SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Nov-2022

Day Change Summary
	Previous	Current
	18-Nov-2022	21-Nov-2022	Change	Change %	Previous Week
Open	397.74	394.64	-3.10	-0.8%	396.66
High	397.81	395.82	-1.99	-0.5%	402.31
Low	393.04	392.66	-0.38	-0.1%	390.14
Close	396.03	394.59	-1.44	-0.4%	396.03
Range	4.77	3.16	-1.61	-33.8%	12.17
ATR	7.73	7.42	-0.31	-4.0%	0.00
Volume	92,922,400	51,243,100	-41,679,300	-44.9%	401,014,500

Daily Pivots for day following 21-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	403.84	402.37	396.33
R3	400.68	399.21	395.46
R2	397.52	397.52	395.17
R1	396.05	396.05	394.88	395.21
PP	394.36	394.36	394.36	393.93
S1	392.89	392.89	394.30	392.05
S2	391.20	391.20	394.01
S3	388.04	389.73	393.72
S4	384.88	386.57	392.85

Weekly Pivots for week ending 18-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	432.67	426.52	402.72
R3	420.50	414.35	399.38
R2	408.33	408.33	398.26
R1	402.18	402.18	397.15	399.17
PP	396.16	396.16	396.16	394.66
S1	390.01	390.01	394.91	387.00
S2	383.99	383.99	393.80
S3	371.82	377.84	392.68
S4	359.65	365.67	389.34

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%	4.71	1.2%	37%	False	False	76,072,900
10	402.31	373.61	28.70	7.3%	5.90	1.5%	73%	False	False	85,068,960
20	402.31	368.79	33.52	8.5%	6.54	1.7%	77%	False	False	89,190,900
40	402.31	348.11	54.20	13.7%	7.88	2.0%	86%	False	False	95,811,752
60	411.73	348.11	63.62	16.1%	7.52	1.9%	73%	False	False	92,877,850
80	431.73	348.11	83.62	21.2%	6.91	1.8%	56%	False	False	84,864,393
100	431.73	348.11	83.62	21.2%	6.85	1.7%	56%	False	False	82,268,988
120	431.73	348.11	83.62	21.2%	6.96	1.8%	56%	False	False	84,158,873

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.45
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	409.25
2.618	404.09
1.618	400.93
1.000	398.98
0.618	397.77
HIGH	395.82
0.618	394.61
0.500	394.24
0.382	393.87
LOW	392.66
0.618	390.71
1.000	389.50
1.618	387.55
2.618	384.39
4.250	379.23

Fisher Pivots for day following 21-Nov-2022
Pivot	1 day	3 day
R1	394.47	394.39
PP	394.36	394.18
S1	394.24	393.98

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

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