SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	465.36	469.28	3.92	0.8%	460.30
High	467.00	470.65	3.65	0.8%	470.65
Low	464.99	466.92	1.93	0.4%	458.20
Close	466.91	468.53	1.62	0.3%	468.53
Range	2.01	3.73	1.72	85.6%	12.45
ATR	3.98	3.96	-0.02	-0.4%	0.00
Volume	52,847,000	66,390,500	13,543,500	25.6%	269,089,300

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	479.89	477.94	470.58
R3	476.16	474.21	469.56
R2	472.43	472.43	469.21
R1	470.48	470.48	468.87	469.59
PP	468.70	468.70	468.70	468.26
S1	466.75	466.75	468.19	465.86
S2	464.97	464.97	467.85
S3	461.24	463.02	467.50
S4	457.51	459.29	466.48

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	503.14	498.29	475.38
R3	490.69	485.84	471.95
R2	478.24	478.24	470.81
R1	473.39	473.39	469.67	475.82
PP	465.79	465.79	465.79	467.01
S1	460.94	460.94	467.39	463.37
S2	453.34	453.34	466.25
S3	440.89	448.49	465.11
S4	428.44	436.04	461.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	470.65	458.20	12.45	2.7%	2.94	0.6%	83%	True	False	53,817,860
10	470.65	452.39	18.26	3.9%	3.14	0.7%	88%	True	False	56,441,720
20	470.65	431.54	39.11	8.3%	3.29	0.7%	95%	True	False	58,461,715
40	470.65	426.36	44.29	9.5%	4.34	0.9%	95%	True	False	78,228,710
60	470.65	426.36	44.29	9.5%	3.93	0.8%	95%	True	False	72,682,065
80	470.65	421.97	48.68	10.4%	3.77	0.8%	96%	True	False	69,471,815
100	470.65	414.70	55.95	11.9%	3.59	0.8%	96%	True	False	68,468,258
120	470.65	405.33	65.32	13.9%	3.49	0.7%	97%	True	False	66,753,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	486.50
2.618	480.42
1.618	476.69
1.000	474.38
0.618	472.96
HIGH	470.65
0.618	469.23
0.500	468.79
0.382	468.34
LOW	466.92
0.618	464.61
1.000	463.19
1.618	460.88
2.618	457.15
4.250	451.07

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	468.79	467.60
PP	468.70	466.67
S1	468.62	465.74

Download as Excel Spreadsheet

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

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