SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	460.22	461.30	1.08	0.2%	454.28
High	462.23	465.15	2.92	0.6%	459.56
Low	460.08	460.83	0.75	0.2%	452.39
Close	461.90	464.72	2.82	0.6%	459.25
Range	2.15	4.32	2.17	100.9%	7.17
ATR	4.09	4.11	0.02	0.4%	0.00
Volume	48,908,400	52,509,800	3,601,400	7.4%	295,327,900

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	476.53	474.94	467.10
R3	472.21	470.62	465.91
R2	467.89	467.89	465.51
R1	466.30	466.30	465.12	467.10
PP	463.57	463.57	463.57	463.96
S1	461.98	461.98	464.32	462.78
S2	459.25	459.25	463.93
S3	454.93	457.66	463.53
S4	450.61	453.34	462.34

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	465.15	455.45	9.70	2.1%	3.18	0.7%	96%	True	False	54,290,420
10	465.15	451.05	14.10	3.0%	3.18	0.7%	97%	True	False	54,533,010
20	465.15	431.54	33.61	7.2%	3.31	0.7%	99%	True	False	59,849,585
40	465.15	426.36	38.79	8.3%	4.45	1.0%	99%	True	False	78,945,735
60	465.15	426.36	38.79	8.3%	3.90	0.8%	99%	True	False	72,077,718
80	465.15	421.97	43.18	9.3%	3.77	0.8%	99%	True	False	69,472,054
100	465.15	414.70	50.45	10.9%	3.60	0.8%	99%	True	False	68,594,828
120	465.15	405.33	59.82	12.9%	3.50	0.8%	99%	True	False	66,800,834

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.70
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	483.51
2.618	476.46
1.618	472.14
1.000	469.47
0.618	467.82
HIGH	465.15
0.618	463.50
0.500	462.99
0.382	462.48
LOW	460.83
0.618	458.16
1.000	456.51
1.618	453.84
2.618	449.52
4.250	442.47

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	464.14	463.71
PP	463.57	462.69
S1	462.99	461.68

Download as Excel Spreadsheet

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

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