SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	209.38	207.87	-1.51	-0.7%	202.32
High	209.98	209.83	-0.15	-0.1%	210.12
Low	208.52	207.41	-1.11	-0.5%	202.18
Close	209.07	209.35	0.28	0.1%	209.31
Range	1.46	2.42	0.96	65.8%	7.94
ATR	2.17	2.19	0.02	0.8%	0.00
Volume	64,931,098	98,819,898	33,888,800	52.2%	542,343,296

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.12	215.16	210.68
R3	213.70	212.74	210.02
R2	211.28	211.28	209.79
R1	210.32	210.32	209.57	210.80
PP	208.86	208.86	208.86	209.11
S1	207.90	207.90	209.13	208.38
S2	206.44	206.44	208.91
S3	204.02	205.48	208.68
S4	201.60	203.06	208.02

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	205.99	4.13	2.0%	1.78	0.9%	81%	False	False	93,465,078
10	210.12	202.18	7.94	3.8%	2.03	1.0%	90%	False	False	104,883,208
20	211.66	202.18	9.48	4.5%	1.99	0.9%	76%	False	False	103,992,289
40	211.66	189.12	22.54	10.8%	2.07	1.0%	90%	False	False	110,571,025
60	211.66	186.93	24.73	11.8%	2.35	1.1%	91%	False	False	125,648,337
80	211.66	182.40	29.26	14.0%	2.67	1.3%	92%	False	False	139,498,240
100	213.18	182.40	30.78	14.7%	2.49	1.2%	88%	False	False	133,682,529
120	213.34	182.40	30.94	14.8%	2.36	1.1%	87%	False	False	130,977,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	220.12
2.618	216.17
1.618	213.75
1.000	212.25
0.618	211.33
HIGH	209.83
0.618	208.91
0.500	208.62
0.382	208.33
LOW	207.41
0.618	205.91
1.000	204.99
1.618	203.49
2.618	201.07
4.250	197.13

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	209.11	209.16
PP	208.86	208.96
S1	208.62	208.77

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

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