SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	209.50	209.43	-0.07	0.0%	209.38
High	209.74	209.80	0.06	0.0%	209.98
Low	209.01	208.86	-0.15	-0.1%	207.41
Close	209.32	209.56	0.24	0.1%	209.56
Range	0.73	0.94	0.21	28.8%	2.57
ATR	2.08	2.00	-0.08	-3.9%	0.00
Volume	51,980,000	37,317,699	-14,662,301	-28.2%	253,048,695

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	212.23	211.83	210.08
R3	211.29	210.89	209.82
R2	210.35	210.35	209.73
R1	209.95	209.95	209.65	210.15
PP	209.41	209.41	209.41	209.51
S1	209.01	209.01	209.47	209.21
S2	208.47	208.47	209.39
S3	207.53	208.07	209.30
S4	206.59	207.13	209.04

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	216.69	215.70	210.97
R3	214.12	213.13	210.27
R2	211.55	211.55	210.03
R1	210.56	210.56	209.80	211.06
PP	208.98	208.98	208.98	209.23
S1	207.99	207.99	209.32	208.49
S2	206.41	206.41	209.09
S3	203.84	205.42	208.85
S4	201.27	202.85	208.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	210.12	207.41	2.71	1.3%	1.36	0.6%	79%	False	False	69,412,040
10	210.12	202.18	7.94	3.8%	1.85	0.9%	93%	False	False	94,896,897
20	211.66	202.18	9.48	4.5%	1.88	0.9%	78%	False	False	97,135,569
40	211.66	189.12	22.54	10.8%	1.98	0.9%	91%	False	False	105,440,195
60	211.66	186.93	24.73	11.8%	2.26	1.1%	92%	False	False	120,198,805
80	211.66	182.40	29.26	14.0%	2.65	1.3%	93%	False	False	138,519,366
100	213.18	182.40	30.78	14.7%	2.44	1.2%	88%	False	False	131,197,104
120	213.34	182.40	30.94	14.8%	2.35	1.1%	88%	False	False	130,103,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	213.80
2.618	212.26
1.618	211.32
1.000	210.74
0.618	210.38
HIGH	209.80
0.618	209.44
0.500	209.33
0.382	209.22
LOW	208.86
0.618	208.28
1.000	207.92
1.618	207.34
2.618	206.40
4.250	204.87

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	209.48	209.25
PP	209.41	208.93
S1	209.33	208.62

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

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