SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	468.64	467.15	-1.49	-0.3%	469.70
High	468.81	470.49	1.68	0.4%	470.23
Low	466.23	467.07	0.84	0.2%	462.04
Close	467.43	469.28	1.85	0.4%	467.27
Range	2.58	3.42	0.84	32.4%	8.19
ATR	3.70	3.68	-0.02	-0.5%	0.00
Volume	46,980,400	48,857,500	1,877,100	4.0%	259,298,800

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	479.19	477.65	471.16
R3	475.78	474.24	470.22
R2	472.36	472.36	469.91
R1	470.82	470.82	469.59	471.59
PP	468.95	468.95	468.95	469.33
S1	467.41	467.41	468.97	468.18
S2	465.53	465.53	468.65
S3	462.12	463.99	468.34
S4	458.70	460.58	467.40

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	470.49	462.04	8.45	1.8%	3.33	0.7%	86%	True	False	50,716,500
10	470.65	460.83	9.82	2.1%	3.24	0.7%	86%	False	False	52,688,400
20	470.65	451.01	19.64	4.2%	3.08	0.7%	93%	False	False	53,463,790
40	470.65	426.36	44.29	9.4%	3.99	0.9%	97%	False	False	69,709,347
60	470.65	426.36	44.29	9.4%	3.83	0.8%	97%	False	False	70,013,998
80	470.65	426.36	44.29	9.4%	3.64	0.8%	97%	False	False	67,116,546
100	470.65	421.97	48.68	10.4%	3.62	0.8%	97%	False	False	67,091,292
120	470.65	414.70	55.95	11.9%	3.47	0.7%	98%	False	False	65,798,691

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	0.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	485.00
2.618	479.43
1.618	476.01
1.000	473.90
0.618	472.60
HIGH	470.49
0.618	469.18
0.500	468.78
0.382	468.37
LOW	467.07
0.618	464.96
1.000	463.66
1.618	461.54
2.618	458.13
4.250	452.56

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	469.11	468.62
PP	468.95	467.96
S1	468.78	467.30

Download as Excel Spreadsheet

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

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