SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Nov-2019

Day Change Summary
	Previous	Current
	14-Nov-2019	15-Nov-2019	Change	Change %	Previous Week
Open	308.79	311.02	2.23	0.7%	307.42
High	309.64	311.84	2.20	0.7%	311.84
Low	308.09	310.26	2.17	0.7%	307.27
Close	309.55	311.79	2.24	0.7%	311.79
Range	1.55	1.58	0.03	1.9%	4.57
ATR	2.24	2.25	0.00	0.1%	0.00
Volume	52,001,800	62,706,100	10,704,300	20.6%	251,472,300

Daily Pivots for day following 15-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	316.04	315.49	312.66
R3	314.46	313.91	312.22
R2	312.88	312.88	312.08
R1	312.33	312.33	311.93	312.61
PP	311.30	311.30	311.30	311.43
S1	310.75	310.75	311.65	311.03
S2	309.72	309.72	311.50
S3	308.14	309.17	311.36
S4	306.56	307.59	310.92

Weekly Pivots for week ending 15-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	324.01	322.47	314.30
R3	319.44	317.90	313.05
R2	314.87	314.87	312.63
R1	313.33	313.33	312.21	314.10
PP	310.30	310.30	310.30	310.69
S1	308.76	308.76	311.37	309.53
S2	305.73	305.73	310.95
S3	301.16	304.19	310.53
S4	296.59	299.62	309.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	311.84	307.27	4.57	1.5%	1.62	0.5%	99%	True	False	50,294,460
10	311.84	306.06	5.78	1.9%	1.57	0.5%	99%	True	False	50,484,050
20	311.84	298.50	13.35	4.3%	1.66	0.5%	100%	True	False	49,287,645
40	311.84	284.82	27.02	8.7%	2.41	0.8%	100%	True	False	60,091,900
60	311.84	283.47	28.37	9.1%	2.55	0.8%	100%	True	False	63,129,191
80	311.84	281.72	30.12	9.7%	2.94	0.9%	100%	True	False	69,900,452
100	311.84	281.72	30.12	9.7%	2.73	0.9%	100%	True	False	65,940,283
120	311.84	273.09	38.75	12.4%	2.67	0.9%	100%	True	False	66,534,528

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	0.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	318.56
2.618	315.98
1.618	314.40
1.000	313.42
0.618	312.82
HIGH	311.84
0.618	311.24
0.500	311.05
0.382	310.86
LOW	310.26
0.618	309.28
1.000	308.68
1.618	307.70
2.618	306.12
4.250	303.55

Fisher Pivots for day following 15-Nov-2019
Pivot	1 day	3 day
R1	311.54	311.11
PP	311.30	310.43
S1	311.05	309.75

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

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