SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	206.04	208.59	2.55	1.2%	209.31
High	208.90	209.05	0.15	0.1%	209.49
Low	205.99	208.20	2.21	1.1%	202.44
Close	208.73	208.55	-0.18	-0.1%	202.54
Range	2.91	0.85	-2.06	-70.8%	7.05
ATR	2.38	2.27	-0.11	-4.6%	0.00
Volume	121,342,492	88,220,398	-33,122,094	-27.3%	549,620,991

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	211.15	210.70	209.02
R3	210.30	209.85	208.78
R2	209.45	209.45	208.71
R1	209.00	209.00	208.63	208.80
PP	208.60	208.60	208.60	208.50
S1	208.15	208.15	208.47	207.95
S2	207.75	207.75	208.39
S3	206.90	207.30	208.32
S4	206.05	206.45	208.08

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	209.05	202.18	6.87	3.3%	2.33	1.1%	93%	True	False	120,381,754
10	210.32	202.18	8.14	3.9%	2.10	1.0%	78%	False	False	110,842,418
20	211.66	202.18	9.48	4.5%	1.91	0.9%	67%	False	False	105,673,209
40	211.66	186.93	24.73	11.9%	2.20	1.1%	87%	False	False	116,442,363
60	211.66	186.93	24.73	11.9%	2.40	1.2%	87%	False	False	131,316,577
80	211.66	182.40	29.26	14.0%	2.66	1.3%	89%	False	False	140,132,918
100	213.18	182.40	30.78	14.8%	2.49	1.2%	85%	False	False	134,688,191
120	213.34	182.40	30.94	14.8%	2.36	1.1%	85%	False	False	131,840,865

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	212.66
2.618	211.28
1.618	210.43
1.000	209.90
0.618	209.58
HIGH	209.05
0.618	208.73
0.500	208.63
0.382	208.52
LOW	208.20
0.618	207.67
1.000	207.35
1.618	206.82
2.618	205.97
4.250	204.59

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	208.63	208.02
PP	208.60	207.49
S1	208.58	206.97

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

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