SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	265.36	265.86	0.50	0.2%	277.19
High	267.00	267.15	0.15	0.1%	277.46
Low	263.15	265.01	1.86	0.7%	267.01
Close	264.12	265.02	0.90	0.3%	273.73
Range	3.85	2.14	-1.71	-44.4%	10.45
ATR	4.87	4.74	-0.13	-2.7%	0.00
Volume	136,021,296	75,563,696	-60,457,600	-44.4%	584,955,416

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	272.15	270.72	266.20
R3	270.01	268.58	265.61
R2	267.87	267.87	265.41
R1	266.44	266.44	265.22	266.09
PP	265.73	265.73	265.73	265.55
S1	264.30	264.30	264.82	263.95
S2	263.59	263.59	264.63
S3	261.45	262.16	264.43
S4	259.31	260.02	263.84

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	304.08	299.36	279.48
R3	293.63	288.91	276.60
R2	283.18	283.18	275.65
R1	278.46	278.46	274.69	275.60
PP	272.73	272.73	272.73	271.30
S1	268.01	268.01	272.77	265.15
S2	262.28	262.28	271.81
S3	251.83	257.56	270.86
S4	241.38	247.11	267.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	274.75	263.15	11.60	4.4%	4.27	1.6%	16%	False	False	115,283,219
10	281.22	263.15	18.07	6.8%	4.21	1.6%	10%	False	False	106,399,940
20	281.22	259.85	21.37	8.1%	4.63	1.7%	24%	False	False	115,019,310
40	293.21	259.85	33.36	12.6%	4.35	1.6%	15%	False	False	116,706,868
60	293.94	259.85	34.09	12.9%	3.47	1.3%	15%	False	False	99,264,868
80	293.94	259.85	34.09	12.9%	3.01	1.1%	15%	False	False	88,443,485
100	293.94	259.85	34.09	12.9%	2.77	1.0%	15%	False	False	82,788,841
120	293.94	259.85	34.09	12.9%	2.67	1.0%	15%	False	False	81,888,708

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	False
Stretch	0.88
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	276.25
2.618	272.75
1.618	270.61
1.000	269.29
0.618	268.47
HIGH	267.15
0.618	266.33
0.500	266.08
0.382	265.83
LOW	265.01
0.618	263.69
1.000	262.87
1.618	261.55
2.618	259.41
4.250	255.92

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	266.08	268.27
PP	265.73	267.18
S1	265.37	266.10

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

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