SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	207.51	208.88	1.37	0.7%	208.32
High	208.60	208.94	0.34	0.2%	211.66
Low	207.19	207.66	0.47	0.2%	208.17
Close	208.56	207.74	-0.82	-0.4%	210.04
Range	1.41	1.28	-0.13	-9.2%	3.49
ATR	2.22	2.16	-0.07	-3.0%	0.00
Volume	75,874,500	67,845,906	-8,028,594	-10.6%	466,621,406

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.95	211.13	208.44
R3	210.67	209.85	208.09
R2	209.39	209.39	207.97
R1	208.57	208.57	207.86	208.34
PP	208.11	208.11	208.11	208.00
S1	207.29	207.29	207.62	207.06
S2	206.83	206.83	207.51
S3	205.55	206.01	207.39
S4	204.27	204.73	207.04

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	210.98	206.95	4.03	1.9%	1.80	0.9%	20%	False	False	92,721,843
10	211.66	206.95	4.71	2.3%	1.79	0.9%	17%	False	False	96,295,291
20	211.66	199.64	12.02	5.8%	1.84	0.9%	67%	False	False	103,544,235
40	211.66	186.93	24.73	11.9%	2.26	1.1%	84%	False	False	123,649,028
60	211.66	182.40	29.26	14.1%	2.90	1.4%	87%	False	False	151,432,774
80	211.77	182.40	29.37	14.1%	2.63	1.3%	86%	False	False	139,325,483
100	213.18	182.40	30.78	14.8%	2.47	1.2%	82%	False	False	134,932,080
120	213.34	182.40	30.94	14.9%	2.34	1.1%	82%	False	False	130,833,054

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	True
Stretch	0.28
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	214.38
2.618	212.29
1.618	211.01
1.000	210.22
0.618	209.73
HIGH	208.94
0.618	208.45
0.500	208.30
0.382	208.15
LOW	207.66
0.618	206.87
1.000	206.38
1.618	205.59
2.618	204.31
4.250	202.22

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	208.30	208.22
PP	208.11	208.06
S1	207.93	207.90

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

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