SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Nov-2018

Day Change Summary
	Previous	Current
	09-Nov-2018	12-Nov-2018	Change	Change %	Previous Week
Open	279.03	277.19	-1.84	-0.7%	272.44
High	279.24	277.46	-1.78	-0.6%	281.22
Low	276.18	271.99	-4.19	-1.5%	271.35
Close	277.76	272.57	-5.19	-1.9%	277.76
Range	3.06	5.47	2.41	78.8%	9.87
ATR	4.52	4.61	0.09	2.0%	0.00
Volume	98,812,496	99,673,504	861,008	0.9%	392,857,592

Daily Pivots for day following 12-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	290.42	286.96	275.58
R3	284.95	281.49	274.07
R2	279.48	279.48	273.57
R1	276.02	276.02	273.07	275.02
PP	274.01	274.01	274.01	273.50
S1	270.55	270.55	272.07	269.55
S2	268.54	268.54	271.57
S3	263.07	265.08	271.07
S4	257.60	259.61	269.56

Weekly Pivots for week ending 09-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	306.39	301.94	283.19
R3	296.52	292.07	280.47
R2	286.65	286.65	279.57
R1	282.20	282.20	278.66	284.43
PP	276.78	276.78	276.78	277.89
S1	272.33	272.33	276.86	274.56
S2	266.91	266.91	275.95
S3	257.04	262.46	275.05
S4	247.17	252.59	272.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	281.22	271.99	9.23	3.4%	3.32	1.2%	6%	False	True	85,381,739
10	281.22	263.12	18.10	6.6%	3.64	1.3%	52%	False	False	100,007,249
20	281.22	259.85	21.37	7.8%	4.83	1.8%	60%	False	False	120,518,680
40	293.94	259.85	34.09	12.5%	3.86	1.4%	37%	False	False	109,067,910
60	293.94	259.85	34.09	12.5%	3.09	1.1%	37%	False	False	91,979,067
80	293.94	259.85	34.09	12.5%	2.80	1.0%	37%	False	False	84,206,537
100	293.94	259.85	34.09	12.5%	2.66	1.0%	37%	False	False	80,850,131
120	293.94	259.85	34.09	12.5%	2.52	0.9%	37%	False	False	79,624,044

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	300.71
2.618	291.78
1.618	286.31
1.000	282.93
0.618	280.84
HIGH	277.46
0.618	275.37
0.500	274.73
0.382	274.08
LOW	271.99
0.618	268.61
1.000	266.52
1.618	263.14
2.618	257.67
4.250	248.74

Fisher Pivots for day following 12-Nov-2018
Pivot	1 day	3 day
R1	274.73	276.61
PP	274.01	275.26
S1	273.29	273.92

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

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