SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2020

Day Change Summary
	Previous	Current
	02-Nov-2020	03-Nov-2020	Change	Change %	Previous Week
Open	330.20	333.69	3.49	1.1%	342.13
High	332.36	338.25	5.89	1.8%	342.98
Low	327.24	330.29	3.05	0.9%	322.60
Close	330.20	336.03	5.83	1.8%	326.54
Range	5.12	7.96	2.84	55.4%	20.38
ATR	6.16	6.29	0.14	2.2%	0.00
Volume	86,068,304	93,294,096	7,225,792	8.4%	495,607,604

Daily Pivots for day following 03-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	358.73	355.34	340.41
R3	350.77	347.38	338.22
R2	342.81	342.81	337.49
R1	339.42	339.42	336.76	341.12
PP	334.86	334.86	334.86	335.71
S1	331.47	331.47	335.30	333.16
S2	326.90	326.90	334.57
S3	318.94	323.51	333.84
S4	310.99	315.55	331.65

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	338.25	322.60	15.65	4.7%	8.12	2.4%	86%	True	False	103,500,580
10	348.68	322.60	26.08	7.8%	6.38	1.9%	51%	False	False	84,308,800
20	354.02	322.60	31.42	9.4%	5.30	1.6%	43%	False	False	74,739,900
40	354.02	319.80	34.22	10.2%	5.53	1.6%	47%	False	False	77,443,582
60	358.75	319.80	38.95	11.6%	5.19	1.5%	42%	False	False	73,109,438
80	358.75	312.00	46.75	13.9%	4.75	1.4%	51%	False	False	69,879,600
100	358.75	296.74	62.01	18.5%	4.92	1.5%	63%	False	False	74,349,908
120	358.75	281.34	77.41	23.0%	4.91	1.5%	71%	False	False	79,112,826

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.92
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	372.07
2.618	359.08
1.618	351.12
1.000	346.21
0.618	343.17
HIGH	338.25
0.618	335.21
0.500	334.27
0.382	333.33
LOW	330.29
0.618	325.38
1.000	322.34
1.618	317.42
2.618	309.46
4.250	296.48

Fisher Pivots for day following 03-Nov-2020
Pivot	1 day	3 day
R1	335.44	334.16
PP	334.86	332.29
S1	334.27	330.43

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

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