SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	402.25	403.95	1.70	0.4%	399.09
High	407.86	404.93	-2.93	-0.7%	410.00
Low	402.14	398.17	-3.97	-1.0%	393.30
Close	406.91	399.59	-7.32	-1.8%	406.91
Range	5.72	6.76	1.04	18.2%	16.70
ATR	6.81	6.95	0.14	2.0%	0.00
Volume	85,342,700	77,289,800	-8,052,900	-9.4%	426,639,100

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	421.18	417.14	403.31
R3	414.42	410.38	401.45
R2	407.66	407.66	400.83
R1	403.62	403.62	400.21	402.26
PP	400.90	400.90	400.90	400.22
S1	396.86	396.86	398.97	395.50
S2	394.14	394.14	398.35
S3	387.38	390.10	397.73
S4	380.62	383.34	395.87

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	453.50	446.91	416.10
R3	436.80	430.21	411.50
R2	420.10	420.10	409.97
R1	413.51	413.51	408.44	416.81
PP	403.40	403.40	403.40	405.05
S1	396.81	396.81	405.38	400.11
S2	386.70	386.70	403.85
S3	370.00	380.11	402.32
S4	353.30	363.41	397.73

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	4.2%	7.19	1.8%	38%	False	False	87,181,440
10	410.00	392.66	17.34	4.3%	5.47	1.4%	40%	False	False	71,440,800
20	410.00	373.61	36.39	9.1%	5.78	1.4%	71%	False	False	79,107,070
40	410.00	348.11	61.89	15.5%	7.09	1.8%	83%	False	False	88,458,190
60	411.73	348.11	63.62	15.9%	7.34	1.8%	81%	False	False	92,088,015
80	431.73	348.11	83.62	20.9%	7.04	1.8%	62%	False	False	86,518,483
100	431.73	348.11	83.62	20.9%	6.76	1.7%	62%	False	False	82,319,209
120	431.73	348.11	83.62	20.9%	6.83	1.7%	62%	False	False	82,803,456

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	1.05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	433.66
2.618	422.63
1.618	415.87
1.000	411.69
0.618	409.11
HIGH	404.93
0.618	402.35
0.500	401.55
0.382	400.75
LOW	398.17
0.618	393.99
1.000	391.41
1.618	387.23
2.618	380.47
4.250	369.44

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	401.55	404.09
PP	400.90	402.59
S1	400.24	401.09

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

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