SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	209.31	207.51	-1.80	-0.9%	208.32
High	209.49	208.60	-0.89	-0.4%	211.66
Low	206.95	207.19	0.24	0.1%	208.17
Close	208.08	208.56	0.48	0.2%	210.04
Range	2.54	1.41	-1.13	-44.5%	3.49
ATR	2.28	2.22	-0.06	-2.7%	0.00
Volume	131,008,703	75,874,500	-55,134,203	-42.1%	466,621,406

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.35	211.86	209.34
R3	210.94	210.45	208.95
R2	209.53	209.53	208.82
R1	209.04	209.04	208.69	209.29
PP	208.12	208.12	208.12	208.24
S1	207.63	207.63	208.43	207.88
S2	206.71	206.71	208.30
S3	205.30	206.22	208.17
S4	203.89	204.81	207.78

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	211.50	206.95	4.55	2.2%	1.90	0.9%	35%	False	False	98,397,560
10	211.66	206.21	5.45	2.6%	1.94	0.9%	43%	False	False	103,101,371
20	211.66	198.94	12.72	6.1%	1.87	0.9%	76%	False	False	105,107,245
40	211.66	186.93	24.73	11.9%	2.28	1.1%	87%	False	False	124,442,418
60	211.66	182.40	29.26	14.0%	2.89	1.4%	89%	False	False	151,496,886
80	212.74	182.40	30.34	14.5%	2.63	1.3%	86%	False	False	139,451,972
100	213.18	182.40	30.78	14.8%	2.47	1.2%	85%	False	False	134,960,581
120	213.54	182.40	31.14	14.9%	2.33	1.1%	84%	False	False	130,746,283

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	214.59
2.618	212.29
1.618	210.88
1.000	210.01
0.618	209.47
HIGH	208.60
0.618	208.06
0.500	207.90
0.382	207.73
LOW	207.19
0.618	206.32
1.000	205.78
1.618	204.91
2.618	203.50
4.250	201.20

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	208.34	208.64
PP	208.12	208.61
S1	207.90	208.59

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

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