SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	349.24	349.93	0.69	0.2%	330.20
High	352.19	351.51	-0.68	-0.2%	352.19
Low	348.86	347.65	-1.21	-0.3%	327.24
Close	350.24	350.16	-0.08	0.0%	350.16
Range	3.33	3.86	0.53	15.9%	24.95
ATR	6.84	6.62	-0.21	-3.1%	0.00
Volume	82,039,696	74,972,896	-7,066,800	-8.6%	463,334,688

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	361.35	359.62	352.28
R3	357.49	355.76	351.22
R2	353.63	353.63	350.87
R1	351.90	351.90	350.51	352.77
PP	349.77	349.77	349.77	350.21
S1	348.04	348.04	349.81	348.91
S2	345.91	345.91	349.45
S3	342.05	344.18	349.10
S4	338.19	340.32	348.04

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	418.05	409.05	363.88
R3	393.10	384.10	357.02
R2	368.15	368.15	354.73
R1	359.15	359.15	352.45	363.65
PP	343.20	343.20	343.20	345.45
S1	334.20	334.20	347.87	338.70
S2	318.25	318.25	345.59
S3	293.30	309.25	343.30
S4	268.35	284.30	336.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	352.19	327.24	24.95	7.1%	5.72	1.6%	92%	False	False	92,666,937
10	352.19	322.60	29.59	8.5%	6.56	1.9%	93%	False	False	95,894,229
20	354.02	322.60	31.42	9.0%	5.68	1.6%	88%	False	False	80,849,989
40	354.02	319.80	34.22	9.8%	5.38	1.5%	89%	False	False	77,875,095
60	358.75	319.80	38.95	11.1%	5.23	1.5%	78%	False	False	75,088,256
80	358.75	319.25	39.50	11.3%	4.77	1.4%	78%	False	False	70,485,804
100	358.75	298.93	59.82	17.1%	4.84	1.4%	86%	False	False	73,621,539
120	358.75	293.22	65.53	18.7%	4.93	1.4%	87%	False	False	78,757,131

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.92
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	367.92
2.618	361.62
1.618	357.76
1.000	355.37
0.618	353.90
HIGH	351.51
0.618	350.04
0.500	349.58
0.382	349.12
LOW	347.65
0.618	345.26
1.000	343.79
1.618	341.40
2.618	337.54
4.250	331.25

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	349.97	348.74
PP	349.77	347.31
S1	349.58	345.89

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

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