SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	208.32	209.97	1.65	0.8%	207.30
High	210.62	211.66	1.04	0.5%	209.44
Low	208.17	209.70	1.53	0.7%	205.79
Close	210.39	211.00	0.61	0.3%	207.93
Range	2.45	1.96	-0.49	-20.0%	3.65
ATR	2.34	2.32	-0.03	-1.2%	0.00
Volume	86,270,805	95,246,000	8,975,195	10.4%	504,447,694

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.67	215.79	212.08
R3	214.71	213.83	211.54
R2	212.75	212.75	211.36
R1	211.87	211.87	211.18	212.31
PP	210.79	210.79	210.79	211.01
S1	209.91	209.91	210.82	210.35
S2	208.83	208.83	210.64
S3	206.87	207.95	210.46
S4	204.91	205.99	209.92

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	211.66	206.21	5.45	2.6%	1.99	0.9%	88%	True	False	107,805,181
10	211.66	201.65	10.01	4.7%	1.94	0.9%	93%	True	False	110,735,639
20	211.66	197.48	14.18	6.7%	1.88	0.9%	95%	True	False	106,994,591
40	211.66	186.93	24.73	11.7%	2.41	1.1%	97%	True	False	127,665,411
60	211.66	182.40	29.26	13.9%	2.91	1.4%	98%	True	False	152,287,875
80	213.18	182.40	30.78	14.6%	2.57	1.2%	93%	False	False	138,874,419
100	213.34	182.40	30.94	14.7%	2.46	1.2%	92%	False	False	136,368,178
120	213.78	182.40	31.38	14.9%	2.30	1.1%	91%	False	False	129,686,354

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	219.99
2.618	216.79
1.618	214.83
1.000	213.62
0.618	212.87
HIGH	211.66
0.618	210.91
0.500	210.68
0.382	210.45
LOW	209.70
0.618	208.49
1.000	207.74
1.618	206.53
2.618	204.57
4.250	201.37

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	210.89	210.57
PP	210.79	210.13
S1	210.68	209.70

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

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