SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Nov-2022

Day Change Summary
	Previous	Current
	16-Nov-2022	17-Nov-2022	Change	Change %	Previous Week
Open	396.78	390.46	-6.32	-1.6%	377.71
High	397.78	394.95	-2.83	-0.7%	399.35
Low	394.79	390.14	-4.65	-1.2%	373.61
Close	395.45	394.24	-1.21	-0.3%	398.51
Range	2.99	4.81	1.82	60.9%	25.74
ATR	8.16	7.96	-0.20	-2.5%	0.00
Volume	68,508,400	74,496,200	5,987,800	8.7%	466,718,900

Daily Pivots for day following 17-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	407.54	405.70	396.89
R3	402.73	400.89	395.56
R2	397.92	397.92	395.12
R1	396.08	396.08	394.68	397.00
PP	393.11	393.11	393.11	393.57
S1	391.27	391.27	393.80	392.19
S2	388.30	388.30	393.36
S3	383.49	386.46	392.92
S4	378.68	381.65	391.59

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	390.14	12.17	3.1%	5.34	1.4%	34%	False	True	80,386,380
10	402.31	370.00	32.31	8.2%	6.49	1.6%	75%	False	False	87,831,610
20	402.31	363.54	38.77	9.8%	7.05	1.8%	79%	False	False	92,806,385
40	402.31	348.11	54.20	13.7%	8.04	2.0%	85%	False	False	97,580,817
60	419.96	348.11	71.85	18.2%	7.73	2.0%	64%	False	False	93,042,243
80	431.73	348.11	83.62	21.2%	7.00	1.8%	55%	False	False	85,074,451
100	431.73	348.11	83.62	21.2%	6.89	1.7%	55%	False	False	82,609,175
120	431.73	348.11	83.62	21.2%	7.02	1.8%	55%	False	False	84,478,516

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	1.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	415.39
2.618	407.54
1.618	402.73
1.000	399.76
0.618	397.92
HIGH	394.95
0.618	393.11
0.500	392.55
0.382	391.98
LOW	390.14
0.618	387.17
1.000	385.33
1.618	382.36
2.618	377.55
4.250	369.70

Fisher Pivots for day following 17-Nov-2022
Pivot	1 day	3 day
R1	393.68	396.23
PP	393.11	395.56
S1	392.55	394.90

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

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