SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	217.04	217.56	0.52	0.2%	211.45
High	218.28	218.14	-0.14	-0.1%	218.31
Low	216.80	217.42	0.62	0.3%	211.30
Close	218.28	217.87	-0.41	-0.2%	216.42
Range	1.48	0.72	-0.76	-51.4%	7.01
ATR	2.14	2.05	-0.09	-4.3%	0.00
Volume	91,652,496	65,617,600	-26,034,896	-28.4%	747,661,792

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	219.97	219.64	218.27
R3	219.25	218.92	218.07
R2	218.53	218.53	218.00
R1	218.20	218.20	217.94	218.37
PP	217.81	217.81	217.81	217.89
S1	217.48	217.48	217.80	217.65
S2	217.09	217.09	217.74
S3	216.37	216.76	217.67
S4	215.65	216.04	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	215.22	3.09	1.4%	1.64	0.8%	86%	False	False	104,903,200
10	218.31	208.38	9.93	4.6%	2.06	0.9%	96%	False	False	119,757,308
20	218.31	208.38	9.93	4.6%	1.82	0.8%	96%	False	False	103,396,224
40	218.31	208.38	9.93	4.6%	1.70	0.8%	96%	False	False	95,010,562
60	219.22	208.38	10.84	5.0%	1.77	0.8%	88%	False	False	98,830,886
80	219.60	208.38	11.22	5.1%	1.62	0.7%	85%	False	False	90,010,584
100	219.60	201.12	18.48	8.5%	1.61	0.7%	91%	False	False	90,823,931
120	219.60	198.65	20.95	9.6%	1.67	0.8%	92%	False	False	94,676,309

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	0.35
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	221.20
2.618	220.02
1.618	219.30
1.000	218.86
0.618	218.58
HIGH	218.14
0.618	217.86
0.500	217.78
0.382	217.70
LOW	217.42
0.618	216.98
1.000	216.70
1.618	216.26
2.618	215.54
4.250	214.36

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	217.84	217.58
PP	217.81	217.29
S1	217.78	217.00

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

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