SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	355.60	357.50	1.90	0.5%	360.98
High	358.18	357.72	-0.46	-0.1%	362.78
Low	354.15	355.25	1.10	0.3%	354.15
Close	357.78	355.33	-2.45	-0.7%	355.33
Range	4.03	2.47	-1.56	-38.7%	8.63
ATR	6.06	5.80	-0.25	-4.2%	0.00
Volume	59,940,900	70,411,800	10,470,900	17.5%	341,596,100

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	363.51	361.89	356.69
R3	361.04	359.42	356.01
R2	358.57	358.57	355.78
R1	356.95	356.95	355.56	356.53
PP	356.10	356.10	356.10	355.89
S1	354.48	354.48	355.10	354.06
S2	353.63	353.63	354.88
S3	351.16	352.01	354.65
S4	348.69	349.54	353.97

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	383.31	377.95	360.08
R3	374.68	369.32	357.70
R2	366.05	366.05	356.91
R1	360.69	360.69	356.12	359.06
PP	357.42	357.42	357.42	356.60
S1	352.06	352.06	354.54	350.43
S2	348.79	348.79	353.75
S3	340.16	343.43	352.96
S4	331.53	334.80	350.58

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%	3.71	1.0%	14%	False	False	68,319,220
10	364.38	350.51	13.87	3.9%	4.57	1.3%	35%	False	False	78,917,918
20	364.38	322.60	41.78	11.8%	5.56	1.6%	78%	False	False	87,406,074
40	364.38	322.60	41.78	11.8%	5.00	1.4%	78%	False	False	77,552,959
60	364.38	319.80	44.58	12.5%	5.54	1.6%	80%	False	False	80,195,911
80	364.38	319.80	44.58	12.5%	4.90	1.4%	80%	False	False	72,850,751
100	364.38	310.68	53.70	15.1%	4.76	1.3%	83%	False	False	71,760,276
120	364.38	296.74	67.64	19.0%	4.96	1.4%	87%	False	False	78,204,205

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.02
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	368.22
2.618	364.19
1.618	361.72
1.000	360.19
0.618	359.25
HIGH	357.72
0.618	356.78
0.500	356.49
0.382	356.19
LOW	355.25
0.618	353.72
1.000	352.78
1.618	351.25
2.618	348.78
4.250	344.75

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	356.49	357.83
PP	356.10	356.99
S1	355.72	356.16

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

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