SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Oct-2020

Day Change Summary
	Previous	Current
	28-Oct-2020	29-Oct-2020	Change	Change %	Previous Week
Open	332.10	326.91	-5.19	-1.6%	348.65
High	338.25	333.40	-4.85	-1.4%	349.33
Low	326.13	325.09	-1.04	-0.3%	340.65
Close	326.66	329.98	3.32	1.0%	345.78
Range	12.12	8.31	-3.81	-31.5%	8.68
ATR	5.92	6.09	0.17	2.9%	0.00
Volume	127,094,304	90,597,600	-36,496,704	-28.7%	296,595,400

Daily Pivots for day following 29-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	354.40	350.50	334.55
R3	346.10	342.19	332.26
R2	337.79	337.79	331.50
R1	333.89	333.89	330.74	335.84
PP	329.49	329.49	329.49	330.47
S1	325.58	325.58	329.22	327.54
S2	321.18	321.18	328.46
S3	312.88	317.28	327.70
S4	304.57	308.97	325.41

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	371.29	367.22	350.55
R3	362.61	358.54	348.17
R2	353.93	353.93	347.37
R1	349.86	349.86	346.58	347.56
PP	345.25	345.25	345.25	344.10
S1	341.18	341.18	344.98	338.88
S2	336.57	336.57	344.19
S3	327.89	332.50	343.39
S4	319.21	323.82	341.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	345.99	325.09	20.90	6.3%	6.55	2.0%	23%	False	True	84,860,580
10	350.75	325.09	25.66	7.8%	5.98	1.8%	19%	False	True	76,125,620
20	354.02	325.09	28.93	8.8%	5.17	1.6%	17%	False	True	71,013,000
40	356.38	319.80	36.58	11.1%	5.94	1.8%	28%	False	False	79,989,122
60	358.75	319.80	38.95	11.8%	5.00	1.5%	26%	False	False	70,533,748
80	358.75	310.68	48.07	14.6%	4.75	1.4%	40%	False	False	69,180,734
100	358.75	296.74	62.01	18.8%	4.98	1.5%	54%	False	False	76,341,028
120	358.75	272.99	85.76	26.0%	4.98	1.5%	66%	False	False	79,635,815

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	False
Stretch	1.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	368.69
2.618	355.14
1.618	346.83
1.000	341.70
0.618	338.53
HIGH	333.40
0.618	330.22
0.500	329.24
0.382	328.26
LOW	325.09
0.618	319.96
1.000	316.79
1.618	311.65
2.618	303.35
4.250	289.79

Fisher Pivots for day following 29-Oct-2020
Pivot	1 day	3 day
R1	329.73	332.61
PP	329.49	331.73
S1	329.24	330.86

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

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