SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2017

Day Change Summary
	Previous	Current
	06-Nov-2017	07-Nov-2017	Change	Change %	Previous Week
Open	258.30	258.97	0.67	0.3%	257.07
High	259.00	259.35	0.35	0.1%	258.50
Low	258.22	258.09	-0.13	-0.1%	256.19
Close	258.85	258.67	-0.18	-0.1%	258.45
Range	0.78	1.26	0.48	61.5%	2.31
ATR	1.19	1.19	0.01	0.4%	0.00
Volume	49,652,500	57,502,100	7,849,600	15.8%	284,832,200

Daily Pivots for day following 07-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	262.48	261.84	259.36
R3	261.22	260.58	259.02
R2	259.96	259.96	258.90
R1	259.32	259.32	258.79	259.01
PP	258.70	258.70	258.70	258.55
S1	258.06	258.06	258.55	257.75
S2	257.44	257.44	258.44
S3	256.18	256.80	258.32
S4	254.92	255.54	257.98

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	264.64	263.86	259.72
R3	262.33	261.55	259.09
R2	260.02	260.02	258.87
R1	259.24	259.24	258.66	259.63
PP	257.71	257.71	257.71	257.91
S1	256.93	256.93	258.24	257.32
S2	255.40	255.40	258.03
S3	253.09	254.62	257.81
S4	250.78	252.31	257.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	259.35	256.19	3.16	1.2%	1.23	0.5%	78%	True	False	55,479,300
10	259.35	254.00	5.35	2.1%	1.34	0.5%	87%	True	False	65,106,240
20	259.35	254.00	5.35	2.1%	1.11	0.4%	87%	True	False	59,660,210
40	259.35	248.08	11.27	4.4%	1.03	0.4%	94%	True	False	60,574,335
60	259.35	241.83	17.52	6.8%	1.17	0.5%	96%	True	False	63,552,083
80	259.35	241.83	17.52	6.8%	1.16	0.4%	96%	True	False	62,585,646
100	259.35	239.96	19.39	7.5%	1.21	0.5%	96%	True	False	61,963,182
120	259.35	237.27	22.08	8.5%	1.20	0.5%	97%	True	False	63,236,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	264.71
2.618	262.65
1.618	261.39
1.000	260.61
0.618	260.13
HIGH	259.35
0.618	258.87
0.500	258.72
0.382	258.57
LOW	258.09
0.618	257.31
1.000	256.83
1.618	256.05
2.618	254.79
4.250	252.74

Fisher Pivots for day following 07-Nov-2017
Pivot	1 day	3 day
R1	258.72	258.56
PP	258.70	258.44
S1	258.69	258.33

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

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