SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Nov-2022

Day Change Summary
	Previous	Current
	25-Nov-2022	28-Nov-2022	Change	Change %	Previous Week
Open	401.83	399.09	-2.74	-0.7%	394.64
High	402.91	400.81	-2.10	-0.5%	402.93
Low	401.54	395.11	-6.43	-1.6%	392.66
Close	402.33	395.91	-6.42	-1.6%	402.33
Range	1.38	5.70	4.33	314.5%	10.27
ATR	6.62	6.66	0.04	0.7%	0.00
Volume	30,545,400	68,021,700	37,476,300	122.7%	210,479,100

Daily Pivots for day following 28-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	414.38	410.84	399.05
R3	408.68	405.14	397.48
R2	402.98	402.98	396.96
R1	399.44	399.44	396.43	398.36
PP	397.28	397.28	397.28	396.74
S1	393.74	393.74	395.39	392.66
S2	391.58	391.58	394.87
S3	385.88	388.04	394.34
S4	380.18	382.34	392.78

Weekly Pivots for week ending 25-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	430.12	426.49	407.98
R3	419.85	416.22	405.15
R2	409.58	409.58	404.21
R1	405.95	405.95	403.27	407.77
PP	399.31	399.31	399.31	400.21
S1	395.68	395.68	401.39	397.50
S2	389.04	389.04	400.45
S3	378.77	385.41	399.51
S4	368.50	375.14	396.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	402.93	392.66	10.27	2.6%	3.75	0.9%	32%	False	False	55,700,160
10	402.93	390.14	12.79	3.2%	4.45	1.1%	45%	False	False	67,951,530
20	402.93	368.79	34.14	8.6%	5.90	1.5%	79%	False	False	82,293,425
40	402.93	348.11	54.82	13.8%	7.38	1.9%	87%	False	False	89,349,202
60	411.73	348.11	63.62	16.1%	7.36	1.9%	75%	False	False	91,568,931
80	431.73	348.11	83.62	21.1%	6.87	1.7%	57%	False	False	84,618,742
100	431.73	348.11	83.62	21.1%	6.71	1.7%	57%	False	False	81,629,268
120	431.73	348.11	83.62	21.1%	6.84	1.7%	57%	False	False	83,817,146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.93
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	425.04
2.618	415.73
1.618	410.03
1.000	406.51
0.618	404.33
HIGH	400.81
0.618	398.63
0.500	397.96
0.382	397.29
LOW	395.11
0.618	391.59
1.000	389.41
1.618	385.89
2.618	380.19
4.250	370.89

Fisher Pivots for day following 28-Nov-2022
Pivot	1 day	3 day
R1	397.96	399.02
PP	397.28	397.98
S1	396.59	396.95

Download as Excel Spreadsheet

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

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