SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	465.21	465.12	-0.09	0.0%	469.70
High	465.29	467.86	2.57	0.6%	470.23
Low	463.75	464.11	0.36	0.1%	462.04
Close	463.77	467.27	3.50	0.8%	467.27
Range	1.54	3.75	2.21	143.5%	8.19
ATR	3.76	3.79	0.02	0.6%	0.00
Volume	34,848,400	53,466,600	18,618,200	53.4%	259,298,800

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	477.66	476.22	469.33
R3	473.91	472.47	468.30
R2	470.16	470.16	467.96
R1	468.72	468.72	467.61	469.44
PP	466.41	466.41	466.41	466.78
S1	464.97	464.97	466.93	465.69
S2	462.66	462.66	466.58
S3	458.91	461.22	466.24
S4	455.16	457.47	465.21

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	491.08	487.37	471.77
R3	482.89	479.18	469.52
R2	474.70	474.70	468.77
R1	470.99	470.99	468.02	468.75
PP	466.51	466.51	466.51	465.40
S1	462.80	462.80	466.52	460.56
S2	458.32	458.32	465.77
S3	450.13	454.61	465.02
S4	441.94	446.42	462.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	470.23	462.04	8.19	1.8%	3.27	0.7%	64%	False	False	51,859,760
10	470.65	458.20	12.45	2.7%	3.11	0.7%	73%	False	False	52,838,810
20	470.65	443.27	27.38	5.9%	3.12	0.7%	88%	False	False	54,132,395
40	470.65	426.36	44.29	9.5%	4.16	0.9%	92%	False	False	73,787,690
60	470.65	426.36	44.29	9.5%	3.87	0.8%	92%	False	False	70,533,061
80	470.65	426.36	44.29	9.5%	3.63	0.8%	92%	False	False	67,262,144
100	470.65	421.97	48.68	10.4%	3.58	0.8%	93%	False	False	67,165,310
120	470.65	414.70	55.95	12.0%	3.45	0.7%	94%	False	False	65,831,676

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	483.80
2.618	477.68
1.618	473.93
1.000	471.61
0.618	470.18
HIGH	467.86
0.618	466.43
0.500	465.99
0.382	465.54
LOW	464.11
0.618	461.79
1.000	460.36
1.618	458.04
2.618	454.29
4.250	448.17

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	466.84	466.50
PP	466.41	465.72
S1	465.99	464.95

Download as Excel Spreadsheet

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

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