SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2022

Day Change Summary
	Previous	Current
	04-Nov-2022	07-Nov-2022	Change	Change %	Previous Week
Open	377.00	377.71	0.71	0.2%	386.44
High	378.87	380.57	1.70	0.4%	390.39
Low	370.00	375.53	5.53	1.5%	368.79
Close	376.35	379.95	3.60	1.0%	376.35
Range	8.87	5.04	-3.83	-43.2%	21.60
ATR	8.40	8.16	-0.24	-2.9%	0.00
Volume	103,505,100	68,286,900	-35,218,200	-34.0%	499,634,300

Daily Pivots for day following 07-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	393.80	391.92	382.72
R3	388.76	386.88	381.34
R2	383.72	383.72	380.87
R1	381.84	381.84	380.41	382.78
PP	378.68	378.68	378.68	379.16
S1	376.80	376.80	379.49	377.74
S2	373.64	373.64	379.03
S3	368.60	371.76	378.56
S4	363.56	366.72	377.18

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%	8.06	2.1%	52%	False	False	94,258,000
10	390.39	368.79	21.60	5.7%	7.17	1.9%	52%	False	False	93,312,840
20	390.39	348.11	42.28	11.1%	8.32	2.2%	75%	False	False	97,421,520
40	403.10	348.11	54.99	14.5%	8.16	2.1%	58%	False	False	98,554,255
60	431.73	348.11	83.62	22.0%	7.44	2.0%	38%	False	False	89,098,828
80	431.73	348.11	83.62	22.0%	7.01	1.8%	38%	False	False	82,987,576
100	431.73	348.11	83.62	22.0%	6.97	1.8%	38%	False	False	82,968,935
120	431.73	348.11	83.62	22.0%	7.23	1.9%	38%	False	False	85,039,905

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.54
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	401.99
2.618	393.76
1.618	388.72
1.000	385.61
0.618	383.68
HIGH	380.57
0.618	378.64
0.500	378.05
0.382	377.46
LOW	375.53
0.618	372.42
1.000	370.49
1.618	367.38
2.618	362.34
4.250	354.11

Fisher Pivots for day following 07-Nov-2022
Pivot	1 day	3 day
R1	379.32	378.19
PP	378.68	376.44
S1	378.05	374.68

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

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