SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Nov-2017

Day Change Summary
	Previous	Current
	09-Nov-2017	10-Nov-2017	Change	Change %	Previous Week
Open	257.73	257.73	0.00	0.0%	258.30
High	258.39	258.29	-0.10	0.0%	259.35
Low	256.36	257.37	1.01	0.4%	256.36
Close	258.17	258.09	-0.08	0.0%	258.09
Range	2.03	0.92	-1.11	-54.7%	2.99
ATR	1.30	1.27	-0.03	-2.1%	0.00
Volume	95,085,504	59,984,600	-35,100,904	-36.9%	312,694,204

Daily Pivots for day following 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	260.68	260.30	258.60
R3	259.76	259.38	258.34
R2	258.84	258.84	258.26
R1	258.46	258.46	258.17	258.65
PP	257.92	257.92	257.92	258.01
S1	257.54	257.54	258.01	257.73
S2	257.00	257.00	257.92
S3	256.08	256.62	257.84
S4	255.16	255.70	257.58

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	266.90	265.49	259.73
R3	263.91	262.50	258.91
R2	260.92	260.92	258.64
R1	259.51	259.51	258.36	258.72
PP	257.93	257.93	257.93	257.54
S1	256.52	256.52	257.82	255.73
S2	254.94	254.94	257.54
S3	251.95	253.53	257.27
S4	248.96	250.54	256.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	259.35	256.36	2.99	1.2%	1.21	0.5%	58%	False	False	62,538,840
10	259.35	256.19	3.16	1.2%	1.20	0.5%	60%	False	False	59,752,640
20	259.35	254.00	5.35	2.1%	1.21	0.5%	76%	False	False	62,460,200
40	259.35	248.08	11.27	4.4%	1.08	0.4%	89%	False	False	59,460,160
60	259.35	241.83	17.52	6.8%	1.15	0.4%	93%	False	False	62,970,267
80	259.35	241.83	17.52	6.8%	1.17	0.5%	93%	False	False	63,393,494
100	259.35	239.96	19.39	7.5%	1.21	0.5%	94%	False	False	62,238,502
120	259.35	239.93	19.42	7.5%	1.21	0.5%	94%	False	False	63,079,890

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

Fibonacci Retracements and Extensions
4.250	262.20
2.618	260.70
1.618	259.78
1.000	259.21
0.618	258.86
HIGH	258.29
0.618	257.94
0.500	257.83
0.382	257.72
LOW	257.37
0.618	256.80
1.000	256.45
1.618	255.88
2.618	254.96
4.250	253.46

Fisher Pivots for day following 10-Nov-2017
Pivot	1 day	3 day
R1	258.00	257.99
PP	257.92	257.89
S1	257.83	257.79

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

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