SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	461.30	465.36	4.06	0.9%	454.28
High	465.15	467.00	1.85	0.4%	459.56
Low	460.83	464.99	4.16	0.9%	452.39
Close	464.72	466.91	2.19	0.5%	459.25
Range	4.32	2.01	-2.31	-53.5%	7.17
ATR	4.11	3.98	-0.13	-3.2%	0.00
Volume	52,509,800	52,847,000	337,200	0.6%	295,327,900

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	472.33	471.63	468.02
R3	470.32	469.62	467.46
R2	468.31	468.31	467.28
R1	467.61	467.61	467.09	467.96
PP	466.30	466.30	466.30	466.48
S1	465.60	465.60	466.73	465.95
S2	464.29	464.29	466.54
S3	462.28	463.59	466.36
S4	460.27	461.58	465.80

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	467.00	455.56	11.44	2.5%	3.00	0.6%	99%	True	False	54,572,240
10	467.00	451.05	15.95	3.4%	3.13	0.7%	99%	True	False	55,687,170
20	467.00	431.54	35.46	7.6%	3.23	0.7%	100%	True	False	58,870,060
40	467.00	426.36	40.64	8.7%	4.40	0.9%	100%	True	False	78,817,650
60	467.00	426.36	40.64	8.7%	3.91	0.8%	100%	True	False	72,224,596
80	467.00	421.97	45.03	9.6%	3.76	0.8%	100%	True	False	69,331,012
100	467.00	414.70	52.30	11.2%	3.60	0.8%	100%	True	False	68,608,213
120	467.00	405.33	61.67	13.2%	3.49	0.7%	100%	True	False	66,698,482

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	0.69
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	475.54
2.618	472.26
1.618	470.25
1.000	469.01
0.618	468.24
HIGH	467.00
0.618	466.23
0.500	466.00
0.382	465.76
LOW	464.99
0.618	463.75
1.000	462.98
1.618	461.74
2.618	459.73
4.250	456.45

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	466.61	465.79
PP	466.30	464.66
S1	466.00	463.54

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

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