SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	208.88	206.50	-2.38	-1.1%	208.32
High	208.94	207.06	-1.88	-0.9%	211.66
Low	207.66	204.82	-2.84	-1.4%	208.17
Close	207.74	204.84	-2.90	-1.4%	210.04
Range	1.28	2.24	0.96	75.0%	3.49
ATR	2.16	2.21	0.05	2.5%	0.00
Volume	67,845,906	121,314,898	53,468,992	78.8%	466,621,406

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.29	210.81	206.07
R3	210.05	208.57	205.46
R2	207.81	207.81	205.25
R1	206.33	206.33	205.05	205.95
PP	205.57	205.57	205.57	205.39
S1	204.09	204.09	204.63	203.71
S2	203.33	203.33	204.43
S3	201.09	201.85	204.22
S4	198.85	199.61	203.61

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	210.32	204.82	5.50	2.7%	1.87	0.9%	0%	False	True	101,303,082
10	211.66	204.82	6.84	3.3%	1.91	0.9%	0%	False	True	99,374,241
20	211.66	201.65	10.01	4.9%	1.82	0.9%	32%	False	False	102,902,870
40	211.66	186.93	24.73	12.1%	2.22	1.1%	72%	False	False	119,780,738
60	211.66	182.40	29.26	14.3%	2.89	1.4%	77%	False	False	150,572,257
80	211.66	182.40	29.26	14.3%	2.65	1.3%	77%	False	False	139,733,571
100	213.18	182.40	30.78	15.0%	2.48	1.2%	73%	False	False	135,460,461
120	213.34	182.40	30.94	15.1%	2.34	1.1%	73%	False	False	130,808,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.32
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	216.58
2.618	212.92
1.618	210.68
1.000	209.30
0.618	208.44
HIGH	207.06
0.618	206.20
0.500	205.94
0.382	205.68
LOW	204.82
0.618	203.44
1.000	202.58
1.618	201.20
2.618	198.96
4.250	195.30

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	205.94	206.88
PP	205.57	206.20
S1	205.21	205.52

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

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