SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Nov-2017

Day Change Summary
	Previous	Current
	21-Nov-2017	22-Nov-2017	Change	Change %	Previous Week
Open	259.18	260.00	0.82	0.3%	257.31
High	260.20	260.15	-0.05	0.0%	259.04
Low	258.26	259.57	1.31	0.5%	255.63
Close	259.99	259.76	-0.23	-0.1%	257.86
Range	1.94	0.58	-1.36	-70.1%	3.41
ATR	1.40	1.34	-0.06	-4.2%	0.00
Volume	69,176,800	45,033,300	-24,143,500	-34.9%	335,889,004

Daily Pivots for day following 22-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	261.57	261.24	260.08
R3	260.99	260.66	259.92
R2	260.41	260.41	259.87
R1	260.08	260.08	259.81	259.96
PP	259.83	259.83	259.83	259.76
S1	259.50	259.50	259.71	259.38
S2	259.25	259.25	259.65
S3	258.67	258.92	259.60
S4	258.09	258.34	259.44

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	267.74	266.21	259.74
R3	264.33	262.80	258.80
R2	260.92	260.92	258.49
R1	259.39	259.39	258.17	260.16
PP	257.51	257.51	257.51	257.89
S1	255.98	255.98	257.55	256.75
S2	254.10	254.10	257.23
S3	250.69	252.57	256.92
S4	247.28	249.16	255.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	260.20	257.48	2.73	1.0%	1.11	0.4%	84%	False	False	61,163,880
10	260.20	255.63	4.57	1.8%	1.28	0.5%	90%	False	False	65,324,470
20	260.20	255.48	4.72	1.8%	1.25	0.5%	91%	False	False	62,553,070
40	260.20	249.63	10.57	4.1%	1.12	0.4%	96%	False	False	60,802,270
60	260.20	244.62	15.58	6.0%	1.11	0.4%	97%	False	False	62,566,215
80	260.20	241.83	18.37	7.1%	1.20	0.5%	98%	False	False	63,626,078
100	260.20	240.34	19.86	7.6%	1.18	0.5%	98%	False	False	61,689,753
120	260.20	239.96	20.24	7.8%	1.22	0.5%	98%	False	False	63,154,617

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.39
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	262.62
2.618	261.67
1.618	261.09
1.000	260.73
0.618	260.51
HIGH	260.15
0.618	259.93
0.500	259.86
0.382	259.79
LOW	259.57
0.618	259.21
1.000	258.99
1.618	258.63
2.618	258.05
4.250	257.11

Fisher Pivots for day following 22-Nov-2017
Pivot	1 day	3 day
R1	259.86	259.52
PP	259.83	259.27
S1	259.79	259.03

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

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