SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	218.05	219.07	1.02	0.5%	217.03
High	219.06	219.27	0.21	0.1%	219.27
Low	217.92	218.29	0.37	0.2%	215.72
Close	218.99	218.50	-0.49	-0.2%	218.50
Range	1.14	0.98	-0.16	-14.0%	3.55
ATR	1.99	1.92	-0.07	-3.6%	0.00
Volume	69,797,104	86,265,696	16,468,592	23.6%	407,912,800

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	221.63	221.04	219.04
R3	220.65	220.06	218.77
R2	219.67	219.67	218.68
R1	219.08	219.08	218.59	218.89
PP	218.69	218.69	218.69	218.59
S1	218.10	218.10	218.41	217.91
S2	217.71	217.71	218.32
S3	216.73	217.12	218.23
S4	215.75	216.14	217.96

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.48	227.04	220.45
R3	224.93	223.49	219.48
R2	221.38	221.38	219.15
R1	219.94	219.94	218.83	220.66
PP	217.83	217.83	217.83	218.19
S1	216.39	216.39	218.17	217.11
S2	214.28	214.28	217.85
S3	210.73	212.84	217.52
S4	207.18	209.29	216.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	219.27	215.72	3.55	1.6%	1.17	0.5%	78%	True	False	81,582,560
10	219.27	211.30	7.97	3.6%	1.94	0.9%	90%	True	False	115,557,459
20	219.27	208.38	10.89	5.0%	1.79	0.8%	93%	True	False	103,062,924
40	219.27	208.38	10.89	5.0%	1.71	0.8%	93%	True	False	95,155,942
60	219.27	208.38	10.89	5.0%	1.76	0.8%	93%	True	False	99,082,706
80	219.60	208.38	11.22	5.1%	1.61	0.7%	90%	False	False	90,097,377
100	219.60	206.56	13.04	6.0%	1.59	0.7%	92%	False	False	89,417,450
120	219.60	198.65	20.95	9.6%	1.66	0.8%	95%	False	False	94,478,369

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	223.44
2.618	221.84
1.618	220.86
1.000	220.25
0.618	219.88
HIGH	219.27
0.618	218.90
0.500	218.78
0.382	218.66
LOW	218.29
0.618	217.68
1.000	217.31
1.618	216.70
2.618	215.72
4.250	214.13

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	218.78	218.45
PP	218.69	218.40
S1	218.59	218.35

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

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