SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Nov-2020

Day Change Summary
	Previous	Current
	16-Nov-2020	17-Nov-2020	Change	Change %	Previous Week
Open	360.98	359.97	-1.01	-0.3%	363.97
High	362.78	361.92	-0.86	-0.2%	364.38
Low	359.59	358.34	-1.25	-0.3%	350.51
Close	362.57	360.62	-1.95	-0.5%	358.10
Range	3.19	3.58	0.39	12.2%	13.87
ATR	6.44	6.29	-0.16	-2.5%	0.00
Volume	74,541,104	66,111,000	-8,430,104	-11.3%	447,583,088

Daily Pivots for day following 17-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	371.03	369.41	362.59
R3	367.45	365.83	361.60
R2	363.87	363.87	361.28
R1	362.25	362.25	360.95	363.06
PP	360.29	360.29	360.29	360.70
S1	358.67	358.67	360.29	359.48
S2	356.71	356.71	359.96
S3	353.13	355.09	359.64
S4	349.55	351.51	358.65

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	351.26	11.52	3.2%	3.78	1.0%	81%	False	False	66,075,800
10	364.38	339.59	24.79	6.9%	4.94	1.4%	85%	False	False	87,220,748
20	364.38	322.60	41.78	11.6%	5.66	1.6%	91%	False	False	85,764,774
40	364.38	319.80	44.58	12.4%	5.30	1.5%	92%	False	False	78,550,932
60	364.38	319.80	44.58	12.4%	5.49	1.5%	92%	False	False	79,301,638
80	364.38	319.64	44.74	12.4%	4.90	1.4%	92%	False	False	72,436,584
100	364.38	298.93	65.45	18.1%	4.79	1.3%	94%	False	False	72,406,480
120	364.38	296.74	67.64	18.8%	4.94	1.4%	94%	False	False	78,393,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	377.14
2.618	371.29
1.618	367.71
1.000	365.50
0.618	364.13
HIGH	361.92
0.618	360.55
0.500	360.13
0.382	359.71
LOW	358.34
0.618	356.13
1.000	354.76
1.618	352.55
2.618	348.97
4.250	343.13

Fisher Pivots for day following 17-Nov-2020
Pivot	1 day	3 day
R1	360.46	360.00
PP	360.29	359.37
S1	360.13	358.75

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

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