SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Nov-2023

Day Change Summary
	Previous	Current
	06-Nov-2023	07-Nov-2023	Change	Change %	Previous Week
Open	435.47	435.69	0.22	0.1%	413.56
High	436.15	437.59	1.44	0.3%	436.29
Low	433.68	434.51	0.83	0.2%	412.22
Close	435.69	436.93	1.24	0.3%	434.69
Range	2.47	3.08	0.61	24.5%	24.07
ATR	5.50	5.33	-0.17	-3.1%	0.00
Volume	67,831,600	64,256,100	-3,575,500	-5.3%	459,402,400

Daily Pivots for day following 07-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	445.57	444.32	438.62
R3	442.49	441.25	437.78
R2	439.42	439.42	437.49
R1	438.17	438.17	437.21	438.80
PP	436.34	436.34	436.34	436.65
S1	435.10	435.10	436.65	435.72
S2	433.27	433.27	436.37
S3	430.19	432.02	436.08
S4	427.12	428.95	435.24

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	437.59	418.65	18.94	4.3%	3.61	0.8%	97%	True	False	85,052,480
10	437.59	409.21	28.38	6.5%	4.28	1.0%	98%	True	False	90,823,750
20	438.14	409.21	28.93	6.6%	4.88	1.1%	96%	False	False	90,360,200
40	451.08	409.21	41.87	9.6%	4.88	1.1%	66%	False	False	89,224,137
60	453.67	409.21	44.46	10.2%	4.66	1.1%	62%	False	False	83,954,366
80	459.44	409.21	50.23	11.5%	4.49	1.0%	55%	False	False	80,904,186
100	459.44	409.21	50.23	11.5%	4.21	1.0%	55%	False	False	79,682,312
120	459.44	409.21	50.23	11.5%	4.19	1.0%	55%	False	False	80,826,510

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	450.65
2.618	445.64
1.618	442.56
1.000	440.66
0.618	439.49
HIGH	437.59
0.618	436.41
0.500	436.05
0.382	435.68
LOW	434.51
0.618	432.61
1.000	431.44
1.618	429.53
2.618	426.46
4.250	421.44

Fisher Pivots for day following 07-Nov-2023
Pivot	1 day	3 day
R1	436.64	436.39
PP	436.34	435.84
S1	436.05	435.30

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

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