SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	212.93	210.65	-2.28	-1.1%	215.00
High	212.99	211.10	-1.89	-0.9%	215.32
Low	209.60	209.23	-0.37	-0.2%	211.71
Close	211.01	209.74	-1.27	-0.6%	212.54
Range	3.39	1.87	-1.52	-44.8%	3.61
ATR	1.79	1.80	0.01	0.3%	0.00
Volume	122,781,800	103,330,800	-19,451,000	-15.8%	420,237,504

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	215.63	214.56	210.77
R3	213.76	212.69	210.25
R2	211.89	211.89	210.08
R1	210.82	210.82	209.91	210.42
PP	210.02	210.02	210.02	209.83
S1	208.95	208.95	209.57	208.55
S2	208.15	208.15	209.40
S3	206.28	207.08	209.23
S4	204.41	205.21	208.71

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	224.02	221.89	214.53
R3	220.41	218.28	213.53
R2	216.80	216.80	213.20
R1	214.67	214.67	212.87	213.93
PP	213.19	213.19	213.19	212.82
S1	211.06	211.06	212.21	210.32
S2	209.58	209.58	211.88
S3	205.97	207.45	211.55
S4	202.36	203.84	210.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	214.62	209.23	5.39	2.6%	1.97	0.9%	9%	False	True	101,045,680
10	215.32	209.23	6.09	2.9%	1.59	0.8%	8%	False	True	87,035,140
20	216.70	209.23	7.47	3.6%	1.59	0.8%	7%	False	True	83,776,139
40	218.94	209.23	9.71	4.6%	1.78	0.8%	5%	False	True	98,613,485
60	219.60	209.23	10.37	4.9%	1.58	0.8%	5%	False	True	89,089,979
80	219.60	209.23	10.37	4.9%	1.51	0.7%	5%	False	True	83,959,158
100	219.60	198.65	20.95	10.0%	1.66	0.8%	53%	False	False	93,215,672
120	219.60	198.65	20.95	10.0%	1.64	0.8%	53%	False	False	92,090,363

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	219.05
2.618	216.00
1.618	214.13
1.000	212.97
0.618	212.26
HIGH	211.10
0.618	210.39
0.500	210.17
0.382	209.94
LOW	209.23
0.618	208.07
1.000	207.36
1.618	206.20
2.618	204.33
4.250	201.28

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	210.17	211.21
PP	210.02	210.72
S1	209.88	210.23

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

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