SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Nov-2021

Day Change Summary
	Previous	Current
	08-Nov-2021	09-Nov-2021	Change	Change %	Previous Week
Open	469.70	469.32	-0.38	-0.1%	460.30
High	470.23	469.57	-0.66	-0.1%	470.65
Low	468.20	465.88	-2.32	-0.5%	458.20
Close	468.93	467.38	-1.55	-0.3%	468.53
Range	2.03	3.69	1.66	82.1%	12.45
ATR	3.82	3.81	-0.01	-0.3%	0.00
Volume	50,405,100	51,149,100	744,000	1.5%	269,089,300

Daily Pivots for day following 09-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	478.68	476.72	469.41
R3	474.99	473.03	468.39
R2	471.30	471.30	468.06
R1	469.34	469.34	467.72	468.48
PP	467.61	467.61	467.61	467.18
S1	465.65	465.65	467.04	464.79
S2	463.92	463.92	466.70
S3	460.23	461.96	466.37
S4	456.54	458.27	465.35

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	460.83	9.82	2.1%	3.16	0.7%	67%	False	False	54,660,300
10	470.65	453.86	16.79	3.6%	3.07	0.7%	81%	False	False	56,468,180
20	470.65	431.54	39.11	8.4%	3.12	0.7%	92%	False	False	56,718,710
40	470.65	426.36	44.29	9.5%	4.23	0.9%	93%	False	False	76,719,172
60	470.65	426.36	44.29	9.5%	3.94	0.8%	93%	False	False	72,484,618
80	470.65	424.83	45.82	9.8%	3.66	0.8%	93%	False	False	67,942,972
100	470.65	415.93	54.72	11.7%	3.58	0.8%	94%	False	False	67,387,541
120	470.65	414.45	56.20	12.0%	3.44	0.7%	94%	False	False	66,062,193

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	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	485.25
2.618	479.23
1.618	475.54
1.000	473.26
0.618	471.85
HIGH	469.57
0.618	468.16
0.500	467.73
0.382	467.29
LOW	465.88
0.618	463.60
1.000	462.19
1.618	459.91
2.618	456.22
4.250	450.20

Fisher Pivots for day following 09-Nov-2021
Pivot	1 day	3 day
R1	467.73	468.27
PP	467.61	467.97
S1	467.50	467.68

Download as Excel Spreadsheet

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

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