SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Nov-2020

Day Change Summary
	Previous	Current
	10-Nov-2020	11-Nov-2020	Change	Change %	Previous Week
Open	353.49	356.40	2.91	0.8%	330.20
High	355.18	357.56	2.38	0.7%	352.19
Low	350.51	355.06	4.55	1.3%	327.24
Close	354.04	356.67	2.63	0.7%	350.16
Range	4.67	2.50	-2.17	-46.5%	24.95
ATR	6.99	6.74	-0.25	-3.5%	0.00
Volume	85,552,000	58,649,000	-26,903,000	-31.4%	463,334,688

Daily Pivots for day following 11-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	363.93	362.80	358.05
R3	361.43	360.30	357.36
R2	358.93	358.93	357.13
R1	357.80	357.80	356.90	358.37
PP	356.43	356.43	356.43	356.71
S1	355.30	355.30	356.44	355.87
S2	353.93	353.93	356.21
S3	351.43	352.80	355.98
S4	348.93	350.30	355.30

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	347.65	16.73	4.7%	4.94	1.4%	54%	False	False	94,703,556
10	364.38	322.60	41.78	11.7%	6.15	1.7%	82%	False	False	99,088,608
20	364.38	322.60	41.78	11.7%	5.90	1.7%	82%	False	False	86,095,114
40	364.38	319.80	44.58	12.5%	5.46	1.5%	83%	False	False	80,769,284
60	364.38	319.80	44.58	12.5%	5.43	1.5%	83%	False	False	78,338,758
80	364.38	319.25	45.13	12.7%	4.86	1.4%	83%	False	False	72,234,837
100	364.38	298.93	65.45	18.4%	4.87	1.4%	88%	False	False	73,876,316
120	364.38	295.46	68.92	19.3%	5.00	1.4%	89%	False	False	79,493,727

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.53
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	368.19
2.618	364.11
1.618	361.61
1.000	360.06
0.618	359.11
HIGH	357.56
0.618	356.61
0.500	356.31
0.382	356.02
LOW	355.06
0.618	353.52
1.000	352.56
1.618	351.02
2.618	348.52
4.250	344.44

Fisher Pivots for day following 11-Nov-2020
Pivot	1 day	3 day
R1	356.55	357.45
PP	356.43	357.19
S1	356.31	356.93

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

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