SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	455.87	460.30	4.43	1.0%	454.28
High	459.56	460.70	1.14	0.2%	459.56
Low	455.56	458.20	2.64	0.6%	452.39
Close	459.25	460.04	0.79	0.2%	459.25
Range	4.00	2.50	-1.50	-37.4%	7.17
ATR	4.37	4.24	-0.13	-3.1%	0.00
Volume	70,162,400	48,433,600	-21,728,800	-31.0%	295,327,900

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	467.15	466.10	461.42
R3	464.65	463.60	460.73
R2	462.15	462.15	460.50
R1	461.09	461.09	460.27	460.37
PP	459.65	459.65	459.65	459.29
S1	458.59	458.59	459.81	457.87
S2	457.15	457.15	459.58
S3	454.64	456.09	459.35
S4	452.14	453.59	458.66

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	478.58	476.08	463.19
R3	471.41	468.91	461.22
R2	464.24	464.24	460.56
R1	461.74	461.74	459.91	462.99
PP	457.07	457.07	457.07	457.69
S1	454.57	454.57	458.59	455.82
S2	449.90	449.90	457.94
S3	442.73	447.40	457.28
S4	435.56	440.23	455.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	460.70	453.86	6.84	1.5%	3.14	0.7%	90%	True	False	59,709,400
10	460.70	448.27	12.43	2.7%	2.95	0.6%	95%	True	False	54,048,020
20	460.70	427.54	33.16	7.2%	3.67	0.8%	98%	True	False	64,964,410
40	460.70	426.36	34.34	7.5%	4.41	1.0%	98%	True	False	79,106,615
60	460.70	426.36	34.34	7.5%	3.85	0.8%	98%	True	False	71,796,776
80	460.70	421.97	38.73	8.4%	3.75	0.8%	98%	True	False	69,526,836
100	460.70	414.70	46.00	10.0%	3.58	0.8%	99%	True	False	68,459,938
120	460.70	405.33	55.37	12.0%	3.53	0.8%	99%	True	False	67,527,311

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	471.34
2.618	467.25
1.618	464.75
1.000	463.20
0.618	462.25
HIGH	460.70
0.618	459.75
0.500	459.45
0.382	459.16
LOW	458.20
0.618	456.65
1.000	455.70
1.618	454.15
2.618	451.65
4.250	447.57

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	459.84	459.39
PP	459.65	458.73
S1	459.45	458.08

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

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