SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	466.06	462.34	-3.72	-0.8%	470.89
High	469.57	463.90	-5.67	-1.2%	473.54
Low	465.19	457.77	-7.42	-1.6%	457.77
Close	469.44	458.97	-10.47	-2.2%	458.97
Range	4.38	6.13	1.75	40.0%	15.77
ATR	3.78	4.35	0.56	14.9%	0.00
Volume	61,858,800	112,669,600	50,810,800	82.1%	320,496,800

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	478.60	474.92	462.34
R3	472.47	468.79	460.66
R2	466.34	466.34	460.09
R1	462.66	462.66	459.53	461.44
PP	460.21	460.21	460.21	459.60
S1	456.53	456.53	458.41	455.31
S2	454.08	454.08	457.85
S3	447.95	450.40	457.28
S4	441.82	444.27	455.60

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	510.74	500.62	467.64
R3	494.97	484.85	463.31
R2	479.20	479.20	461.86
R1	469.08	469.08	460.42	466.26
PP	463.43	463.43	463.43	462.01
S1	453.31	453.31	457.52	450.49
S2	447.66	447.66	456.08
S3	431.89	437.54	454.63
S4	416.12	421.77	450.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	473.54	457.77	15.77	3.4%	4.76	1.0%	8%	False	True	75,562,460
10	473.54	457.77	15.77	3.4%	3.89	0.8%	8%	False	True	62,560,060
20	473.54	455.56	17.98	3.9%	3.51	0.8%	19%	False	False	58,534,225
40	473.54	426.36	47.18	10.3%	3.84	0.8%	69%	False	False	65,229,667
60	473.54	426.36	47.18	10.3%	4.07	0.9%	69%	False	False	71,773,636
80	473.54	426.36	47.18	10.3%	3.72	0.8%	69%	False	False	68,072,433
100	473.54	421.97	51.57	11.2%	3.73	0.8%	72%	False	False	67,880,691
120	473.54	414.70	58.84	12.8%	3.55	0.8%	75%	False	False	66,646,156

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	1.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	489.95
2.618	479.95
1.618	473.82
1.000	470.03
0.618	467.69
HIGH	463.90
0.618	461.56
0.500	460.84
0.382	460.11
LOW	457.77
0.618	453.98
1.000	451.64
1.618	447.85
2.618	441.72
4.250	431.72

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	460.84	463.67
PP	460.21	462.10
S1	459.59	460.54

Download as Excel Spreadsheet

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

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