SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Nov-2019

Day Change Summary
	Previous	Current
	20-Nov-2019	21-Nov-2019	Change	Change %	Previous Week
Open	311.28	310.89	-0.39	-0.1%	307.42
High	311.85	311.01	-0.84	-0.3%	311.84
Low	309.06	309.39	0.33	0.1%	307.27
Close	310.77	310.27	-0.50	-0.2%	311.79
Range	2.79	1.62	-1.17	-41.9%	4.57
ATR	2.18	2.14	-0.04	-1.8%	0.00
Volume	79,696,200	54,664,600	-25,031,600	-31.4%	251,472,300

Daily Pivots for day following 21-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	315.08	314.30	311.16
R3	313.46	312.68	310.72
R2	311.84	311.84	310.57
R1	311.06	311.06	310.42	310.64
PP	310.22	310.22	310.22	310.02
S1	309.44	309.44	310.12	309.02
S2	308.60	308.60	309.97
S3	306.98	307.82	309.82
S4	305.36	306.20	309.38

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	309.06	3.63	1.2%	1.74	0.6%	33%	False	False	62,864,520
10	312.69	307.03	5.66	1.8%	1.72	0.6%	57%	False	False	55,215,760
20	312.69	299.68	13.01	4.2%	1.70	0.5%	81%	False	False	53,896,665
40	312.69	284.82	27.87	9.0%	2.26	0.7%	91%	False	False	59,455,685
60	312.69	284.82	27.87	9.0%	2.34	0.8%	91%	False	False	61,488,568
80	312.69	281.72	30.97	10.0%	2.90	0.9%	92%	False	False	70,129,352
100	312.69	281.72	30.97	10.0%	2.73	0.9%	92%	False	False	66,053,268
120	312.69	280.32	32.37	10.4%	2.63	0.8%	93%	False	False	65,939,281

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	317.90
2.618	315.25
1.618	313.63
1.000	312.63
0.618	312.01
HIGH	311.01
0.618	310.39
0.500	310.20
0.382	310.01
LOW	309.39
0.618	308.39
1.000	307.77
1.618	306.77
2.618	305.15
4.250	302.51

Fisher Pivots for day following 21-Nov-2019
Pivot	1 day	3 day
R1	310.25	310.88
PP	310.22	310.67
S1	310.20	310.47

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

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