SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Nov-2019

Day Change Summary
	Previous	Current
	27-Nov-2019	29-Nov-2019	Change	Change %	Previous Week
Open	314.61	314.86	0.25	0.1%	311.98
High	315.48	315.13	-0.35	-0.1%	315.48
Low	314.37	314.06	-0.31	-0.1%	311.98
Close	315.48	314.31	-1.17	-0.4%	314.31
Range	1.11	1.07	-0.04	-3.6%	3.50
ATR	2.00	1.96	-0.04	-2.1%	0.00
Volume	44,793,100	36,592,700	-8,200,400	-18.3%	167,876,300

Daily Pivots for day following 29-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	317.71	317.08	314.90
R3	316.64	316.01	314.60
R2	315.57	315.57	314.51
R1	314.94	314.94	314.41	314.72
PP	314.50	314.50	314.50	314.39
S1	313.87	313.87	314.21	313.65
S2	313.43	313.43	314.11
S3	312.36	312.80	314.02
S4	311.29	311.73	313.72

Weekly Pivots for week ending 29-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	324.42	322.87	316.24
R3	320.92	319.37	315.27
R2	317.42	317.42	314.95
R1	315.87	315.87	314.63	316.65
PP	313.92	313.92	313.92	314.31
S1	312.37	312.37	313.99	313.15
S2	310.42	310.42	313.67
S3	306.92	308.87	313.35
S4	303.42	305.37	312.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	315.48	309.85	5.63	1.8%	1.24	0.4%	79%	False	False	42,545,300
10	315.48	309.06	6.42	2.0%	1.49	0.5%	82%	False	False	52,704,910
20	315.48	304.74	10.74	3.4%	1.52	0.5%	89%	False	False	52,016,250
40	315.48	288.49	26.99	8.6%	1.87	0.6%	96%	False	False	53,831,974
60	315.48	284.82	30.66	9.8%	2.21	0.7%	96%	False	False	59,691,460
80	315.48	282.39	33.09	10.5%	2.64	0.8%	96%	False	False	64,045,616
100	315.48	281.72	33.76	10.7%	2.69	0.9%	97%	False	False	65,799,388
120	315.48	281.72	33.76	10.7%	2.56	0.8%	97%	False	False	64,926,065

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	0.30
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	319.68
2.618	317.93
1.618	316.86
1.000	316.20
0.618	315.79
HIGH	315.13
0.618	314.72
0.500	314.60
0.382	314.47
LOW	314.06
0.618	313.40
1.000	312.99
1.618	312.33
2.618	311.26
4.250	309.51

Fisher Pivots for day following 29-Nov-2019
Pivot	1 day	3 day
R1	314.60	314.30
PP	314.50	314.28
S1	314.41	314.27

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

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