SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Nov-2020

Day Change Summary
	Previous	Current
	12-Nov-2020	13-Nov-2020	Change	Change %	Previous Week
Open	355.58	355.27	-0.31	-0.1%	363.97
High	356.72	358.90	2.18	0.6%	364.38
Low	351.26	354.71	3.45	1.0%	350.51
Close	353.21	358.10	4.89	1.4%	358.10
Range	5.46	4.19	-1.27	-23.2%	13.87
ATR	6.65	6.58	-0.07	-1.0%	0.00
Volume	68,118,496	62,959,400	-5,159,096	-7.6%	447,583,088

Daily Pivots for day following 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	369.81	368.14	360.40
R3	365.62	363.95	359.25
R2	361.43	361.43	358.87
R1	359.76	359.76	358.48	360.60
PP	357.24	357.24	357.24	357.65
S1	355.57	355.57	357.72	356.41
S2	353.05	353.05	357.33
S3	348.86	351.38	356.95
S4	344.67	347.19	355.80

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	399.27	392.56	365.73
R3	385.40	378.69	361.91
R2	371.53	371.53	360.64
R1	364.82	364.82	359.37	361.24
PP	357.66	357.66	357.66	355.88
S1	350.95	350.95	356.83	347.37
S2	343.79	343.79	355.56
S3	329.92	337.08	354.29
S4	316.05	323.21	350.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	364.38	350.51	13.87	3.9%	5.43	1.5%	55%	False	False	89,516,617
10	364.38	327.24	37.14	10.4%	5.58	1.6%	83%	False	False	91,091,777
20	364.38	322.60	41.78	11.7%	5.95	1.7%	85%	False	False	85,156,039
40	364.38	319.80	44.58	12.4%	5.40	1.5%	86%	False	False	79,111,202
60	364.38	319.80	44.58	12.4%	5.48	1.5%	86%	False	False	78,685,689
80	364.38	319.25	45.13	12.6%	4.88	1.4%	86%	False	False	72,204,176
100	364.38	298.93	65.45	18.3%	4.85	1.4%	90%	False	False	73,174,248
120	364.38	296.74	67.64	18.9%	4.97	1.4%	91%	False	False	78,971,303

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	1.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	376.71
2.618	369.87
1.618	365.68
1.000	363.09
0.618	361.49
HIGH	358.90
0.618	357.30
0.500	356.81
0.382	356.31
LOW	354.71
0.618	352.12
1.000	350.52
1.618	347.93
2.618	343.74
4.250	336.90

Fisher Pivots for day following 13-Nov-2020
Pivot	1 day	3 day
R1	357.67	357.09
PP	357.24	356.09
S1	356.81	355.08

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

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