SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	217.03	217.04	0.01	0.0%	211.45
High	217.27	218.28	1.01	0.5%	218.31
Low	215.72	216.80	1.08	0.5%	211.30
Close	216.59	218.28	1.69	0.8%	216.42
Range	1.55	1.48	-0.07	-4.5%	7.01
ATR	2.17	2.14	-0.03	-1.6%	0.00
Volume	94,579,904	91,652,496	-2,927,408	-3.1%	747,661,792

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.23	221.73	219.09
R3	220.75	220.25	218.69
R2	219.27	219.27	218.55
R1	218.77	218.77	218.42	219.02
PP	217.79	217.79	217.79	217.91
S1	217.29	217.29	218.14	217.54
S2	216.31	216.31	218.01
S3	214.83	215.81	217.87
S4	213.35	214.33	217.47

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	2.7%	2.45	1.1%	99%	False	False	143,465,459
10	218.31	208.38	9.93	4.5%	2.17	1.0%	100%	False	False	123,528,628
20	218.31	208.38	9.93	4.5%	1.84	0.8%	100%	False	False	103,441,304
40	218.31	208.38	9.93	4.5%	1.75	0.8%	100%	False	False	96,126,079
60	219.60	208.38	11.22	5.1%	1.77	0.8%	88%	False	False	98,627,244
80	219.60	208.38	11.22	5.1%	1.63	0.7%	88%	False	False	90,066,369
100	219.60	198.65	20.95	9.6%	1.63	0.7%	94%	False	False	92,657,640
120	219.60	198.65	20.95	9.6%	1.67	0.8%	94%	False	False	94,664,589

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	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	224.57
2.618	222.15
1.618	220.67
1.000	219.76
0.618	219.19
HIGH	218.28
0.618	217.71
0.500	217.54
0.382	217.37
LOW	216.80
0.618	215.89
1.000	215.32
1.618	214.41
2.618	212.93
4.250	210.51

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	218.03	217.79
PP	217.79	217.29
S1	217.54	216.80

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

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