SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Nov-2020

Day Change Summary
	Previous	Current
	06-Nov-2020	09-Nov-2020	Change	Change %	Previous Week
Open	349.93	363.97	14.04	4.0%	330.20
High	351.51	364.38	12.87	3.7%	352.19
Low	347.65	354.06	6.41	1.8%	327.24
Close	350.16	354.56	4.40	1.3%	350.16
Range	3.86	10.32	6.46	167.4%	24.95
ATR	6.62	7.17	0.54	8.2%	0.00
Volume	74,972,896	172,304,192	97,331,296	129.8%	463,334,688

Daily Pivots for day following 09-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	388.63	381.91	360.24
R3	378.31	371.59	357.40
R2	367.99	367.99	356.45
R1	361.27	361.27	355.51	359.47
PP	357.67	357.67	357.67	356.77
S1	350.95	350.95	353.61	349.15
S2	347.35	347.35	352.67
S3	337.03	340.63	351.72
S4	326.71	330.31	348.88

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	364.38	330.29	34.09	9.6%	6.76	1.9%	71%	True	False	109,914,115
10	364.38	322.60	41.78	11.8%	6.86	1.9%	76%	True	False	103,977,348
20	364.38	322.60	41.78	11.8%	5.95	1.7%	76%	True	False	85,445,774
40	364.38	319.80	44.58	12.6%	5.48	1.5%	78%	True	False	80,542,559
60	364.38	319.80	44.58	12.6%	5.37	1.5%	78%	True	False	77,172,321
80	364.38	319.25	45.13	12.7%	4.87	1.4%	78%	True	False	71,854,921
100	364.38	298.93	65.45	18.5%	4.92	1.4%	85%	True	False	74,536,295
120	364.38	293.22	71.16	20.1%	5.00	1.4%	86%	True	False	79,477,486

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	1.88
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	408.24
2.618	391.40
1.618	381.08
1.000	374.70
0.618	370.76
HIGH	364.38
0.618	360.44
0.500	359.22
0.382	358.00
LOW	354.06
0.618	347.68
1.000	343.74
1.618	337.36
2.618	327.04
4.250	310.20

Fisher Pivots for day following 09-Nov-2020
Pivot	1 day	3 day
R1	359.22	356.02
PP	357.67	355.53
S1	356.11	355.05

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

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