SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	216.08	217.03	0.95	0.4%	211.45
High	216.70	217.27	0.57	0.3%	218.31
Low	215.32	215.72	0.40	0.2%	211.30
Close	216.42	216.59	0.17	0.1%	216.42
Range	1.38	1.55	0.17	12.3%	7.01
ATR	2.22	2.17	-0.05	-2.2%	0.00
Volume	100,552,704	94,579,904	-5,972,800	-5.9%	747,661,792

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.18	220.43	217.44
R3	219.63	218.88	217.02
R2	218.08	218.08	216.87
R1	217.33	217.33	216.73	216.93
PP	216.53	216.53	216.53	216.33
S1	215.78	215.78	216.45	215.38
S2	214.98	214.98	216.31
S3	213.43	214.23	216.16
S4	211.88	212.68	215.74

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	212.34	5.97	2.8%	2.63	1.2%	71%	False	False	146,489,379
10	218.31	208.38	9.93	4.6%	2.36	1.1%	83%	False	False	126,641,559
20	218.31	208.38	9.93	4.6%	1.82	0.8%	83%	False	False	102,702,159
40	218.31	208.38	9.93	4.6%	1.74	0.8%	83%	False	False	95,576,015
60	219.60	208.38	11.22	5.2%	1.76	0.8%	73%	False	False	98,122,514
80	219.60	208.38	11.22	5.2%	1.62	0.7%	73%	False	False	89,619,127
100	219.60	198.65	20.95	9.7%	1.70	0.8%	86%	False	False	95,075,553
120	219.60	198.65	20.95	9.7%	1.66	0.8%	86%	False	False	94,361,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	223.86
2.618	221.33
1.618	219.78
1.000	218.82
0.618	218.23
HIGH	217.27
0.618	216.68
0.500	216.50
0.382	216.31
LOW	215.72
0.618	214.76
1.000	214.17
1.618	213.21
2.618	211.66
4.250	209.13

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	216.56	216.77
PP	216.53	216.71
S1	216.50	216.65

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

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