SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	465.58	465.21	-0.37	-0.1%	460.30
High	467.38	465.29	-2.09	-0.4%	470.65
Low	462.04	463.75	1.71	0.4%	458.20
Close	463.62	463.77	0.15	0.0%	468.53
Range	5.34	1.54	-3.80	-71.2%	12.45
ATR	3.92	3.76	-0.16	-4.1%	0.00
Volume	69,429,600	34,848,400	-34,581,200	-49.8%	269,089,300

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	468.89	467.87	464.62
R3	467.35	466.33	464.19
R2	465.81	465.81	464.05
R1	464.79	464.79	463.91	464.53
PP	464.27	464.27	464.27	464.14
S1	463.25	463.25	463.63	462.99
S2	462.73	462.73	463.49
S3	461.19	461.71	463.35
S4	459.65	460.17	462.92

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%	3.27	0.7%	20%	False	False	54,444,540
10	470.65	455.56	15.09	3.3%	3.13	0.7%	54%	False	False	54,508,390
20	470.65	443.27	27.38	5.9%	3.04	0.7%	75%	False	False	54,772,075
40	470.65	426.36	44.29	9.5%	4.17	0.9%	84%	False	False	75,411,650
60	470.65	426.36	44.29	9.5%	3.89	0.8%	84%	False	False	71,188,821
80	470.65	426.36	44.29	9.5%	3.61	0.8%	84%	False	False	67,192,292
100	470.65	421.97	48.68	10.5%	3.56	0.8%	86%	False	False	67,125,098
120	470.65	414.70	55.95	12.1%	3.44	0.7%	88%	False	False	65,864,882

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Narrowest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	471.84
2.618	469.32
1.618	467.78
1.000	466.83
0.618	466.24
HIGH	465.29
0.618	464.70
0.500	464.52
0.382	464.34
LOW	463.75
0.618	462.80
1.000	462.21
1.618	461.26
2.618	459.72
4.250	457.21

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	464.52	465.81
PP	464.27	465.13
S1	464.02	464.45

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

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