SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2022

Day Change Summary
	Previous	Current
	15-Nov-2022	16-Nov-2022	Change	Change %	Previous Week
Open	401.15	396.78	-4.37	-1.1%	377.71
High	402.31	397.78	-4.53	-1.1%	399.35
Low	394.49	394.79	0.30	0.1%	373.61
Close	398.49	395.45	-3.04	-0.8%	398.51
Range	7.82	2.99	-4.83	-61.8%	25.74
ATR	8.50	8.16	-0.34	-4.0%	0.00
Volume	93,194,400	68,508,400	-24,686,000	-26.5%	466,718,900

Daily Pivots for day following 16-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	404.98	403.20	397.09
R3	401.99	400.21	396.27
R2	399.00	399.00	396.00
R1	397.22	397.22	395.72	396.62
PP	396.01	396.01	396.01	395.70
S1	394.23	394.23	395.18	393.63
S2	393.02	393.02	394.90
S3	390.03	391.24	394.63
S4	387.04	388.25	393.81

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	402.31	385.64	16.67	4.2%	6.26	1.6%	59%	False	False	93,778,300
10	402.31	368.79	33.52	8.5%	6.55	1.7%	80%	False	False	89,092,000
20	402.31	363.54	38.77	9.8%	7.21	1.8%	82%	False	False	93,495,725
40	402.31	348.11	54.20	13.7%	8.05	2.0%	87%	False	False	97,955,227
60	419.96	348.11	71.85	18.2%	7.71	1.9%	66%	False	False	92,620,270
80	431.73	348.11	83.62	21.1%	7.05	1.8%	57%	False	False	85,172,525
100	431.73	348.11	83.62	21.1%	6.97	1.8%	57%	False	False	82,731,111
120	431.73	348.11	83.62	21.1%	7.05	1.8%	57%	False	False	84,564,120

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.97
Narrowest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	410.49
2.618	405.61
1.618	402.62
1.000	400.77
0.618	399.63
HIGH	397.78
0.618	396.64
0.500	396.29
0.382	395.93
LOW	394.79
0.618	392.94
1.000	391.80
1.618	389.95
2.618	386.96
4.250	382.08

Fisher Pivots for day following 16-Nov-2022
Pivot	1 day	3 day
R1	396.29	398.40
PP	396.01	397.42
S1	395.73	396.43

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

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