SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	209.06	208.32	-0.74	-0.4%	207.30
High	209.44	210.62	1.18	0.6%	209.44
Low	207.74	208.17	0.43	0.2%	205.79
Close	207.93	210.39	2.46	1.2%	207.93
Range	1.70	2.45	0.75	44.1%	3.65
ATR	2.32	2.34	0.03	1.1%	0.00
Volume	131,077,000	86,270,805	-44,806,195	-34.2%	504,447,694

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	217.08	216.18	211.74
R3	214.63	213.73	211.06
R2	212.18	212.18	210.84
R1	211.28	211.28	210.61	211.73
PP	209.73	209.73	209.73	209.95
S1	208.83	208.83	210.17	209.28
S2	207.28	207.28	209.94
S3	204.83	206.38	209.72
S4	202.38	203.93	209.04

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	218.67	216.95	209.94
R3	215.02	213.30	208.93
R2	211.37	211.37	208.60
R1	209.65	209.65	208.26	210.51
PP	207.72	207.72	207.72	208.15
S1	206.00	206.00	207.60	206.86
S2	204.07	204.07	207.26
S3	200.42	202.35	206.93
S4	196.77	198.70	205.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.62	205.79	4.83	2.3%	1.84	0.9%	95%	True	False	104,337,120
10	210.62	201.65	8.97	4.3%	1.87	0.9%	97%	True	False	109,055,889
20	210.62	197.00	13.62	6.5%	1.88	0.9%	98%	True	False	107,746,016
40	210.62	186.93	23.69	11.3%	2.42	1.2%	99%	True	False	128,184,901
60	210.68	182.40	28.28	13.4%	2.90	1.4%	99%	False	False	152,038,285
80	213.18	182.40	30.78	14.6%	2.56	1.2%	91%	False	False	139,009,712
100	213.34	182.40	30.94	14.7%	2.46	1.2%	90%	False	False	136,786,663
120	213.78	182.40	31.38	14.9%	2.30	1.1%	89%	False	False	129,692,087

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	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	221.03
2.618	217.03
1.618	214.58
1.000	213.07
0.618	212.13
HIGH	210.62
0.618	209.68
0.500	209.40
0.382	209.11
LOW	208.17
0.618	206.66
1.000	205.72
1.618	204.21
2.618	201.76
4.250	197.76

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	210.06	209.99
PP	209.73	209.58
S1	209.40	209.18

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

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