SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	360.21	363.13	2.92	0.8%	360.98
High	363.81	363.16	-0.65	-0.2%	362.78
Low	359.29	361.48	2.19	0.6%	354.15
Close	363.22	362.66	-0.56	-0.2%	355.33
Range	4.52	1.68	-2.84	-62.8%	8.63
ATR	5.72	5.44	-0.28	-5.0%	0.00
Volume	62,415,800	45,330,800	-17,085,000	-27.4%	341,596,100

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	367.47	366.75	363.58
R3	365.79	365.07	363.12
R2	364.11	364.11	362.97
R1	363.39	363.39	362.81	362.91
PP	362.43	362.43	362.43	362.20
S1	361.71	361.71	362.51	361.23
S2	360.75	360.75	362.35
S3	359.07	360.03	362.20
S4	357.39	358.35	361.74

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	363.81	354.15	9.66	2.7%	3.33	0.9%	88%	False	False	60,265,980
10	363.81	351.26	12.55	3.5%	3.83	1.1%	91%	False	False	64,365,119
20	364.38	322.60	41.78	11.5%	4.99	1.4%	96%	False	False	81,726,863
40	364.38	322.60	41.78	11.5%	4.97	1.4%	96%	False	False	76,322,459
60	364.38	319.80	44.58	12.3%	5.57	1.5%	96%	False	False	80,217,409
80	364.38	319.80	44.58	12.3%	4.91	1.4%	96%	False	False	72,735,386
100	364.38	310.68	53.70	14.8%	4.75	1.3%	97%	False	False	71,330,369
120	364.38	296.74	67.64	18.7%	4.95	1.4%	97%	False	False	77,129,347

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.95
Narrowest range in 71 trading days

Fibonacci Retracements and Extensions
4.250	370.30
2.618	367.56
1.618	365.88
1.000	364.84
0.618	364.20
HIGH	363.16
0.618	362.52
0.500	362.32
0.382	362.12
LOW	361.48
0.618	360.44
1.000	359.80
1.618	358.76
2.618	357.08
4.250	354.34

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	362.55	361.55
PP	362.43	360.45
S1	362.32	359.34

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

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