SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	217.30	216.08	-1.22	-0.6%	211.45
High	218.31	216.70	-1.61	-0.7%	218.31
Low	215.22	215.32	0.10	0.0%	211.30
Close	216.92	216.42	-0.50	-0.2%	216.42
Range	3.09	1.38	-1.71	-55.3%	7.01
ATR	2.27	2.22	-0.05	-2.1%	0.00
Volume	172,113,296	100,552,704	-71,560,592	-41.6%	747,661,792

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	220.29	219.73	217.18
R3	218.91	218.35	216.80
R2	217.53	217.53	216.67
R1	216.97	216.97	216.55	217.25
PP	216.15	216.15	216.15	216.29
S1	215.59	215.59	216.29	215.87
S2	214.77	214.77	216.17
S3	213.39	214.21	216.04
S4	212.01	212.83	215.66

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	236.37	233.41	220.28
R3	229.36	226.40	218.35
R2	222.35	222.35	217.71
R1	219.39	219.39	217.06	220.87
PP	215.34	215.34	215.34	216.09
S1	212.38	212.38	215.78	213.86
S2	208.33	208.33	215.13
S3	201.32	205.37	214.49
S4	194.31	198.36	212.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	218.31	211.30	7.01	3.2%	2.70	1.2%	73%	False	False	149,532,358
10	218.31	208.38	9.93	4.6%	2.29	1.1%	81%	False	False	123,310,818
20	218.31	208.38	9.93	4.6%	1.80	0.8%	81%	False	False	100,886,944
40	218.31	208.38	9.93	4.6%	1.75	0.8%	81%	False	False	95,216,225
60	219.60	208.38	11.22	5.2%	1.75	0.8%	72%	False	False	97,803,564
80	219.60	208.38	11.22	5.2%	1.62	0.7%	72%	False	False	89,221,721
100	219.60	198.65	20.95	9.7%	1.70	0.8%	85%	False	False	95,157,068
120	219.60	198.65	20.95	9.7%	1.67	0.8%	85%	False	False	94,233,505

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	222.57
2.618	220.31
1.618	218.93
1.000	218.08
0.618	217.55
HIGH	216.70
0.618	216.17
0.500	216.01
0.382	215.85
LOW	215.32
0.618	214.47
1.000	213.94
1.618	213.09
2.618	211.71
4.250	209.46

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	216.28	216.06
PP	216.15	215.69
S1	216.01	215.33

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

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