SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	464.07	462.00	-2.07	-0.4%	470.89
High	466.56	464.03	-2.53	-0.5%	473.54
Low	461.73	455.30	-6.43	-1.4%	457.77
Close	464.60	455.56	-9.04	-1.9%	458.97
Range	4.83	8.73	3.90	80.7%	15.77
ATR	4.58	4.92	0.34	7.4%	0.00
Volume	86,268,800	148,559,600	62,290,800	72.2%	320,496,800

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	484.49	478.75	460.36
R3	475.76	470.02	457.96
R2	467.03	467.03	457.16
R1	461.29	461.29	456.36	459.80
PP	458.30	458.30	458.30	457.55
S1	452.56	452.56	454.76	451.07
S2	449.57	449.57	453.96
S3	440.84	443.83	453.16
S4	432.11	435.10	450.76

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	469.57	455.30	14.27	3.1%	5.74	1.3%	2%	False	True	96,512,660
10	473.54	455.30	18.24	4.0%	4.61	1.0%	1%	False	True	75,998,200
20	473.54	455.30	18.24	4.0%	3.86	0.8%	1%	False	True	64,345,845
40	473.54	427.54	46.00	10.1%	3.77	0.8%	61%	False	False	64,655,127
60	473.54	426.36	47.18	10.4%	4.23	0.9%	62%	False	False	74,186,358
80	473.54	426.36	47.18	10.4%	3.85	0.8%	62%	False	False	69,934,043
100	473.54	421.97	51.57	11.3%	3.78	0.8%	65%	False	False	68,490,638
120	473.54	414.70	58.84	12.9%	3.62	0.8%	69%	False	False	67,774,256

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.35
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	501.13
2.618	486.89
1.618	478.16
1.000	472.76
0.618	469.43
HIGH	464.03
0.618	460.70
0.500	459.67
0.382	458.63
LOW	455.30
0.618	449.90
1.000	446.57
1.618	441.17
2.618	432.44
4.250	418.20

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	459.67	460.93
PP	458.30	459.14
S1	456.93	457.35

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

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