False	113,061,321
80	181.24	163.05	18.19	10.0%	1.36	0.8%	99%	True	False	112,044,501
100	181.24	163.05	18.19	10.0%	1.31	0.7%	99%	True	False	109,259,883
120	181.24	155.73	25.51	14.1%	1.43	0.8%	100%	True	False	117,823,579

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 144 trading days

Fibonacci Retracements and Extensions
4.250	183.75
2.618	182.78
1.618	182.19
1.000	181.83
0.618	181.60
HIGH	181.24
0.618	181.01
0.500	180.95
0.382	180.88
LOW	180.65
0.618	180.29
1.000	180.06
1.618	179.70
2.618	179.11
4.250	178.14

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	181.06	181.02
PP	181.00	180.91
S1	180.95	180.81

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

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