SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Nov-2022

Day Change Summary
	Previous	Current
	03-Nov-2022	04-Nov-2022	Change	Change %	Previous Week
Open	371.47	377.00	5.54	1.5%	386.44
High	374.20	378.87	4.67	1.2%	390.39
Low	368.79	370.00	1.21	0.3%	368.79
Close	371.01	376.35	5.34	1.4%	376.35
Range	5.41	8.87	3.46	64.0%	21.60
ATR	8.36	8.40	0.04	0.4%	0.00
Volume	87,100,100	103,505,100	16,405,000	18.8%	499,634,300

Daily Pivots for day following 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	401.68	397.89	381.23
R3	392.81	389.02	378.79
R2	383.94	383.94	377.98
R1	380.15	380.15	377.16	377.61
PP	375.07	375.07	375.07	373.81
S1	371.28	371.28	375.54	368.74
S2	366.20	366.20	374.72
S3	357.33	362.41	373.91
S4	348.46	353.54	371.47

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	443.31	431.43	388.23
R3	421.71	409.83	382.29
R2	400.11	400.11	380.31
R1	388.23	388.23	378.33	383.37
PP	378.51	378.51	378.51	376.08
S1	366.63	366.63	374.37	361.77
S2	356.91	356.91	372.39
S3	335.31	345.03	370.41
S4	313.71	323.43	364.47

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	5.7%	7.68	2.0%	35%	False	False	99,926,860
10	390.39	368.79	21.60	5.7%	7.37	2.0%	35%	False	False	95,027,840
20	390.39	348.11	42.28	11.2%	8.40	2.2%	67%	False	False	97,809,310
40	411.73	348.11	63.62	16.9%	8.12	2.2%	44%	False	False	98,578,487
60	431.73	348.11	83.62	22.2%	7.46	2.0%	34%	False	False	88,988,955
80	431.73	348.11	83.62	22.2%	7.01	1.9%	34%	False	False	83,122,243
100	431.73	348.11	83.62	22.2%	7.04	1.9%	34%	False	False	83,542,734
120	431.73	348.11	83.62	22.2%	7.24	1.9%	34%	False	False	85,162,762

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	1.60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	416.57
2.618	402.09
1.618	393.22
1.000	387.74
0.618	384.35
HIGH	378.87
0.618	375.48
0.500	374.44
0.382	373.39
LOW	370.00
0.618	364.52
1.000	361.13
1.618	355.65
2.618	346.78
4.250	332.30

Fisher Pivots for day following 04-Nov-2022
Pivot	1 day	3 day
R1	375.71	378.71
PP	375.07	377.92
S1	374.44	377.14

Download as Excel Spreadsheet

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

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