SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2019

Day Change Summary
	Previous	Current
	06-Nov-2019	07-Nov-2019	Change	Change %	Previous Week
Open	307.03	308.57	1.54	0.5%	302.94
High	307.40	309.65	2.25	0.7%	306.19
Low	306.06	307.66	1.60	0.5%	301.73
Close	307.10	308.18	1.08	0.4%	306.14
Range	1.34	1.99	0.65	48.5%	4.46
ATR	2.45	2.45	0.01	0.3%	0.00
Volume	46,487,100	54,272,200	7,785,100	16.7%	276,270,900

Daily Pivots for day following 07-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.47	313.31	309.27
R3	312.48	311.32	308.73
R2	310.49	310.49	308.54
R1	309.33	309.33	308.36	308.92
PP	308.50	308.50	308.50	308.29
S1	307.34	307.34	308.00	306.93
S2	306.51	306.51	307.82
S3	304.52	305.35	307.63
S4	302.53	303.36	307.09

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	309.65	304.74	4.91	1.6%	1.41	0.5%	70%	True	False	55,088,180
10	309.65	299.68	9.97	3.2%	1.68	0.5%	85%	True	False	52,577,570
20	309.65	295.57	14.08	4.6%	1.75	0.6%	90%	True	False	51,825,274
40	309.65	284.82	24.83	8.1%	2.47	0.8%	94%	True	False	62,902,057
60	309.65	282.39	27.26	8.8%	2.66	0.9%	95%	True	False	64,695,346
80	309.65	281.72	27.93	9.1%	2.98	1.0%	95%	True	False	70,065,380
100	309.65	281.72	27.93	9.1%	2.76	0.9%	95%	True	False	67,532,371
120	309.65	273.09	36.56	11.9%	2.70	0.9%	96%	True	False	67,531,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	318.11
2.618	314.86
1.618	312.87
1.000	311.64
0.618	310.88
HIGH	309.65
0.618	308.89
0.500	308.66
0.382	308.42
LOW	307.66
0.618	306.43
1.000	305.67
1.618	304.44
2.618	302.45
4.250	299.20

Fisher Pivots for day following 07-Nov-2019
Pivot	1 day	3 day
R1	308.66	308.07
PP	308.50	307.96
S1	308.34	307.86

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

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