SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Nov-2019

Day Change Summary
	Previous	Current
	08-Nov-2019	11-Nov-2019	Change	Change %	Previous Week
Open	307.80	307.42	-0.38	-0.1%	307.85
High	309.00	308.54	-0.46	-0.2%	309.65
Low	307.03	307.27	0.24	0.1%	306.06
Close	308.94	308.35	-0.59	-0.2%	308.94
Range	1.97	1.27	-0.70	-35.7%	3.59
ATR	2.42	2.37	-0.05	-2.2%	0.00
Volume	49,068,800	35,934,900	-13,133,900	-26.8%	253,368,200

Daily Pivots for day following 11-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	311.86	311.38	309.05
R3	310.59	310.11	308.70
R2	309.32	309.32	308.58
R1	308.84	308.84	308.47	309.08
PP	308.05	308.05	308.05	308.18
S1	307.57	307.57	308.23	307.81
S2	306.78	306.78	308.12
S3	305.51	306.30	308.00
S4	304.24	305.03	307.65

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%	1.56	0.5%	64%	False	False	45,739,240
10	309.65	301.73	7.92	2.6%	1.66	0.5%	84%	False	False	52,342,710
20	309.65	296.97	12.68	4.1%	1.72	0.6%	90%	False	False	48,986,705
40	309.65	284.82	24.83	8.1%	2.47	0.8%	95%	False	False	62,019,752
60	309.65	283.47	26.18	8.5%	2.58	0.8%	95%	False	False	62,982,825
80	309.65	281.72	27.93	9.1%	2.95	1.0%	95%	False	False	69,593,141
100	309.65	281.72	27.93	9.1%	2.74	0.9%	95%	False	False	66,429,965
120	309.65	273.09	36.56	11.9%	2.70	0.9%	96%	False	False	67,437,484

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	313.94
2.618	311.86
1.618	310.59
1.000	309.81
0.618	309.32
HIGH	308.54
0.618	308.05
0.500	307.91
0.382	307.76
LOW	307.27
0.618	306.49
1.000	306.00
1.618	305.22
2.618	303.95
4.250	301.87

Fisher Pivots for day following 11-Nov-2019
Pivot	1 day	3 day
R1	308.20	308.35
PP	308.05	308.34
S1	307.91	308.34

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

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