SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2022

Day Change Summary
	Previous	Current
	02-Nov-2022	03-Nov-2022	Change	Change %	Previous Week
Open	383.90	371.47	-12.44	-3.2%	375.89
High	388.63	374.20	-14.43	-3.7%	389.52
Low	374.76	368.79	-5.97	-1.6%	373.11
Close	374.87	371.01	-3.86	-1.0%	389.02
Range	13.87	5.41	-8.46	-61.0%	16.41
ATR	8.54	8.36	-0.18	-2.1%	0.00
Volume	126,990,300	87,100,100	-39,890,200	-31.4%	450,644,100

Daily Pivots for day following 03-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	387.56	384.70	373.99
R3	382.15	379.29	372.50
R2	376.74	376.74	372.00
R1	373.88	373.88	371.51	372.61
PP	371.33	371.33	371.33	370.70
S1	368.47	368.47	370.51	367.20
S2	365.92	365.92	370.02
S3	360.51	363.06	369.52
S4	355.10	357.65	368.03

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	368.79	21.60	5.8%	7.87	2.1%	10%	False	True	99,286,220
10	390.39	363.54	26.85	7.2%	7.60	2.0%	28%	False	False	97,781,160
20	390.39	348.11	42.28	11.4%	8.57	2.3%	54%	False	False	98,023,530
40	411.73	348.11	63.62	17.1%	8.02	2.2%	36%	False	False	97,908,532
60	431.73	348.11	83.62	22.5%	7.41	2.0%	27%	False	False	88,255,365
80	431.73	348.11	83.62	22.5%	7.00	1.9%	27%	False	False	82,949,740
100	431.73	348.11	83.62	22.5%	7.02	1.9%	27%	False	False	83,547,801
120	431.73	348.11	83.62	22.5%	7.22	1.9%	27%	False	False	84,955,406

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	1.57
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	397.19
2.618	388.36
1.618	382.95
1.000	379.61
0.618	377.54
HIGH	374.20
0.618	372.13
0.500	371.50
0.382	370.86
LOW	368.79
0.618	365.45
1.000	363.38
1.618	360.04
2.618	354.63
4.250	345.80

Fisher Pivots for day following 03-Nov-2022
Pivot	1 day	3 day
R1	371.50	379.59
PP	371.33	376.73
S1	371.17	373.87

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols