SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Nov-2019

Day Change Summary
	Previous	Current
	05-Nov-2019	06-Nov-2019	Change	Change %	Previous Week
Open	307.59	307.03	-0.56	-0.2%	302.94
High	307.92	307.40	-0.52	-0.2%	306.19
Low	306.71	306.06	-0.65	-0.2%	301.73
Close	307.03	307.10	0.07	0.0%	306.14
Range	1.21	1.34	0.13	10.8%	4.46
ATR	2.53	2.45	-0.09	-3.4%	0.00
Volume	42,933,200	46,487,100	3,553,900	8.3%	276,270,900

Daily Pivots for day following 06-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	310.87	310.33	307.84
R3	309.53	308.99	307.47
R2	308.19	308.19	307.35
R1	307.65	307.65	307.22	307.92
PP	306.85	306.85	306.85	306.99
S1	306.31	306.31	306.98	306.58
S2	305.51	305.51	306.85
S3	304.17	304.97	306.73
S4	302.83	303.63	306.36

Weekly Pivots for week ending 01-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	318.07	316.56	308.59
R3	313.61	312.10	307.37
R2	309.15	309.15	306.96
R1	307.64	307.64	306.55	308.40
PP	304.69	304.69	304.69	305.06
S1	303.18	303.18	305.73	303.94
S2	300.23	300.23	305.32
S3	295.77	298.72	304.91
S4	291.31	294.26	303.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	308.00	301.73	6.27	2.0%	1.49	0.5%	86%	False	False	58,044,480
10	308.00	299.46	8.54	2.8%	1.64	0.5%	89%	False	False	50,736,090
20	308.00	291.00	17.00	5.5%	1.81	0.6%	95%	False	False	51,974,459
40	308.00	284.82	23.18	7.5%	2.47	0.8%	96%	False	False	63,367,970
60	308.00	282.39	25.61	8.3%	2.77	0.9%	96%	False	False	66,051,176
80	308.00	281.72	26.28	8.6%	2.98	1.0%	97%	False	False	69,938,257
100	308.00	281.72	26.28	8.6%	2.77	0.9%	97%	False	False	67,843,997
120	308.00	273.09	34.91	11.4%	2.70	0.9%	97%	False	False	67,603,576

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	313.10
2.618	310.91
1.618	309.57
1.000	308.74
0.618	308.23
HIGH	307.40
0.618	306.89
0.500	306.73
0.382	306.57
LOW	306.06
0.618	305.23
1.000	304.72
1.618	303.89
2.618	302.55
4.250	300.37

Fisher Pivots for day following 06-Nov-2019
Pivot	1 day	3 day
R1	306.98	307.08
PP	306.85	307.05
S1	306.73	307.03

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

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