SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	209.45	209.38	-0.07	0.0%	202.32
High	210.12	209.98	-0.14	-0.1%	210.12
Low	208.86	208.52	-0.34	-0.2%	202.18
Close	209.31	209.07	-0.24	-0.1%	209.31
Range	1.26	1.46	0.20	15.9%	7.94
ATR	2.22	2.17	-0.05	-2.5%	0.00
Volume	94,011,508	64,931,098	-29,080,410	-30.9%	542,343,296

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.57	212.78	209.87
R3	212.11	211.32	209.47
R2	210.65	210.65	209.34
R1	209.86	209.86	209.20	209.53
PP	209.19	209.19	209.19	209.02
S1	208.40	208.40	208.94	208.07
S2	207.73	207.73	208.80
S3	206.27	206.94	208.67
S4	204.81	205.48	208.27

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	231.02	228.11	213.68
R3	223.08	220.17	211.49
R2	215.14	215.14	210.77
R1	212.23	212.23	210.04	213.69
PP	207.20	207.20	207.20	207.93
S1	204.29	204.29	208.58	205.75
S2	199.26	199.26	207.85
S3	191.32	196.35	207.13
S4	183.38	188.41	204.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.12	204.88	5.24	2.5%	1.73	0.8%	80%	False	False	97,925,838
10	210.12	202.18	7.94	3.8%	1.93	0.9%	87%	False	False	102,588,668
20	211.66	202.18	9.48	4.5%	1.93	0.9%	73%	False	False	102,946,579
40	211.66	186.93	24.73	11.8%	2.08	1.0%	90%	False	False	112,076,665
60	211.66	186.93	24.73	11.8%	2.35	1.1%	90%	False	False	126,722,986
80	211.66	182.40	29.26	14.0%	2.66	1.3%	91%	False	False	139,687,561
100	213.18	182.40	30.78	14.7%	2.49	1.2%	87%	False	False	133,874,083
120	213.34	182.40	30.94	14.8%	2.36	1.1%	86%	False	False	131,167,856

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	216.19
2.618	213.80
1.618	212.34
1.000	211.44
0.618	210.88
HIGH	209.98
0.618	209.42
0.500	209.25
0.382	209.08
LOW	208.52
0.618	207.62
1.000	207.06
1.618	206.16
2.618	204.70
4.250	202.32

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	209.25	209.16
PP	209.19	209.13
S1	209.13	209.10

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

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