SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2020

Day Change Summary
	Previous	Current
	13-Nov-2020	16-Nov-2020	Change	Change %	Previous Week
Open	355.27	360.98	5.71	1.6%	363.97
High	358.90	362.78	3.88	1.1%	364.38
Low	354.71	359.59	4.88	1.4%	350.51
Close	358.10	362.57	4.47	1.2%	358.10
Range	4.19	3.19	-1.00	-23.9%	13.87
ATR	6.58	6.44	-0.14	-2.1%	0.00
Volume	62,959,400	74,541,104	11,581,704	18.4%	447,583,088

Daily Pivots for day following 16-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	371.22	370.08	364.32
R3	368.03	366.89	363.45
R2	364.84	364.84	363.15
R1	363.70	363.70	362.86	364.27
PP	361.65	361.65	361.65	361.93
S1	360.51	360.51	362.28	361.08
S2	358.46	358.46	361.99
S3	355.27	357.32	361.69
S4	352.08	354.13	360.82

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	362.78	350.51	12.27	3.4%	4.00	1.1%	98%	True	False	69,964,000
10	364.38	330.29	34.09	9.4%	5.38	1.5%	95%	False	False	89,939,057
20	364.38	322.60	41.78	11.5%	5.70	1.6%	96%	False	False	85,461,814
40	364.38	319.80	44.58	12.3%	5.34	1.5%	96%	False	False	78,488,459
60	364.38	319.80	44.58	12.3%	5.49	1.5%	96%	False	False	79,009,598
80	364.38	319.64	44.74	12.3%	4.88	1.3%	96%	False	False	72,213,858
100	364.38	298.93	65.45	18.1%	4.82	1.3%	97%	False	False	73,024,980
120	364.38	296.74	67.64	18.7%	4.96	1.4%	97%	False	False	78,836,080

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	1.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	376.34
2.618	371.13
1.618	367.94
1.000	365.97
0.618	364.75
HIGH	362.78
0.618	361.56
0.500	361.19
0.382	360.81
LOW	359.59
0.618	357.62
1.000	356.40
1.618	354.43
2.618	351.24
4.250	346.03

Fisher Pivots for day following 16-Nov-2020
Pivot	1 day	3 day
R1	362.11	360.72
PP	361.65	358.87
S1	361.19	357.02

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

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