SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	207.64	207.17	-0.47	-0.2%	203.85
High	207.84	207.39	-0.45	-0.2%	207.84
Low	205.98	206.91	0.93	0.5%	203.65
Close	206.68	207.26	0.58	0.3%	206.68
Range	1.86	0.48	-1.38	-74.2%	4.19
ATR	1.78	1.70	-0.08	-4.3%	0.00
Volume	142,327,203	65,880,695	-76,446,508	-53.7%	454,049,493

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	208.63	208.42	207.52
R3	208.15	207.94	207.39
R2	207.67	207.67	207.35
R1	207.46	207.46	207.30	207.57
PP	207.19	207.19	207.19	207.24
S1	206.98	206.98	207.22	207.09
S2	206.71	206.71	207.17
S3	206.23	206.50	207.13
S4	205.75	206.02	207.00

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	218.63	216.84	208.98
R3	214.44	212.65	207.83
R2	210.25	210.25	207.45
R1	208.46	208.46	207.06	209.36
PP	206.06	206.06	206.06	206.50
S1	204.27	204.27	206.30	205.17
S2	201.87	201.87	205.91
S3	197.68	200.08	205.53
S4	193.49	195.89	204.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	207.84	204.18	3.66	1.8%	1.32	0.6%	84%	False	False	87,897,859
10	207.84	203.21	4.63	2.2%	1.15	0.6%	87%	False	False	83,032,510
20	207.84	196.73	11.11	5.4%	1.32	0.6%	95%	False	False	94,079,185
40	207.84	181.92	25.92	12.5%	2.10	1.0%	98%	False	False	136,160,662
60	207.84	181.92	25.92	12.5%	1.94	0.9%	98%	False	False	123,695,063
80	207.84	181.92	25.92	12.5%	1.79	0.9%	98%	False	False	113,279,072
100	207.84	181.92	25.92	12.5%	1.70	0.8%	98%	False	False	109,495,706
120	207.84	181.92	25.92	12.5%	1.59	0.8%	98%	False	False	104,528,993

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	0.23
Narrowest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	209.43
2.618	208.65
1.618	208.17
1.000	207.87
0.618	207.69
HIGH	207.39
0.618	207.21
0.500	207.15
0.382	207.09
LOW	206.91
0.618	206.61
1.000	206.43
1.618	206.13
2.618	205.65
4.250	204.87

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	207.22	206.84
PP	207.19	206.43
S1	207.15	206.01

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

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