SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Nov-2019

Day Change Summary
	Previous	Current
	11-Nov-2019	12-Nov-2019	Change	Change %	Previous Week
Open	307.42	308.75	1.33	0.4%	307.85
High	308.54	309.99	1.45	0.5%	309.65
Low	307.27	308.15	0.88	0.3%	306.06
Close	308.35	309.00	0.65	0.2%	308.94
Range	1.27	1.84	0.57	44.9%	3.59
ATR	2.37	2.33	-0.04	-1.6%	0.00
Volume	35,934,900	46,444,000	10,509,100	29.2%	253,368,200

Daily Pivots for day following 12-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.57	313.62	310.01
R3	312.73	311.78	309.51
R2	310.89	310.89	309.34
R1	309.94	309.94	309.17	310.42
PP	309.05	309.05	309.05	309.28
S1	308.10	308.10	308.83	308.58
S2	307.21	307.21	308.66
S3	305.37	306.26	308.49
S4	303.53	304.42	307.99

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	309.99	306.06	3.93	1.3%	1.68	0.5%	75%	True	False	46,441,400
10	309.99	301.73	8.26	2.7%	1.71	0.6%	88%	True	False	52,558,620
20	309.99	296.99	13.00	4.2%	1.68	0.5%	92%	True	False	48,917,290
40	309.99	284.82	25.17	8.1%	2.49	0.8%	96%	True	False	62,108,242
60	309.99	283.47	26.52	8.6%	2.58	0.8%	96%	True	False	62,862,890
80	309.99	281.72	28.27	9.1%	2.95	1.0%	96%	True	False	69,627,598
100	309.99	281.72	28.27	9.1%	2.74	0.9%	96%	True	False	66,061,311
120	309.99	273.09	36.90	11.9%	2.70	0.9%	97%	True	False	67,015,058

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	317.81
2.618	314.81
1.618	312.97
1.000	311.83
0.618	311.13
HIGH	309.99
0.618	309.29
0.500	309.07
0.382	308.85
LOW	308.15
0.618	307.01
1.000	306.31
1.618	305.17
2.618	303.33
4.250	300.33

Fisher Pivots for day following 12-Nov-2019
Pivot	1 day	3 day
R1	309.07	308.84
PP	309.05	308.67
S1	309.02	308.51

Download as Excel Spreadsheet

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

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