SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Nov-2019

Day Change Summary
	Previous	Current
	21-Nov-2019	22-Nov-2019	Change	Change %	Previous Week
Open	310.89	311.09	0.20	0.1%	311.53
High	311.01	311.24	0.23	0.1%	312.69
Low	309.39	309.85	0.46	0.1%	309.06
Close	310.27	310.96	0.69	0.2%	310.96
Range	1.62	1.39	-0.23	-14.2%	3.63
ATR	2.14	2.08	-0.05	-2.5%	0.00
Volume	54,664,600	44,850,200	-9,814,400	-18.0%	296,466,700

Daily Pivots for day following 22-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	314.85	314.30	311.72
R3	313.46	312.91	311.34
R2	312.07	312.07	311.21
R1	311.52	311.52	311.09	311.10
PP	310.68	310.68	310.68	310.48
S1	310.13	310.13	310.83	309.71
S2	309.29	309.29	310.71
S3	307.90	308.74	310.58
S4	306.51	307.35	310.20

Weekly Pivots for week ending 22-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	321.79	320.01	312.96
R3	318.16	316.38	311.96
R2	314.53	314.53	311.63
R1	312.75	312.75	311.29	311.83
PP	310.90	310.90	310.90	310.44
S1	309.12	309.12	310.63	308.20
S2	307.27	307.27	310.29
S3	303.64	305.49	309.96
S4	300.01	301.86	308.96

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%	1.70	0.5%	52%	False	False	59,293,340
10	312.69	307.27	5.42	1.7%	1.66	0.5%	68%	False	False	54,793,900
20	312.69	301.73	10.96	3.5%	1.65	0.5%	84%	False	False	53,878,905
40	312.69	284.82	27.87	9.0%	2.19	0.7%	94%	False	False	58,457,412
60	312.69	284.82	27.87	9.0%	2.32	0.7%	94%	False	False	61,269,423
80	312.69	281.72	30.97	10.0%	2.83	0.9%	94%	False	False	68,906,898
100	312.69	281.72	30.97	10.0%	2.73	0.9%	94%	False	False	66,092,782
120	312.69	281.72	30.97	10.0%	2.62	0.8%	94%	False	False	65,719,952

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.38
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	317.15
2.618	314.88
1.618	313.49
1.000	312.63
0.618	312.10
HIGH	311.24
0.618	310.71
0.500	310.55
0.382	310.38
LOW	309.85
0.618	308.99
1.000	308.46
1.618	307.60
2.618	306.21
4.250	303.94

Fisher Pivots for day following 22-Nov-2019
Pivot	1 day	3 day
R1	310.82	310.79
PP	310.68	310.62
S1	310.55	310.46

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

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