SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	363.13	363.84	0.71	0.2%	357.28
High	363.16	364.18	1.02	0.3%	364.18
Low	361.48	362.58	1.10	0.3%	354.87
Close	362.66	363.67	1.01	0.3%	363.67
Range	1.68	1.60	-0.08	-4.8%	9.32
ATR	5.44	5.16	-0.27	-5.0%	0.00
Volume	45,330,800	28,514,000	-16,816,800	-37.1%	199,491,200

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	368.28	367.57	364.55
R3	366.68	365.97	364.11
R2	365.08	365.08	363.96
R1	364.37	364.37	363.82	363.93
PP	363.48	363.48	363.48	363.25
S1	362.77	362.77	363.52	362.33
S2	361.88	361.88	363.38
S3	360.28	361.17	363.23
S4	358.68	359.57	362.79

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	388.85	385.58	368.79
R3	379.54	376.26	366.23
R2	370.22	370.22	365.38
R1	366.95	366.95	364.52	368.58
PP	360.91	360.91	360.91	361.72
S1	357.63	357.63	362.82	359.27
S2	351.59	351.59	361.96
S3	342.28	348.32	361.11
S4	332.96	339.00	358.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	364.18	354.87	9.32	2.6%	2.85	0.8%	95%	True	False	53,980,600
10	364.18	354.15	10.03	2.8%	3.45	0.9%	95%	True	False	60,404,670
20	364.38	322.60	41.78	11.5%	4.66	1.3%	98%	False	False	78,622,683
40	364.38	322.60	41.78	11.5%	4.91	1.4%	98%	False	False	74,817,842
60	364.38	319.80	44.58	12.3%	5.51	1.5%	98%	False	False	79,533,643
80	364.38	319.80	44.58	12.3%	4.92	1.4%	98%	False	False	72,555,982
100	364.38	310.68	53.70	14.8%	4.73	1.3%	99%	False	False	71,069,124
120	364.38	296.74	67.64	18.6%	4.93	1.4%	99%	False	False	76,721,304

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.87
Narrowest range in 72 trading days

Fibonacci Retracements and Extensions
4.250	370.98
2.618	368.37
1.618	366.77
1.000	365.78
0.618	365.17
HIGH	364.18
0.618	363.57
0.500	363.38
0.382	363.19
LOW	362.58
0.618	361.59
1.000	360.98
1.618	359.99
2.618	358.39
4.250	355.78

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	363.57	363.03
PP	363.48	362.38
S1	363.38	361.74

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

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