SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	257.73	257.31	-0.42	-0.2%	258.30
High	258.29	258.59	0.30	0.1%	259.35
Low	257.37	257.27	-0.10	0.0%	256.36
Close	258.09	258.33	0.24	0.1%	258.09
Range	0.92	1.32	0.40	43.5%	2.99
ATR	1.27	1.27	0.00	0.3%	0.00
Volume	59,984,600	50,228,600	-9,756,000	-16.3%	312,694,204

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	262.02	261.50	259.06
R3	260.70	260.18	258.69
R2	259.38	259.38	258.57
R1	258.86	258.86	258.45	259.12
PP	258.06	258.06	258.06	258.20
S1	257.54	257.54	258.21	257.80
S2	256.74	256.74	258.09
S3	255.42	256.22	257.97
S4	254.10	254.90	257.60

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%	1.32	0.5%	66%	False	False	62,654,060
10	259.35	256.19	3.16	1.2%	1.21	0.5%	68%	False	False	59,346,940
20	259.35	254.00	5.35	2.1%	1.24	0.5%	81%	False	False	63,060,550
40	259.35	248.08	11.27	4.4%	1.09	0.4%	91%	False	False	59,559,995
60	259.35	241.83	17.52	6.8%	1.14	0.4%	94%	False	False	61,528,278
80	259.35	241.83	17.52	6.8%	1.18	0.5%	94%	False	False	62,912,464
100	259.35	239.96	19.39	7.5%	1.21	0.5%	95%	False	False	62,299,308
120	259.35	239.96	19.39	7.5%	1.21	0.5%	95%	False	False	63,088,619

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	264.20
2.618	262.05
1.618	260.73
1.000	259.91
0.618	259.41
HIGH	258.59
0.618	258.09
0.500	257.93
0.382	257.77
LOW	257.27
0.618	256.45
1.000	255.95
1.618	255.13
2.618	253.81
4.250	251.66

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	258.20	258.05
PP	258.06	257.76
S1	257.93	257.48

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

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