SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Nov-2017

Day Change Summary
	Previous	Current
	28-Nov-2017	29-Nov-2017	Change	Change %	Previous Week
Open	260.76	263.02	2.26	0.9%	258.14
High	262.90	263.63	0.73	0.3%	260.48
Low	260.66	262.20	1.55	0.6%	257.86
Close	262.87	262.71	-0.16	-0.1%	260.36
Range	2.25	1.43	-0.82	-36.3%	2.62
ATR	1.36	1.36	0.01	0.4%	0.00
Volume	98,971,696	77,512,096	-21,459,600	-21.7%	190,142,100

Daily Pivots for day following 29-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	267.14	266.35	263.50
R3	265.71	264.92	263.10
R2	264.28	264.28	262.97
R1	263.49	263.49	262.84	263.17
PP	262.85	262.85	262.85	262.69
S1	262.06	262.06	262.58	261.74
S2	261.42	261.42	262.45
S3	259.99	260.63	262.32
S4	258.56	259.20	261.92

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	267.43	266.51	261.80
R3	264.81	263.89	261.08
R2	262.19	262.19	260.84
R1	261.27	261.27	260.60	261.73
PP	259.57	259.57	259.57	259.80
S1	258.65	258.65	260.12	259.11
S2	256.95	256.95	259.88
S3	254.33	256.03	259.64
S4	251.71	253.41	258.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	263.63	259.57	4.06	1.5%	1.07	0.4%	77%	True	False	60,329,698
10	263.63	255.63	8.00	3.0%	1.19	0.5%	89%	True	False	64,324,609
20	263.63	255.63	8.00	3.0%	1.24	0.5%	89%	True	False	61,886,295
40	263.63	252.56	11.07	4.2%	1.15	0.4%	92%	True	False	60,812,905
60	263.63	246.23	17.40	6.6%	1.07	0.4%	95%	True	False	61,522,465
80	263.63	241.83	21.80	8.3%	1.21	0.5%	96%	True	False	64,580,594
100	263.63	240.85	22.78	8.7%	1.17	0.4%	96%	True	False	62,104,122
120	263.63	239.96	23.67	9.0%	1.21	0.5%	96%	True	False	62,770,356

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	269.71
2.618	267.37
1.618	265.94
1.000	265.06
0.618	264.51
HIGH	263.63
0.618	263.08
0.500	262.92
0.382	262.75
LOW	262.20
0.618	261.32
1.000	260.77
1.618	259.89
2.618	258.46
4.250	256.12

Fisher Pivots for day following 29-Nov-2017
Pivot	1 day	3 day
R1	262.92	262.41
PP	262.85	262.11
S1	262.78	261.82

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

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