SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Nov-2019

Day Change Summary
	Previous	Current
	26-Nov-2019	27-Nov-2019	Change	Change %	Previous Week
Open	313.41	314.61	1.20	0.4%	311.53
High	314.28	315.48	1.20	0.4%	312.69
Low	313.06	314.37	1.31	0.4%	309.06
Close	314.08	315.48	1.40	0.4%	310.96
Range	1.22	1.11	-0.11	-9.0%	3.63
ATR	2.04	2.00	-0.05	-2.3%	0.00
Volume	37,727,900	44,793,100	7,065,200	18.7%	296,466,700

Daily Pivots for day following 27-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	318.44	318.07	316.09
R3	317.33	316.96	315.79
R2	316.22	316.22	315.68
R1	315.85	315.85	315.58	316.04
PP	315.11	315.11	315.11	315.20
S1	314.74	314.74	315.38	314.93
S2	314.00	314.00	315.28
S3	312.89	313.63	315.17
S4	311.78	312.52	314.87

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	315.48	309.39	6.09	1.9%	1.35	0.4%	100%	True	False	46,159,680
10	315.48	308.09	7.39	2.3%	1.54	0.5%	100%	True	False	54,245,820
20	315.48	301.73	13.75	4.4%	1.59	0.5%	100%	True	False	53,639,300
40	315.48	284.82	30.66	9.7%	1.99	0.6%	100%	True	False	55,064,827
60	315.48	284.82	30.66	9.7%	2.27	0.7%	100%	True	False	60,470,860
80	315.48	282.04	33.44	10.6%	2.71	0.9%	100%	True	False	65,345,360
100	315.48	281.72	33.76	10.7%	2.70	0.9%	100%	True	False	66,019,416
120	315.48	281.72	33.76	10.7%	2.58	0.8%	100%	True	False	65,109,803

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	0.34
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	320.20
2.618	318.39
1.618	317.28
1.000	316.59
0.618	316.17
HIGH	315.48
0.618	315.06
0.500	314.93
0.382	314.79
LOW	314.37
0.618	313.68
1.000	313.26
1.618	312.57
2.618	311.46
4.250	309.65

Fisher Pivots for day following 27-Nov-2019
Pivot	1 day	3 day
R1	315.30	314.90
PP	315.11	314.31
S1	314.93	313.73

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

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