SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Nov-2016

Day Change Summary
	Previous	Current
	21-Nov-2016	22-Nov-2016	Change	Change %	Previous Week
Open	219.17	220.51	1.34	0.6%	217.03
High	220.18	220.79	0.61	0.3%	219.27
Low	219.00	219.73	0.73	0.3%	215.72
Close	220.15	220.58	0.43	0.2%	218.50
Range	1.18	1.06	-0.12	-10.2%	3.55
ATR	1.90	1.84	-0.06	-3.2%	0.00
Volume	72,402,600	67,428,896	-4,973,704	-6.9%	407,912,800

Daily Pivots for day following 22-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	223.55	223.12	221.16
R3	222.49	222.06	220.87
R2	221.43	221.43	220.77
R1	221.00	221.00	220.68	221.22
PP	220.37	220.37	220.37	220.47
S1	219.94	219.94	220.48	220.16
S2	219.31	219.31	220.39
S3	218.25	218.88	220.29
S4	217.19	217.82	220.00

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	220.79	217.42	3.37	1.5%	1.02	0.5%	94%	True	False	72,302,379
10	220.79	212.34	8.45	3.8%	1.73	0.8%	98%	True	False	107,883,919
20	220.79	208.38	12.41	5.6%	1.81	0.8%	98%	True	False	103,720,059
40	220.79	208.38	12.41	5.6%	1.69	0.8%	98%	True	False	94,444,954
60	220.79	208.38	12.41	5.6%	1.73	0.8%	98%	True	False	98,196,424
80	220.79	208.38	12.41	5.6%	1.60	0.7%	98%	True	False	89,934,885
100	220.79	207.06	13.73	6.2%	1.57	0.7%	98%	True	False	88,104,992
120	220.79	198.65	22.14	10.0%	1.65	0.7%	99%	True	False	94,270,284

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	225.30
2.618	223.57
1.618	222.51
1.000	221.85
0.618	221.45
HIGH	220.79
0.618	220.39
0.500	220.26
0.382	220.13
LOW	219.73
0.618	219.07
1.000	218.67
1.618	218.01
2.618	216.95
4.250	215.23

Fisher Pivots for day following 22-Nov-2016
Pivot	1 day	3 day
R1	220.47	220.23
PP	220.37	219.89
S1	220.26	219.54

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

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