SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Nov-2022

Day Change Summary
	Previous	Current
	28-Nov-2022	29-Nov-2022	Change	Change %	Previous Week
Open	399.09	396.05	-3.04	-0.8%	394.64
High	400.81	397.30	-3.51	-0.9%	402.93
Low	395.11	393.30	-1.81	-0.5%	392.66
Close	395.91	395.23	-0.68	-0.2%	402.33
Range	5.70	4.00	-1.70	-29.8%	10.27
ATR	6.66	6.47	-0.19	-2.9%	0.00
Volume	68,021,700	52,310,000	-15,711,700	-23.1%	210,479,100

Daily Pivots for day following 29-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	407.28	405.25	397.43
R3	403.28	401.25	396.33
R2	399.28	399.28	395.96
R1	397.25	397.25	395.60	396.27
PP	395.28	395.28	395.28	394.78
S1	393.25	393.25	394.86	392.27
S2	391.28	391.28	394.50
S3	387.28	389.25	394.13
S4	383.28	385.25	393.03

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	393.30	9.63	2.4%	3.92	1.0%	20%	False	True	55,913,540
10	402.93	390.14	12.79	3.2%	4.32	1.1%	40%	False	False	65,993,220
20	402.93	368.79	34.14	8.6%	5.94	1.5%	77%	False	False	80,077,365
40	402.93	348.11	54.82	13.9%	7.25	1.8%	86%	False	False	88,413,042
60	411.73	348.11	63.62	16.1%	7.24	1.8%	74%	False	False	90,780,230
80	431.73	348.11	83.62	21.2%	6.86	1.7%	56%	False	False	84,562,431
100	431.73	348.11	83.62	21.2%	6.70	1.7%	56%	False	False	81,428,391
120	431.73	348.11	83.62	21.2%	6.83	1.7%	56%	False	False	83,716,814

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	414.30
2.618	407.77
1.618	403.77
1.000	401.30
0.618	399.77
HIGH	397.30
0.618	395.77
0.500	395.30
0.382	394.83
LOW	393.30
0.618	390.83
1.000	389.30
1.618	386.83
2.618	382.83
4.250	376.30

Fisher Pivots for day following 29-Nov-2022
Pivot	1 day	3 day
R1	395.30	398.11
PP	395.28	397.15
S1	395.25	396.19

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

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