SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2022

Day Change Summary
	Previous	Current
	31-Oct-2022	01-Nov-2022	Change	Change %	Previous Week
Open	386.44	390.14	3.70	1.0%	375.89
High	388.40	390.39	1.99	0.5%	389.52
Low	385.26	383.29	-1.97	-0.5%	373.11
Close	386.21	384.52	-1.69	-0.4%	389.02
Range	3.14	7.10	3.96	126.1%	16.41
ATR	8.21	8.13	-0.08	-1.0%	0.00
Volume	96,631,200	85,407,600	-11,223,600	-11.6%	450,644,100

Daily Pivots for day following 01-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	407.37	403.04	388.43
R3	400.27	395.94	386.47
R2	393.17	393.17	385.82
R1	388.84	388.84	385.17	387.46
PP	386.07	386.07	386.07	385.37
S1	381.74	381.74	383.87	380.36
S2	378.97	378.97	383.22
S3	371.87	374.64	382.57
S4	364.77	367.54	380.62

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	433.11	427.48	398.05
R3	416.70	411.07	393.53
R2	400.29	400.29	392.03
R1	394.66	394.66	390.52	397.48
PP	383.88	383.88	383.88	385.29
S1	378.25	378.25	387.52	381.07
S2	367.47	367.47	386.01
S3	351.06	361.84	384.51
S4	334.65	345.43	379.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	390.39	379.33	11.06	2.9%	6.40	1.7%	47%	True	False	93,679,940
10	390.39	363.54	26.85	7.0%	7.11	1.8%	78%	True	False	93,175,100
20	390.39	348.11	42.28	11.0%	8.34	2.2%	86%	True	False	95,838,965
40	411.73	348.11	63.62	16.5%	7.92	2.1%	57%	False	False	96,350,917
60	431.73	348.11	83.62	21.7%	7.19	1.9%	44%	False	False	86,580,481
80	431.73	348.11	83.62	21.7%	6.94	1.8%	44%	False	False	82,104,156
100	431.73	348.11	83.62	21.7%	6.97	1.8%	44%	False	False	84,435,883
120	431.73	348.11	83.62	21.7%	7.21	1.9%	44%	False	False	85,081,862

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	420.57
2.618	408.98
1.618	401.88
1.000	397.49
0.618	394.78
HIGH	390.39
0.618	387.68
0.500	386.84
0.382	386.00
LOW	383.29
0.618	378.90
1.000	376.19
1.618	371.80
2.618	364.70
4.250	353.12

Fisher Pivots for day following 01-Nov-2022
Pivot	1 day	3 day
R1	386.84	385.04
PP	386.07	384.86
S1	385.29	384.69

Download as Excel Spreadsheet

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

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