SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Nov-2021

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	465.12	468.64	3.52	0.8%	469.70
High	467.86	468.81	0.95	0.2%	470.23
Low	464.11	466.23	2.12	0.5%	462.04
Close	467.27	467.43	0.16	0.0%	467.27
Range	3.75	2.58	-1.17	-31.2%	8.19
ATR	3.79	3.70	-0.09	-2.3%	0.00
Volume	53,466,600	46,980,400	-6,486,200	-12.1%	259,298,800

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	475.23	473.91	468.85
R3	472.65	471.33	468.14
R2	470.07	470.07	467.90
R1	468.75	468.75	467.67	468.12
PP	467.49	467.49	467.49	467.18
S1	466.17	466.17	467.19	465.54
S2	464.91	464.91	466.96
S3	462.33	463.59	466.72
S4	459.75	461.01	466.01

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	491.08	487.37	471.77
R3	482.89	479.18	469.52
R2	474.70	474.70	468.77
R1	470.99	470.99	468.02	468.75
PP	466.51	466.51	466.51	465.40
S1	462.80	462.80	466.52	460.56
S2	458.32	458.32	465.77
S3	450.13	454.61	465.02
S4	441.94	446.42	462.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	469.57	462.04	7.53	1.6%	3.38	0.7%	72%	False	False	51,174,820
10	470.65	460.08	10.57	2.3%	3.11	0.7%	70%	False	False	52,693,490
20	470.65	448.27	22.38	4.8%	3.03	0.6%	86%	False	False	53,370,755
40	470.65	426.36	44.29	9.5%	4.03	0.9%	93%	False	False	70,801,062
60	470.65	426.36	44.29	9.5%	3.85	0.8%	93%	False	False	70,115,923
80	470.65	426.36	44.29	9.5%	3.62	0.8%	93%	False	False	67,052,316
100	470.65	421.97	48.68	10.4%	3.60	0.8%	93%	False	False	67,184,012
120	470.65	414.70	55.95	12.0%	3.46	0.7%	94%	False	False	65,864,108

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	479.78
2.618	475.56
1.618	472.98
1.000	471.39
0.618	470.40
HIGH	468.81
0.618	467.82
0.500	467.52
0.382	467.22
LOW	466.23
0.618	464.64
1.000	463.65
1.618	462.06
2.618	459.48
4.250	455.27

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	467.52	467.05
PP	467.49	466.66
S1	467.46	466.28

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

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