SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2017

Day Change Summary
	Previous	Current
	13-Nov-2017	14-Nov-2017	Change	Change %	Previous Week
Open	257.31	257.41	0.10	0.0%	258.30
High	258.59	257.85	-0.74	-0.3%	259.35
Low	257.27	256.52	-0.75	-0.3%	256.36
Close	258.33	257.73	-0.60	-0.2%	258.09
Range	1.32	1.33	0.01	0.8%	2.99
ATR	1.27	1.31	0.04	3.0%	0.00
Volume	50,228,600	61,315,100	11,086,500	22.1%	312,694,204

Daily Pivots for day following 14-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	261.36	260.87	258.46
R3	260.03	259.54	258.10
R2	258.70	258.70	257.97
R1	258.21	258.21	257.85	258.46
PP	257.37	257.37	257.37	257.49
S1	256.88	256.88	257.61	257.13
S2	256.04	256.04	257.49
S3	254.71	255.55	257.36
S4	253.38	254.22	257.00

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	259.22	256.36	2.86	1.1%	1.33	0.5%	48%	False	False	63,416,660
10	259.35	256.19	3.16	1.2%	1.28	0.5%	49%	False	False	59,447,980
20	259.35	254.00	5.35	2.1%	1.28	0.5%	70%	False	False	64,548,260
40	259.35	248.08	11.27	4.4%	1.11	0.4%	86%	False	False	59,915,170
60	259.35	242.93	16.42	6.4%	1.13	0.4%	90%	False	False	61,459,035
80	259.35	241.83	17.52	6.8%	1.19	0.5%	91%	False	False	63,096,125
100	259.35	239.96	19.39	7.5%	1.22	0.5%	92%	False	False	62,242,591
120	259.35	239.96	19.39	7.5%	1.21	0.5%	92%	False	False	63,065,648

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	263.50
2.618	261.33
1.618	260.00
1.000	259.18
0.618	258.67
HIGH	257.85
0.618	257.34
0.500	257.19
0.382	257.03
LOW	256.52
0.618	255.70
1.000	255.19
1.618	254.37
2.618	253.04
4.250	250.87

Fisher Pivots for day following 14-Nov-2017
Pivot	1 day	3 day
R1	257.55	257.67
PP	257.37	257.61
S1	257.19	257.56

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

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