SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	206.50	204.35	-2.15	-1.0%	209.31
High	207.06	204.67	-2.39	-1.2%	209.49
Low	204.82	202.44	-2.38	-1.2%	202.44
Close	204.84	202.54	-2.30	-1.1%	202.54
Range	2.24	2.23	-0.01	-0.4%	7.05
ATR	2.21	2.22	0.01	0.6%	0.00
Volume	121,314,898	153,576,984	32,262,086	26.6%	549,620,991

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	209.91	208.45	203.77
R3	207.68	206.22	203.15
R2	205.45	205.45	202.95
R1	203.99	203.99	202.74	203.61
PP	203.22	203.22	203.22	203.02
S1	201.76	201.76	202.34	201.38
S2	200.99	200.99	202.13
S3	198.76	199.53	201.93
S4	196.53	197.30	201.31

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	225.97	221.31	206.42
R3	218.92	214.26	204.48
R2	211.87	211.87	203.83
R1	207.21	207.21	203.19	206.02
PP	204.82	204.82	204.82	204.23
S1	200.16	200.16	201.89	198.97
S2	197.77	197.77	201.25
S3	190.72	193.11	200.60
S4	183.67	186.06	198.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	209.49	202.44	7.05	3.5%	1.94	1.0%	1%	False	True	109,924,198
10	211.66	202.44	9.22	4.6%	1.96	1.0%	1%	False	True	101,624,239
20	211.66	201.65	10.01	4.9%	1.86	0.9%	9%	False	False	104,852,719
40	211.66	186.93	24.73	12.2%	2.19	1.1%	63%	False	False	118,028,728
60	211.66	182.40	29.26	14.4%	2.86	1.4%	69%	False	False	149,893,075
80	211.66	182.40	29.26	14.4%	2.65	1.3%	69%	False	False	140,521,919
100	213.18	182.40	30.78	15.2%	2.49	1.2%	65%	False	False	136,073,158
120	213.34	182.40	30.94	15.3%	2.34	1.2%	65%	False	False	131,311,132

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	214.15
2.618	210.51
1.618	208.28
1.000	206.90
0.618	206.05
HIGH	204.67
0.618	203.82
0.500	203.56
0.382	203.29
LOW	202.44
0.618	201.06
1.000	200.21
1.618	198.83
2.618	196.60
4.250	192.96

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	203.56	205.69
PP	203.22	204.64
S1	202.88	203.59

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

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