SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Nov-2019

Day Change Summary
	Previous	Current
	15-Nov-2019	18-Nov-2019	Change	Change %	Previous Week
Open	311.02	311.53	0.51	0.2%	307.42
High	311.84	312.28	0.44	0.1%	311.84
Low	310.26	311.03	0.77	0.2%	307.27
Close	311.79	312.02	0.23	0.1%	311.79
Range	1.58	1.25	-0.33	-20.9%	4.57
ATR	2.25	2.18	-0.07	-3.2%	0.00
Volume	62,706,100	49,327,900	-13,378,200	-21.3%	251,472,300

Daily Pivots for day following 18-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	315.53	315.02	312.71
R3	314.28	313.77	312.36
R2	313.03	313.03	312.25
R1	312.52	312.52	312.13	312.78
PP	311.78	311.78	311.78	311.90
S1	311.27	311.27	311.91	311.53
S2	310.53	310.53	311.79
S3	309.28	310.02	311.68
S4	308.03	308.77	311.33

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	312.28	307.66	4.62	1.5%	1.62	0.5%	94%	True	False	52,973,060
10	312.28	306.06	6.22	2.0%	1.59	0.5%	96%	True	False	49,356,150
20	312.28	298.50	13.79	4.4%	1.66	0.5%	98%	True	False	49,780,995
40	312.28	284.82	27.46	8.8%	2.40	0.8%	99%	True	False	60,136,565
60	312.28	284.82	27.46	8.8%	2.41	0.8%	99%	True	False	61,462,688
80	312.28	281.72	30.56	9.8%	2.94	0.9%	99%	True	False	69,953,501
100	312.28	281.72	30.56	9.8%	2.73	0.9%	99%	True	False	66,030,010
120	312.28	273.09	39.19	12.6%	2.66	0.9%	99%	True	False	66,424,563

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.53
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	317.59
2.618	315.55
1.618	314.30
1.000	313.53
0.618	313.05
HIGH	312.28
0.618	311.80
0.500	311.66
0.382	311.51
LOW	311.03
0.618	310.26
1.000	309.78
1.618	309.01
2.618	307.76
4.250	305.72

Fisher Pivots for day following 18-Nov-2019
Pivot	1 day	3 day
R1	311.90	311.41
PP	311.78	310.80
S1	311.66	310.19

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

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