SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Nov-2019

Day Change Summary
	Previous	Current
	19-Nov-2019	20-Nov-2019	Change	Change %	Previous Week
Open	312.68	311.28	-1.40	-0.4%	307.42
High	312.69	311.85	-0.84	-0.3%	311.84
Low	311.22	309.06	-2.16	-0.7%	307.27
Close	311.93	310.77	-1.16	-0.4%	311.79
Range	1.47	2.79	1.32	89.8%	4.57
ATR	2.13	2.18	0.05	2.5%	0.00
Volume	67,927,800	79,696,200	11,768,400	17.3%	251,472,300

Daily Pivots for day following 20-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	318.93	317.64	312.30
R3	316.14	314.85	311.54
R2	313.35	313.35	311.28
R1	312.06	312.06	311.03	311.31
PP	310.56	310.56	310.56	310.19
S1	309.27	309.27	310.51	308.52
S2	307.77	307.77	310.26
S3	304.98	306.48	310.00
S4	302.19	303.69	309.24

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	312.69	308.09	4.60	1.5%	1.73	0.6%	58%	False	False	62,331,960
10	312.69	307.03	5.66	1.8%	1.76	0.6%	66%	False	False	55,176,520
20	312.69	299.46	13.23	4.3%	1.70	0.5%	85%	False	False	52,956,305
40	312.69	284.82	27.87	9.0%	2.28	0.7%	93%	False	False	59,557,127
60	312.69	284.82	27.87	9.0%	2.38	0.8%	93%	False	False	61,575,030
80	312.69	281.72	30.97	10.0%	2.96	1.0%	94%	False	False	70,749,108
100	312.69	281.72	30.97	10.0%	2.73	0.9%	94%	False	False	66,121,667
120	312.69	276.62	36.07	11.6%	2.65	0.9%	95%	False	False	66,127,341

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	323.71
2.618	319.15
1.618	316.36
1.000	314.64
0.618	313.57
HIGH	311.85
0.618	310.78
0.500	310.46
0.382	310.13
LOW	309.06
0.618	307.34
1.000	306.27
1.618	304.55
2.618	301.76
4.250	297.20

Fisher Pivots for day following 20-Nov-2019
Pivot	1 day	3 day
R1	310.67	310.88
PP	310.56	310.84
S1	310.46	310.81

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

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