SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	209.74	209.31	-0.43	-0.2%	208.32
High	210.32	209.49	-0.83	-0.4%	211.66
Low	208.46	206.95	-1.51	-0.7%	208.17
Close	210.04	208.08	-1.96	-0.9%	210.04
Range	1.86	2.54	0.68	36.6%	3.49
ATR	2.22	2.28	0.06	2.8%	0.00
Volume	110,471,406	131,008,703	20,537,297	18.6%	466,621,406

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	215.79	214.48	209.48
R3	213.25	211.94	208.78
R2	210.71	210.71	208.55
R1	209.40	209.40	208.31	208.79
PP	208.17	208.17	208.17	207.87
S1	206.86	206.86	207.85	206.25
S2	205.63	205.63	207.61
S3	203.09	204.32	207.38
S4	200.55	201.78	206.68

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	206.95	4.71	2.3%	2.01	1.0%	24%	False	True	102,271,860
10	211.66	205.79	5.87	2.8%	1.92	0.9%	39%	False	False	103,304,490
20	211.66	198.94	12.72	6.1%	1.91	0.9%	72%	False	False	105,715,456
40	211.66	186.93	24.73	11.9%	2.32	1.1%	86%	False	False	125,390,711
60	211.66	182.40	29.26	14.1%	2.91	1.4%	88%	False	False	151,550,187
80	213.18	182.40	30.78	14.8%	2.62	1.3%	83%	False	False	139,384,126
100	213.18	182.40	30.78	14.8%	2.46	1.2%	83%	False	False	135,506,622
120	213.75	182.40	31.35	15.1%	2.33	1.1%	82%	False	False	130,653,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	220.29
2.618	216.14
1.618	213.60
1.000	212.03
0.618	211.06
HIGH	209.49
0.618	208.52
0.500	208.22
0.382	207.92
LOW	206.95
0.618	205.38
1.000	204.41
1.618	202.84
2.618	200.30
4.250	196.16

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	208.22	208.97
PP	208.17	208.67
S1	208.13	208.38

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

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