SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Nov-2016

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	221.10	221.16	0.06	0.0%	219.17
High	221.56	221.48	-0.08	0.0%	221.56
Low	221.01	220.36	-0.65	-0.3%	219.00
Close	221.52	220.48	-1.04	-0.5%	221.52
Range	0.55	1.12	0.57	103.6%	2.56
ATR	1.71	1.67	-0.04	-2.3%	0.00
Volume	37,872,200	76,572,496	38,700,296	102.2%	234,323,896

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	224.13	223.43	221.10
R3	223.01	222.31	220.79
R2	221.89	221.89	220.69
R1	221.19	221.19	220.58	220.98
PP	220.77	220.77	220.77	220.67
S1	220.07	220.07	220.38	219.86
S2	219.65	219.65	220.27
S3	218.53	218.95	220.17
S4	217.41	217.83	219.86

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	228.37	227.51	222.93
R3	225.81	224.95	222.22
R2	223.25	223.25	221.99
R1	222.39	222.39	221.75	222.82
PP	220.69	220.69	220.69	220.91
S1	219.83	219.83	221.29	220.26
S2	218.13	218.13	221.05
S3	215.57	217.27	220.82
S4	213.01	214.71	220.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	221.56	219.00	2.56	1.2%	0.98	0.4%	58%	False	False	62,179,278
10	221.56	215.72	5.84	2.6%	1.08	0.5%	82%	False	False	71,880,919
20	221.56	208.38	13.18	6.0%	1.68	0.8%	92%	False	False	97,595,869
40	221.56	208.38	13.18	6.0%	1.59	0.7%	92%	False	False	90,408,274
60	221.56	208.38	13.18	6.0%	1.70	0.8%	92%	False	False	97,027,038
80	221.56	208.38	13.18	6.0%	1.56	0.7%	92%	False	False	89,662,265
100	221.56	208.38	13.18	6.0%	1.53	0.7%	92%	False	False	86,901,453
120	221.56	198.65	22.91	10.4%	1.65	0.7%	95%	False	False	94,095,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	226.24
2.618	224.41
1.618	223.29
1.000	222.60
0.618	222.17
HIGH	221.48
0.618	221.05
0.500	220.92
0.382	220.79
LOW	220.36
0.618	219.67
1.000	219.24
1.618	218.55
2.618	217.43
4.250	215.60

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	220.92	220.66
PP	220.77	220.60
S1	220.63	220.54

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

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