SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	217.56	218.05	0.49	0.2%	211.45
High	218.14	219.06	0.92	0.4%	218.31
Low	217.42	217.92	0.50	0.2%	211.30
Close	217.87	218.99	1.12	0.5%	216.42
Range	0.72	1.14	0.42	58.3%	7.01
ATR	2.05	1.99	-0.06	-3.0%	0.00
Volume	65,617,600	69,797,104	4,179,504	6.4%	747,661,792

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	222.08	221.67	219.62
R3	220.94	220.53	219.30
R2	219.80	219.80	219.20
R1	219.39	219.39	219.09	219.60
PP	218.66	218.66	218.66	218.76
S1	218.25	218.25	218.89	218.46
S2	217.52	217.52	218.78
S3	216.38	217.11	218.68
S4	215.24	215.97	218.36

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	219.06	215.32	3.74	1.7%	1.25	0.6%	98%	True	False	84,439,961
10	219.06	208.38	10.68	4.9%	1.99	0.9%	99%	True	False	117,843,089
20	219.06	208.38	10.68	4.9%	1.81	0.8%	99%	True	False	103,204,089
40	219.06	208.38	10.68	4.9%	1.71	0.8%	99%	True	False	94,839,477
60	219.22	208.38	10.84	4.9%	1.76	0.8%	98%	False	False	98,798,689
80	219.60	208.38	11.22	5.1%	1.61	0.7%	95%	False	False	89,832,001
100	219.60	204.72	14.88	6.8%	1.60	0.7%	96%	False	False	89,928,079
120	219.60	198.65	20.95	9.6%	1.67	0.8%	97%	False	False	94,342,290

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	223.91
2.618	222.04
1.618	220.90
1.000	220.20
0.618	219.76
HIGH	219.06
0.618	218.62
0.500	218.49
0.382	218.36
LOW	217.92
0.618	217.22
1.000	216.78
1.618	216.08
2.618	214.94
4.250	213.08

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	218.82	218.64
PP	218.66	218.28
S1	218.49	217.93

Download as Excel Spreadsheet

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

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