SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Nov-2020

Day Change Summary
	Previous	Current
	03-Nov-2020	04-Nov-2020	Change	Change %	Previous Week
Open	333.69	340.86	7.17	2.1%	342.13
High	338.25	347.94	9.69	2.9%	342.98
Low	330.29	339.59	9.30	2.8%	322.60
Close	336.03	343.54	7.51	2.2%	326.54
Range	7.96	8.35	0.39	4.9%	20.38
ATR	6.29	6.70	0.40	6.4%	0.00
Volume	93,294,096	126,959,696	33,665,600	36.1%	495,607,604

Daily Pivots for day following 04-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	368.74	364.49	348.13
R3	360.39	356.14	345.84
R2	352.04	352.04	345.07
R1	347.79	347.79	344.31	349.92
PP	343.69	343.69	343.69	344.75
S1	339.44	339.44	342.77	341.57
S2	335.34	335.34	342.01
S3	326.99	331.09	341.24
S4	318.64	322.74	338.95

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	347.94	322.60	25.34	7.4%	7.36	2.1%	83%	True	False	103,473,659
10	347.94	322.60	25.34	7.4%	6.59	1.9%	83%	True	False	90,647,280
20	354.02	322.60	31.42	9.1%	5.54	1.6%	67%	False	False	78,237,910
40	354.02	319.80	34.22	10.0%	5.59	1.6%	69%	False	False	78,331,020
60	358.75	319.80	38.95	11.3%	5.24	1.5%	61%	False	False	74,065,416
80	358.75	319.09	39.66	11.5%	4.76	1.4%	62%	False	False	70,295,885
100	358.75	298.93	59.82	17.4%	4.89	1.4%	75%	False	False	74,261,678
120	358.75	291.95	66.80	19.4%	4.94	1.4%	77%	False	False	79,244,606

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.96
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	383.43
2.618	369.80
1.618	361.45
1.000	356.29
0.618	353.10
HIGH	347.94
0.618	344.75
0.500	343.77
0.382	342.78
LOW	339.59
0.618	334.43
1.000	331.24
1.618	326.08
2.618	317.73
4.250	304.10

Fisher Pivots for day following 04-Nov-2020
Pivot	1 day	3 day
R1	343.77	341.56
PP	343.69	339.57
S1	343.62	337.59

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

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