SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	426.58	433.14	6.56	1.5%	413.56
High	430.92	436.29	5.38	1.2%	436.29
Low	426.56	433.01	6.45	1.5%	412.22
Close	430.76	434.69	3.93	0.9%	434.69
Range	4.36	3.28	-1.08	-24.7%	24.07
ATR	5.75	5.73	-0.02	-0.3%	0.00
Volume	94,938,900	100,167,700	5,228,800	5.5%	459,402,400

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	444.50	442.88	436.49
R3	441.22	439.60	435.59
R2	437.94	437.94	435.29
R1	436.32	436.32	434.99	437.13
PP	434.66	434.66	434.66	435.07
S1	433.04	433.04	434.39	433.85
S2	431.38	431.38	434.09
S3	428.10	429.76	433.79
S4	424.82	426.48	432.89

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	499.94	491.39	447.93
R3	475.87	467.32	441.31
R2	451.80	451.80	439.10
R1	443.25	443.25	436.90	447.53
PP	427.73	427.73	427.73	429.87
S1	419.18	419.18	432.48	423.46
S2	403.66	403.66	430.28
S3	379.59	395.11	428.07
S4	355.52	371.04	421.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	436.29	412.22	24.07	5.5%	4.25	1.0%	93%	True	False	91,880,480
10	436.29	409.21	27.08	6.2%	4.80	1.1%	94%	True	False	94,674,910
20	438.14	409.21	28.93	6.7%	5.13	1.2%	88%	False	False	91,704,890
40	451.08	409.21	41.87	9.6%	4.88	1.1%	61%	False	False	89,115,582
60	453.67	409.21	44.46	10.2%	4.68	1.1%	57%	False	False	83,695,543
80	459.44	409.21	50.23	11.6%	4.49	1.0%	51%	False	False	80,784,290
100	459.44	409.21	50.23	11.6%	4.28	1.0%	51%	False	False	80,470,586
120	459.44	409.21	50.23	11.6%	4.21	1.0%	51%	False	False	80,934,048

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.90
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	450.23
2.618	444.88
1.618	441.60
1.000	439.57
0.618	438.32
HIGH	436.29
0.618	435.04
0.500	434.65
0.382	434.26
LOW	433.01
0.618	430.98
1.000	429.73
1.618	427.70
2.618	424.42
4.250	419.07

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	434.68	432.28
PP	434.66	429.88
S1	434.65	427.47

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

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