SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Nov-2022

Day Change Summary
	Previous	Current
	10-Nov-2022	11-Nov-2022	Change	Change %	Previous Week
Open	388.05	395.59	7.54	1.9%	377.71
High	395.04	399.35	4.31	1.1%	399.35
Low	385.64	393.61	7.97	2.1%	373.61
Close	394.69	398.51	3.82	1.0%	398.51
Range	9.40	5.74	-3.66	-38.9%	25.74
ATR	9.04	8.80	-0.24	-2.6%	0.00
Volume	141,455,800	93,839,800	-47,616,000	-33.7%	466,718,900

Daily Pivots for day following 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	414.38	412.18	401.67
R3	408.64	406.44	400.09
R2	402.90	402.90	399.56
R1	400.70	400.70	399.04	401.80
PP	397.16	397.16	397.16	397.71
S1	394.96	394.96	397.98	396.06
S2	391.42	391.42	397.46
S3	385.68	389.22	396.93
S4	379.94	383.48	395.35

Weekly Pivots for week ending 11-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	467.71	458.85	412.67
R3	441.97	433.11	405.59
R2	416.23	416.23	403.23
R1	407.37	407.37	400.87	411.80
PP	390.49	390.49	390.49	392.71
S1	381.63	381.63	396.15	386.06
S2	364.75	364.75	393.79
S3	339.01	355.89	391.43
S4	313.27	330.15	384.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	399.35	373.61	25.74	6.5%	7.02	1.8%	97%	True	False	93,343,780
10	399.35	368.79	30.56	7.7%	7.35	1.8%	97%	True	False	96,635,320
20	399.35	357.28	42.07	10.6%	7.65	1.9%	98%	True	False	95,319,820
40	399.35	348.11	51.24	12.9%	8.22	2.1%	98%	True	False	98,547,822
60	425.26	348.11	77.15	19.4%	7.65	1.9%	65%	False	False	91,973,966
80	431.73	348.11	83.62	21.0%	7.04	1.8%	60%	False	False	84,487,263
100	431.73	348.11	83.62	21.0%	7.00	1.8%	60%	False	False	82,828,672
120	431.73	348.11	83.62	21.0%	7.11	1.8%	60%	False	False	84,826,570

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	2.19
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	423.75
2.618	414.38
1.618	408.64
1.000	405.09
0.618	402.90
HIGH	399.35
0.618	397.16
0.500	396.48
0.382	395.80
LOW	393.61
0.618	390.06
1.000	387.87
1.618	384.32
2.618	378.58
4.250	369.22

Fisher Pivots for day following 11-Nov-2022
Pivot	1 day	3 day
R1	397.83	394.50
PP	397.16	390.49
S1	396.48	386.48

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

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