SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	208.91	211.45	2.54	1.2%	212.93
High	209.89	213.19	3.30	1.6%	213.19
Low	208.38	211.30	2.92	1.4%	208.38
Close	208.55	213.15	4.60	2.2%	208.55
Range	1.51	1.89	0.38	25.2%	4.81
ATR	1.78	1.98	0.20	11.5%	0.00
Volume	109,122,000	109,794,800	672,800	0.6%	485,446,396

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	218.22	217.57	214.19
R3	216.33	215.68	213.67
R2	214.44	214.44	213.50
R1	213.79	213.79	213.32	214.12
PP	212.55	212.55	212.55	212.71
S1	211.90	211.90	212.98	212.23
S2	210.66	210.66	212.80
S3	208.77	210.01	212.63
S4	206.88	208.12	212.11

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	224.47	221.32	211.20
R3	219.66	216.51	209.87
R2	214.85	214.85	209.43
R1	211.70	211.70	208.99	210.87
PP	210.04	210.04	210.04	209.63
S1	206.89	206.89	208.11	206.06
S2	205.23	205.23	207.67
S3	200.42	202.08	207.23
S4	195.61	197.27	205.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	213.19	208.38	4.81	2.3%	2.09	1.0%	99%	True	False	106,793,739
10	214.98	208.38	6.60	3.1%	1.75	0.8%	72%	False	False	95,533,220
20	215.74	208.38	7.36	3.5%	1.65	0.8%	65%	False	False	88,940,419
40	217.53	208.38	9.15	4.3%	1.69	0.8%	52%	False	False	94,715,620
60	219.60	208.38	11.22	5.3%	1.62	0.8%	43%	False	False	91,024,954
80	219.60	208.38	11.22	5.3%	1.53	0.7%	43%	False	False	84,235,986
100	219.60	198.65	20.95	9.8%	1.64	0.8%	69%	False	False	92,457,066
120	219.60	198.65	20.95	9.8%	1.62	0.8%	69%	False	False	92,023,289

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	0.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	221.22
2.618	218.14
1.618	216.25
1.000	215.08
0.618	214.36
HIGH	213.19
0.618	212.47
0.500	212.25
0.382	212.02
LOW	211.30
0.618	210.13
1.000	209.41
1.618	208.24
2.618	206.35
4.250	203.27

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	212.85	212.36
PP	212.55	211.57
S1	212.25	210.79

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

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