SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2019

Day Change Summary
	Previous	Current
	31-Oct-2019	01-Nov-2019	Change	Change %	Previous Week
Open	304.13	304.92	0.79	0.3%	302.94
High	304.13	306.19	2.06	0.7%	306.19
Low	301.73	304.74	3.01	1.0%	301.73
Close	303.33	306.14	2.81	0.9%	306.14
Range	2.40	1.45	-0.95	-39.6%	4.46
ATR	2.68	2.69	0.01	0.5%	0.00
Volume	69,053,696	71,141,504	2,087,808	3.0%	276,270,900

Daily Pivots for day following 01-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	310.04	309.54	306.94
R3	308.59	308.09	306.54
R2	307.14	307.14	306.41
R1	306.64	306.64	306.27	306.89
PP	305.69	305.69	305.69	305.82
S1	305.19	305.19	306.01	305.44
S2	304.24	304.24	305.87
S3	302.79	303.74	305.74
S4	301.34	302.29	305.34

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	306.19	301.73	4.46	1.5%	1.74	0.6%	99%	True	False	55,254,180
10	306.19	298.50	7.70	2.5%	1.76	0.6%	99%	True	False	48,091,240
20	306.19	288.49	17.70	5.8%	2.10	0.7%	100%	True	False	55,869,744
40	306.19	284.82	21.37	7.0%	2.56	0.8%	100%	True	False	64,067,997
60	306.19	282.39	23.80	7.8%	2.96	1.0%	100%	True	False	67,779,198
80	306.19	281.72	24.47	8.0%	2.98	1.0%	100%	True	False	69,498,323
100	306.19	281.72	24.47	8.0%	2.77	0.9%	100%	True	False	67,748,480
120	306.19	273.09	33.10	10.8%	2.77	0.9%	100%	True	False	68,445,508

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	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	312.35
2.618	309.99
1.618	308.54
1.000	307.64
0.618	307.09
HIGH	306.19
0.618	305.64
0.500	305.47
0.382	305.29
LOW	304.74
0.618	303.84
1.000	303.29
1.618	302.39
2.618	300.94
4.250	298.58

Fisher Pivots for day following 01-Nov-2019
Pivot	1 day	3 day
R1	305.92	305.41
PP	305.69	304.69
S1	305.47	303.96

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

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