SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Nov-2020

Day Change Summary
	Previous	Current
	30-Oct-2020	02-Nov-2020	Change	Change %	Previous Week
Open	328.28	330.20	1.92	0.6%	342.13
High	329.69	332.36	2.67	0.8%	342.98
Low	322.60	327.24	4.64	1.4%	322.60
Close	326.54	330.20	3.66	1.1%	326.54
Range	7.09	5.12	-1.97	-27.8%	20.38
ATR	6.19	6.16	-0.03	-0.4%	0.00
Volume	120,448,600	86,068,304	-34,380,296	-28.5%	495,607,604

Daily Pivots for day following 02-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.29	342.87	333.02
R3	340.17	337.75	331.61
R2	335.05	335.05	331.14
R1	332.63	332.63	330.67	332.76
PP	329.93	329.93	329.93	330.00
S1	327.51	327.51	329.73	327.64
S2	324.81	324.81	329.26
S3	319.69	322.39	328.79
S4	314.57	317.27	327.38

Weekly Pivots for week ending 30-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	391.85	379.57	337.75
R3	371.47	359.19	332.14
R2	351.09	351.09	330.28
R1	338.81	338.81	328.41	334.76
PP	330.71	330.71	330.71	328.68
S1	318.43	318.43	324.67	314.38
S2	310.33	310.33	322.80
S3	289.95	298.05	320.94
S4	269.57	277.67	315.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	340.12	322.60	17.52	5.3%	6.95	2.1%	43%	False	False	98,040,581
10	348.68	322.60	26.08	7.9%	6.01	1.8%	29%	False	False	80,984,570
20	354.02	322.60	31.42	9.5%	5.29	1.6%	24%	False	False	74,581,635
40	354.02	319.80	34.22	10.4%	5.57	1.7%	30%	False	False	77,972,862
60	358.75	319.80	38.95	11.8%	5.11	1.5%	27%	False	False	72,292,570
80	358.75	312.00	46.75	14.2%	4.76	1.4%	39%	False	False	70,000,891
100	358.75	296.74	62.01	18.8%	4.94	1.5%	54%	False	False	75,363,755
120	358.75	272.99	85.76	26.0%	4.95	1.5%	67%	False	False	79,351,857

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	1.67
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	354.12
2.618	345.76
1.618	340.64
1.000	337.48
0.618	335.52
HIGH	332.36
0.618	330.40
0.500	329.80
0.382	329.20
LOW	327.24
0.618	324.08
1.000	322.12
1.618	318.96
2.618	313.84
4.250	305.48

Fisher Pivots for day following 02-Nov-2020
Pivot	1 day	3 day
R1	330.07	329.47
PP	329.93	328.73
S1	329.80	328.00

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

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