SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Nov-2019

Day Change Summary
	Previous	Current
	04-Nov-2019	05-Nov-2019	Change	Change %	Previous Week
Open	307.85	307.59	-0.26	-0.1%	302.94
High	308.00	307.92	-0.08	0.0%	306.19
Low	306.96	306.71	-0.25	-0.1%	301.73
Close	307.37	307.03	-0.34	-0.1%	306.14
Range	1.04	1.21	0.17	16.3%	4.46
ATR	2.63	2.53	-0.10	-3.9%	0.00
Volume	60,606,900	42,933,200	-17,673,700	-29.2%	276,270,900

Daily Pivots for day following 05-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	310.85	310.15	307.70
R3	309.64	308.94	307.36
R2	308.43	308.43	307.25
R1	307.73	307.73	307.14	307.47
PP	307.22	307.22	307.22	307.09
S1	306.52	306.52	306.92	306.27
S2	306.01	306.01	306.81
S3	304.80	305.31	306.70
S4	303.59	304.10	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%	1.73	0.6%	85%	False	False	58,675,840
10	308.00	298.50	9.51	3.1%	1.65	0.5%	90%	False	False	49,586,560
20	308.00	288.66	19.34	6.3%	1.92	0.6%	95%	False	False	52,935,154
40	308.00	284.82	23.18	7.5%	2.50	0.8%	96%	False	False	63,926,317
60	308.00	282.39	25.61	8.3%	2.86	0.9%	96%	False	False	66,856,273
80	308.00	281.72	26.28	8.6%	2.98	1.0%	96%	False	False	69,864,267
100	308.00	281.72	26.28	8.6%	2.77	0.9%	96%	False	False	67,771,183
120	308.00	273.09	34.91	11.4%	2.72	0.9%	97%	False	False	68,052,459

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	313.06
2.618	311.09
1.618	309.88
1.000	309.13
0.618	308.67
HIGH	307.92
0.618	307.46
0.500	307.31
0.382	307.17
LOW	306.71
0.618	305.96
1.000	305.50
1.618	304.75
2.618	303.54
4.250	301.57

Fisher Pivots for day following 05-Nov-2019
Pivot	1 day	3 day
R1	307.31	306.81
PP	307.22	306.59
S1	307.12	306.37

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

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