SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Nov-2019

Day Change Summary
	Previous	Current
	01-Nov-2019	04-Nov-2019	Change	Change %	Previous Week
Open	304.92	307.85	2.93	1.0%	302.94
High	306.19	308.00	1.81	0.6%	306.19
Low	304.74	306.96	2.22	0.7%	301.73
Close	306.14	307.37	1.23	0.4%	306.14
Range	1.45	1.04	-0.41	-28.3%	4.46
ATR	2.69	2.63	-0.06	-2.2%	0.00
Volume	71,141,504	60,606,900	-10,534,604	-14.8%	276,270,900

Daily Pivots for day following 04-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	310.56	310.01	307.94
R3	309.52	308.97	307.66
R2	308.48	308.48	307.56
R1	307.93	307.93	307.47	307.69
PP	307.44	307.44	307.44	307.32
S1	306.89	306.89	307.27	306.65
S2	306.40	306.40	307.18
S3	305.36	305.85	307.08
S4	304.32	304.81	306.80

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%	1.76	0.6%	90%	True	False	58,946,180
10	308.00	298.50	9.51	3.1%	1.73	0.6%	93%	True	False	50,205,840
20	308.00	288.49	19.51	6.3%	2.03	0.7%	97%	True	False	55,867,264
40	308.00	284.82	23.18	7.5%	2.53	0.8%	97%	True	False	64,301,665
60	308.00	282.39	25.61	8.3%	2.92	0.9%	98%	True	False	67,227,148
80	308.00	281.72	26.28	8.5%	2.98	1.0%	98%	True	False	69,751,480
100	308.00	281.72	26.28	8.5%	2.77	0.9%	98%	True	False	67,865,098
120	308.00	273.09	34.91	11.4%	2.74	0.9%	98%	True	False	68,334,262

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.24
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	312.42
2.618	310.72
1.618	309.68
1.000	309.04
0.618	308.64
HIGH	308.00
0.618	307.60
0.500	307.48
0.382	307.36
LOW	306.96
0.618	306.32
1.000	305.92
1.618	305.28
2.618	304.24
4.250	302.54

Fisher Pivots for day following 04-Nov-2019
Pivot	1 day	3 day
R1	307.48	306.54
PP	307.44	305.70
S1	307.41	304.87

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

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