SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	209.43	209.75	0.32	0.2%	209.38
High	209.80	209.89	0.09	0.0%	209.98
Low	208.86	208.56	-0.30	-0.1%	207.41
Close	209.56	208.69	-0.87	-0.4%	209.56
Range	0.94	1.33	0.39	41.5%	2.57
ATR	2.00	1.95	-0.05	-2.4%	0.00
Volume	37,317,699	112,822,703	75,505,004	202.3%	253,048,695

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	213.04	212.19	209.42
R3	211.71	210.86	209.06
R2	210.38	210.38	208.93
R1	209.53	209.53	208.81	209.29
PP	209.05	209.05	209.05	208.93
S1	208.20	208.20	208.57	207.96
S2	207.72	207.72	208.45
S3	206.39	206.87	208.32
S4	205.06	205.54	207.96

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	209.98	207.41	2.57	1.2%	1.38	0.7%	50%	False	False	73,174,279
10	210.12	202.18	7.94	3.8%	1.76	0.8%	82%	False	False	90,821,469
20	211.66	202.18	9.48	4.5%	1.86	0.9%	69%	False	False	96,222,854
40	211.66	196.33	15.33	7.3%	1.87	0.9%	81%	False	False	102,985,685
60	211.66	186.93	24.73	11.9%	2.23	1.1%	88%	False	False	119,544,387
80	211.66	182.40	29.26	14.0%	2.63	1.3%	90%	False	False	138,479,266
100	213.18	182.40	30.78	14.7%	2.43	1.2%	85%	False	False	130,884,201
120	213.34	182.40	30.94	14.8%	2.35	1.1%	85%	False	False	129,922,741

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	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	215.54
2.618	213.37
1.618	212.04
1.000	211.22
0.618	210.71
HIGH	209.89
0.618	209.38
0.500	209.23
0.382	209.07
LOW	208.56
0.618	207.74
1.000	207.23
1.618	206.41
2.618	205.08
4.250	202.91

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	209.23	209.23
PP	209.05	209.05
S1	208.87	208.87

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

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