SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	469.32	465.58	-3.74	-0.8%	460.30
High	469.57	467.38	-2.19	-0.5%	470.65
Low	465.88	462.04	-3.84	-0.8%	458.20
Close	467.38	463.62	-3.76	-0.8%	468.53
Range	3.69	5.34	1.65	44.7%	12.45
ATR	3.81	3.92	0.11	2.9%	0.00
Volume	51,149,100	69,429,600	18,280,500	35.7%	269,089,300

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	480.37	477.33	466.56
R3	475.03	471.99	465.09
R2	469.69	469.69	464.60
R1	466.65	466.65	464.11	465.50
PP	464.35	464.35	464.35	463.77
S1	461.31	461.31	463.13	460.16
S2	459.01	459.01	462.64
S3	453.67	455.97	462.15
S4	448.33	450.63	460.68

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	462.04	8.61	1.9%	3.36	0.7%	18%	False	True	58,044,260
10	470.65	455.45	15.20	3.3%	3.27	0.7%	54%	False	False	56,167,340
20	470.65	438.58	32.07	6.9%	3.16	0.7%	78%	False	False	56,541,495
40	470.65	426.36	44.29	9.6%	4.24	0.9%	84%	False	False	76,485,107
60	470.65	426.36	44.29	9.6%	3.96	0.9%	84%	False	False	72,097,213
80	470.65	426.36	44.29	9.6%	3.63	0.8%	84%	False	False	67,565,741
100	470.65	420.08	50.57	10.9%	3.58	0.8%	86%	False	False	67,353,617
120	470.65	414.70	55.95	12.1%	3.46	0.7%	87%	False	False	66,002,618

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	0.57
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	490.08
2.618	481.36
1.618	476.02
1.000	472.72
0.618	470.68
HIGH	467.38
0.618	465.34
0.500	464.71
0.382	464.08
LOW	462.04
0.618	458.74
1.000	456.70
1.618	453.40
2.618	448.06
4.250	439.35

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	464.71	466.14
PP	464.35	465.30
S1	463.98	464.46

Download as Excel Spreadsheet

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

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