SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	360.91	355.60	-5.31	-1.5%	363.97
High	361.50	358.18	-3.32	-0.9%	364.38
Low	356.24	354.15	-2.09	-0.6%	350.51
Close	356.28	357.78	1.50	0.4%	358.10
Range	5.26	4.03	-1.23	-23.4%	13.87
ATR	6.21	6.06	-0.16	-2.5%	0.00
Volume	70,591,296	59,940,900	-10,650,396	-15.1%	447,583,088

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	368.79	367.32	360.00
R3	364.76	363.29	358.89
R2	360.73	360.73	358.52
R1	359.26	359.26	358.15	360.00
PP	356.70	356.70	356.70	357.07
S1	355.23	355.23	357.41	355.97
S2	352.67	352.67	357.04
S3	348.64	351.20	356.67
S4	344.61	347.17	355.56

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	354.15	8.63	2.4%	4.05	1.1%	42%	False	True	66,828,740
10	364.38	347.65	16.73	4.7%	4.71	1.3%	61%	False	False	79,374,028
20	364.38	322.60	41.78	11.7%	5.58	1.6%	84%	False	False	86,342,679
40	364.38	321.64	42.74	11.9%	5.13	1.4%	85%	False	False	77,569,399
60	364.38	319.80	44.58	12.5%	5.56	1.6%	85%	False	False	79,989,616
80	364.38	319.64	44.74	12.5%	4.93	1.4%	85%	False	False	72,743,874
100	364.38	309.07	55.31	15.5%	4.76	1.3%	88%	False	False	71,780,123
120	364.38	296.74	67.64	18.9%	4.97	1.4%	90%	False	False	78,388,835

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	True
Bull Hook	False
Stretch	1.16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	375.31
2.618	368.73
1.618	364.70
1.000	362.21
0.618	360.67
HIGH	358.18
0.618	356.64
0.500	356.17
0.382	355.69
LOW	354.15
0.618	351.66
1.000	350.12
1.618	347.63
2.618	343.60
4.250	337.02

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	357.24	358.04
PP	356.70	357.95
S1	356.17	357.87

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

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