SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Nov-2020

Day Change Summary
	Previous	Current
	09-Nov-2020	10-Nov-2020	Change	Change %	Previous Week
Open	363.97	353.49	-10.48	-2.9%	330.20
High	364.38	355.18	-9.20	-2.5%	352.19
Low	354.06	350.51	-3.55	-1.0%	327.24
Close	354.56	354.04	-0.52	-0.1%	350.16
Range	10.32	4.67	-5.65	-54.7%	24.95
ATR	7.17	6.99	-0.18	-2.5%	0.00
Volume	172,304,192	85,552,000	-86,752,192	-50.3%	463,334,688

Daily Pivots for day following 10-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	367.25	365.32	356.61
R3	362.58	360.65	355.32
R2	357.91	357.91	354.90
R1	355.98	355.98	354.47	356.95
PP	353.24	353.24	353.24	353.73
S1	351.31	351.31	353.61	352.28
S2	348.57	348.57	353.18
S3	343.90	346.64	352.76
S4	339.23	341.97	351.47

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	339.59	24.79	7.0%	6.11	1.7%	58%	False	False	108,365,696
10	364.38	322.60	41.78	11.8%	7.11	2.0%	75%	False	False	105,933,138
20	364.38	322.60	41.78	11.8%	6.01	1.7%	75%	False	False	86,060,599
40	364.38	319.80	44.58	12.6%	5.51	1.6%	77%	False	False	81,358,339
60	364.38	319.80	44.58	12.6%	5.43	1.5%	77%	False	False	78,006,839
80	364.38	319.25	45.13	12.7%	4.87	1.4%	77%	False	False	72,220,461
100	364.38	298.93	65.45	18.5%	4.89	1.4%	84%	False	False	74,036,319
120	364.38	293.22	71.16	20.1%	5.00	1.4%	85%	False	False	79,537,970

Crabel Price Patterns
NR	True
NR4	False
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	2.01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	375.03
2.618	367.41
1.618	362.74
1.000	359.85
0.618	358.07
HIGH	355.18
0.618	353.40
0.500	352.85
0.382	352.29
LOW	350.51
0.618	347.62
1.000	345.84
1.618	342.95
2.618	338.28
4.250	330.66

Fisher Pivots for day following 10-Nov-2020
Pivot	1 day	3 day
R1	353.64	356.02
PP	353.24	355.36
S1	352.85	354.70

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

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