SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	220.52	221.63	1.11	0.5%	219.17
High	221.44	221.82	0.38	0.2%	221.56
Low	220.17	220.31	0.14	0.1%	219.00
Close	220.91	220.38	-0.53	-0.2%	221.52
Range	1.27	1.51	0.24	18.9%	2.56
ATR	1.65	1.64	-0.01	-0.6%	0.00
Volume	69,886,600	113,291,800	43,405,200	62.1%	234,323,896

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	225.37	224.38	221.21
R3	223.86	222.87	220.80
R2	222.35	222.35	220.66
R1	221.36	221.36	220.52	221.10
PP	220.84	220.84	220.84	220.71
S1	219.85	219.85	220.24	219.59
S2	219.33	219.33	220.10
S3	217.82	218.34	219.96
S4	216.31	216.83	219.55

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	221.82	219.75	2.07	0.9%	1.09	0.5%	30%	True	False	70,848,659
10	221.82	217.42	4.40	2.0%	1.05	0.5%	67%	True	False	71,575,519
20	221.82	208.38	13.44	6.1%	1.61	0.7%	89%	True	False	97,552,074
40	221.82	208.38	13.44	6.1%	1.58	0.7%	89%	True	False	89,901,234
60	221.82	208.38	13.44	6.1%	1.71	0.8%	89%	True	False	97,813,414
80	221.82	208.38	13.44	6.1%	1.57	0.7%	89%	True	False	90,554,514
100	221.82	208.38	13.44	6.1%	1.53	0.7%	89%	True	False	86,657,189
120	221.82	198.65	23.17	10.5%	1.65	0.7%	94%	True	False	94,058,575

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	228.24
2.618	225.77
1.618	224.26
1.000	223.33
0.618	222.75
HIGH	221.82
0.618	221.24
0.500	221.07
0.382	220.89
LOW	220.31
0.618	219.38
1.000	218.80
1.618	217.87
2.618	216.36
4.250	213.89

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	221.07	221.00
PP	220.84	220.79
S1	220.61	220.59

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

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