SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	202.32	205.99	3.67	1.8%	209.31
High	205.69	207.04	1.35	0.7%	209.49
Low	202.18	204.88	2.70	1.3%	202.44
Close	205.62	205.47	-0.15	-0.1%	202.54
Range	3.51	2.16	-1.35	-38.5%	7.05
ATR	2.32	2.30	-0.01	-0.5%	0.00
Volume	117,645,203	121,123,695	3,478,492	3.0%	549,620,991

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.28	211.03	206.66
R3	210.12	208.87	206.06
R2	207.96	207.96	205.87
R1	206.71	206.71	205.67	206.26
PP	205.80	205.80	205.80	205.57
S1	204.55	204.55	205.27	204.10
S2	203.64	203.64	205.07
S3	201.48	202.39	204.88
S4	199.32	200.23	204.28

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	208.94	202.18	6.76	3.3%	2.28	1.1%	49%	False	False	116,301,337
10	211.50	202.18	9.32	4.5%	2.09	1.0%	35%	False	False	107,349,449
20	211.66	201.65	10.01	4.9%	2.02	1.0%	38%	False	False	109,042,544
40	211.66	186.93	24.73	12.0%	2.22	1.1%	75%	False	False	117,507,525
60	211.66	186.92	24.74	12.0%	2.59	1.3%	75%	False	False	139,642,023
80	211.66	182.40	29.26	14.2%	2.67	1.3%	79%	False	False	140,380,082
100	213.18	182.40	30.78	15.0%	2.52	1.2%	75%	False	False	136,448,026
120	213.34	182.40	30.94	15.1%	2.36	1.1%	75%	False	False	131,635,089

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	0.39
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	216.22
2.618	212.69
1.618	210.53
1.000	209.20
0.618	208.37
HIGH	207.04
0.618	206.21
0.500	205.96
0.382	205.71
LOW	204.88
0.618	203.55
1.000	202.72
1.618	201.39
2.618	199.23
4.250	195.70

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	205.96	205.18
PP	205.80	204.90
S1	205.63	204.61

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

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