SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Nov-2019

Day Change Summary
	Previous	Current
	07-Nov-2019	08-Nov-2019	Change	Change %	Previous Week
Open	308.57	307.80	-0.77	-0.2%	307.85
High	309.65	309.00	-0.65	-0.2%	309.65
Low	307.66	307.03	-0.63	-0.2%	306.06
Close	308.18	308.94	0.76	0.2%	308.94
Range	1.99	1.97	-0.02	-0.8%	3.59
ATR	2.45	2.42	-0.03	-1.4%	0.00
Volume	54,272,200	49,068,800	-5,203,400	-9.6%	253,368,200

Daily Pivots for day following 08-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.25	313.57	310.03
R3	312.27	311.59	309.48
R2	310.30	310.30	309.30
R1	309.62	309.62	309.12	309.96
PP	308.32	308.32	308.32	308.49
S1	307.65	307.65	308.76	307.99
S2	306.35	306.35	308.58
S3	304.38	305.67	308.40
S4	302.40	303.70	307.85

Weekly Pivots for week ending 08-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	318.99	317.55	310.91
R3	315.40	313.96	309.93
R2	311.81	311.81	309.60
R1	310.37	310.37	309.27	311.09
PP	308.22	308.22	308.22	308.58
S1	306.78	306.78	308.61	307.50
S2	304.63	304.63	308.28
S3	301.04	303.19	307.95
S4	297.45	299.60	306.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	309.65	306.06	3.59	1.2%	1.51	0.5%	80%	False	False	50,673,640
10	309.65	301.73	7.92	2.6%	1.63	0.5%	91%	False	False	52,963,910
20	309.65	295.57	14.08	4.6%	1.72	0.6%	95%	False	False	49,217,290
40	309.65	284.82	24.83	8.0%	2.48	0.8%	97%	False	False	62,576,157
60	309.65	283.47	26.18	8.5%	2.64	0.9%	97%	False	False	63,814,330
80	309.65	281.72	27.93	9.0%	2.97	1.0%	97%	False	False	70,032,470
100	309.65	281.72	27.93	9.0%	2.76	0.9%	97%	False	False	67,236,316
120	309.65	273.09	36.56	11.8%	2.71	0.9%	98%	False	False	67,550,380

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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	317.39
2.618	314.17
1.618	312.20
1.000	310.98
0.618	310.22
HIGH	309.00
0.618	308.25
0.500	308.02
0.382	307.78
LOW	307.03
0.618	305.81
1.000	305.06
1.618	303.84
2.618	301.86
4.250	298.64

Fisher Pivots for day following 08-Nov-2019
Pivot	1 day	3 day
R1	308.63	308.58
PP	308.32	308.22
S1	308.02	307.86

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

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