SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Dec-2022

Day Change Summary
	Previous	Current
	30-Nov-2022	01-Dec-2022	Change	Change %	Previous Week
Open	395.49	408.77	13.28	3.4%	394.64
High	407.68	410.00	2.32	0.6%	402.93
Low	393.48	404.75	11.27	2.9%	392.66
Close	407.68	407.38	-0.30	-0.1%	402.33
Range	14.20	5.25	-8.95	-63.0%	10.27
ATR	7.02	6.89	-0.13	-1.8%	0.00
Volume	144,566,600	76,398,100	-68,168,500	-47.2%	210,479,100

Daily Pivots for day following 01-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	423.13	420.50	410.27
R3	417.88	415.25	408.82
R2	412.63	412.63	408.34
R1	410.00	410.00	407.86	408.69
PP	407.38	407.38	407.38	406.72
S1	404.75	404.75	406.90	403.44
S2	402.13	402.13	406.42
S3	396.88	399.50	405.94
S4	391.63	394.25	404.49

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	410.00	393.30	16.70	4.1%	6.11	1.5%	84%	True	False	74,368,360
10	410.00	390.14	19.86	4.9%	5.18	1.3%	87%	True	False	71,919,410
20	410.00	368.79	41.21	10.1%	5.87	1.4%	94%	True	False	80,505,705
40	410.00	348.11	61.89	15.2%	7.24	1.8%	96%	True	False	89,145,452
60	411.73	348.11	63.62	15.6%	7.32	1.8%	93%	False	False	92,002,948
80	431.73	348.11	83.62	20.5%	7.00	1.7%	71%	False	False	86,087,520
100	431.73	348.11	83.62	20.5%	6.79	1.7%	71%	False	False	82,432,178
120	431.73	348.11	83.62	20.5%	6.85	1.7%	71%	False	False	83,731,657

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	True
Stretch	0.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	432.31
2.618	423.74
1.618	418.49
1.000	415.25
0.618	413.24
HIGH	410.00
0.618	407.99
0.500	407.38
0.382	406.76
LOW	404.75
0.618	401.51
1.000	399.50
1.618	396.26
2.618	391.01
4.250	382.44

Fisher Pivots for day following 01-Dec-2022
Pivot	1 day	3 day
R1	407.38	405.47
PP	407.38	403.56
S1	407.38	401.65

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

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