SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Nov-2015

Day Change Summary
	Previous	Current
	05-Nov-2015	06-Nov-2015	Change	Change %	Previous Week
Open	210.43	209.74	-0.69	-0.3%	208.32
High	210.98	210.32	-0.66	-0.3%	211.66
Low	209.09	208.46	-0.63	-0.3%	208.17
Close	210.15	210.04	-0.11	-0.1%	210.04
Range	1.89	1.86	-0.03	-1.6%	3.49
ATR	2.25	2.22	-0.03	-1.2%	0.00
Volume	78,408,703	110,471,406	32,062,703	40.9%	466,621,406

Daily Pivots for day following 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.19	214.47	211.06
R3	213.33	212.61	210.55
R2	211.47	211.47	210.38
R1	210.75	210.75	210.21	211.11
PP	209.61	209.61	209.61	209.79
S1	208.89	208.89	209.87	209.25
S2	207.75	207.75	209.70
S3	205.89	207.03	209.53
S4	204.03	205.17	209.02

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	220.43	218.72	211.96
R3	216.94	215.23	211.00
R2	213.45	213.45	210.68
R1	211.74	211.74	210.36	212.60
PP	209.96	209.96	209.96	210.38
S1	208.25	208.25	209.72	209.11
S2	206.47	206.47	209.40
S3	202.98	204.76	209.08
S4	199.49	201.27	208.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	211.66	208.17	3.49	1.7%	1.99	0.9%	54%	False	False	93,324,281
10	211.66	205.79	5.87	2.8%	1.75	0.8%	72%	False	False	97,106,910
20	211.66	198.94	12.72	6.1%	1.82	0.9%	87%	False	False	101,984,801
40	211.66	186.93	24.73	11.8%	2.29	1.1%	93%	False	False	124,101,791
60	211.66	182.40	29.26	13.9%	2.89	1.4%	94%	False	False	150,579,817
80	213.18	182.40	30.78	14.7%	2.60	1.2%	90%	False	False	138,859,391
100	213.34	182.40	30.94	14.7%	2.47	1.2%	89%	False	False	135,855,214
120	213.78	182.40	31.38	14.9%	2.32	1.1%	88%	False	False	130,202,440

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	218.23
2.618	215.19
1.618	213.33
1.000	212.18
0.618	211.47
HIGH	210.32
0.618	209.61
0.500	209.39
0.382	209.17
LOW	208.46
0.618	207.31
1.000	206.60
1.618	205.45
2.618	203.59
4.250	200.56

Fisher Pivots for day following 06-Nov-2015
Pivot	1 day	3 day
R1	209.82	210.02
PP	209.61	210.00
S1	209.39	209.98

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

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