SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Oct-2020

Day Change Summary
	Previous	Current
	27-Oct-2020	28-Oct-2020	Change	Change %	Previous Week
Open	339.76	332.10	-7.66	-2.3%	348.65
High	340.12	338.25	-1.87	-0.6%	349.33
Low	337.99	326.13	-11.86	-3.5%	340.65
Close	338.22	326.66	-11.56	-3.4%	345.78
Range	2.13	12.12	9.99	468.9%	8.68
ATR	5.45	5.92	0.48	8.7%	0.00
Volume	65,994,100	127,094,304	61,100,204	92.6%	296,595,400

Daily Pivots for day following 28-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	366.70	358.80	333.33
R3	354.58	346.68	329.99
R2	342.46	342.46	328.88
R1	334.56	334.56	327.77	332.45
PP	330.35	330.35	330.35	329.29
S1	322.44	322.44	325.55	320.34
S2	318.23	318.23	324.44
S3	306.11	310.33	323.33
S4	293.99	298.21	319.99

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	371.29	367.22	350.55
R3	362.61	358.54	348.17
R2	353.93	353.93	347.37
R1	349.86	349.86	346.58	347.56
PP	345.25	345.25	345.25	344.10
S1	341.18	341.18	344.98	338.88
S2	336.57	336.57	344.19
S3	327.89	332.50	343.39
S4	319.21	323.82	341.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	345.99	326.13	19.86	6.1%	5.81	1.8%	3%	False	True	77,820,900
10	350.75	326.13	24.62	7.5%	5.64	1.7%	2%	False	True	73,101,620
20	354.02	326.13	27.89	8.5%	4.94	1.5%	2%	False	True	70,918,055
40	358.75	319.80	38.95	11.9%	5.86	1.8%	18%	False	False	79,462,682
60	358.75	319.80	38.95	11.9%	4.89	1.5%	18%	False	False	69,738,226
80	358.75	310.68	48.07	14.7%	4.69	1.4%	33%	False	False	68,731,246
100	358.75	296.74	62.01	19.0%	4.94	1.5%	48%	False	False	76,209,844
120	358.75	272.99	85.76	26.3%	4.94	1.5%	63%	False	False	79,543,453

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	1.43
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	389.75
2.618	369.97
1.618	357.86
1.000	350.37
0.618	345.74
HIGH	338.25
0.618	333.62
0.500	332.19
0.382	330.76
LOW	326.13
0.618	318.64
1.000	314.01
1.618	306.52
2.618	294.40
4.250	274.63

Fisher Pivots for day following 28-Oct-2020
Pivot	1 day	3 day
R1	332.19	334.56
PP	330.35	331.92
S1	328.50	329.29

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

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