SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Nov-2023

Day Change Summary
	Previous	Current
	31-Oct-2023	01-Nov-2023	Change	Change %	Previous Week
Open	416.18	419.20	3.02	0.7%	419.61
High	418.53	423.50	4.97	1.2%	424.82
Low	414.21	418.65	4.44	1.1%	409.21
Close	418.20	422.66	4.46	1.1%	410.68
Range	4.32	4.85	0.53	12.3%	15.61
ATR	5.57	5.55	-0.02	-0.4%	0.00
Volume	79,665,100	98,068,100	18,403,000	23.1%	487,346,700

Daily Pivots for day following 01-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	436.15	434.26	425.33
R3	431.30	429.41	423.99
R2	426.45	426.45	423.55
R1	424.56	424.56	423.10	425.51
PP	421.60	421.60	421.60	422.08
S1	419.71	419.71	422.22	420.65
S2	416.75	416.75	421.77
S3	411.90	414.86	421.33
S4	407.05	410.01	419.99

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.73	451.82	419.27
R3	446.12	436.21	414.97
R2	430.51	430.51	413.54
R1	420.60	420.60	412.11	417.75
PP	414.90	414.90	414.90	413.48
S1	404.99	404.99	409.25	402.14
S2	399.29	399.29	407.82
S3	383.68	389.38	406.39
S4	368.07	373.77	402.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	423.50	409.21	14.29	3.4%	4.95	1.2%	94%	True	False	97,364,020
10	432.82	409.21	23.61	5.6%	5.29	1.3%	57%	False	False	99,688,520
20	438.14	409.21	28.93	6.8%	5.48	1.3%	46%	False	False	91,120,360
40	451.08	409.21	41.87	9.9%	4.82	1.1%	32%	False	False	87,548,512
60	453.67	409.21	44.46	10.5%	4.74	1.1%	30%	False	False	83,307,016
80	459.44	409.21	50.23	11.9%	4.47	1.1%	27%	False	False	80,399,828
100	459.44	409.21	50.23	11.9%	4.27	1.0%	27%	False	False	80,241,084
120	459.44	409.07	50.37	11.9%	4.21	1.0%	27%	False	False	80,347,916

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	1.13
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	444.11
2.618	436.20
1.618	431.35
1.000	428.35
0.618	426.50
HIGH	423.50
0.618	421.65
0.500	421.07
0.382	420.50
LOW	418.65
0.618	415.65
1.000	413.80
1.618	410.80
2.618	405.95
4.250	398.04

Fisher Pivots for day following 01-Nov-2023
Pivot	1 day	3 day
R1	422.13	421.06
PP	421.60	419.46
S1	421.07	417.86

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

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