SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Nov-2022

Day Change Summary
	Previous	Current
	11-Nov-2022	14-Nov-2022	Change	Change %	Previous Week
Open	395.59	396.66	1.07	0.3%	377.71
High	399.35	400.18	0.83	0.2%	399.35
Low	393.61	394.83	1.22	0.3%	373.61
Close	398.51	395.12	-3.39	-0.9%	398.51
Range	5.74	5.35	-0.39	-6.8%	25.74
ATR	8.80	8.56	-0.25	-2.8%	0.00
Volume	93,839,800	71,893,100	-21,946,700	-23.4%	466,718,900

Daily Pivots for day following 14-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	412.76	409.29	398.06
R3	407.41	403.94	396.59
R2	402.06	402.06	396.10
R1	398.59	398.59	395.61	397.65
PP	396.71	396.71	396.71	396.24
S1	393.24	393.24	394.63	392.30
S2	391.36	391.36	394.14
S3	386.01	387.89	393.65
S4	380.66	382.54	392.18

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	400.18	373.61	26.57	6.7%	7.08	1.8%	81%	True	False	94,065,020
10	400.18	368.79	31.39	7.9%	7.57	1.9%	84%	True	False	94,161,510
20	400.18	363.54	36.64	9.3%	7.38	1.9%	86%	True	False	94,256,065
40	400.18	348.11	52.07	13.2%	8.20	2.1%	90%	True	False	98,513,190
60	419.96	348.11	71.85	18.2%	7.67	1.9%	65%	False	False	92,038,570
80	431.73	348.11	83.62	21.2%	7.01	1.8%	56%	False	False	84,483,461
100	431.73	348.11	83.62	21.2%	6.99	1.8%	56%	False	False	82,754,682
120	431.73	348.11	83.62	21.2%	7.09	1.8%	56%	False	False	84,663,606

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.25
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	422.92
2.618	414.19
1.618	408.84
1.000	405.53
0.618	403.49
HIGH	400.18
0.618	398.14
0.500	397.50
0.382	396.87
LOW	394.83
0.618	391.52
1.000	389.48
1.618	386.17
2.618	380.82
4.250	372.09

Fisher Pivots for day following 14-Nov-2022
Pivot	1 day	3 day
R1	397.50	394.38
PP	396.71	393.65
S1	395.91	392.91

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

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