SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Dec-2022

Day Change Summary
	Previous	Current
	06-Dec-2022	07-Dec-2022	Change	Change %	Previous Week
Open	399.42	392.94	-6.48	-1.6%	399.09
High	399.99	395.64	-4.35	-1.1%	410.00
Low	391.64	391.97	0.33	0.1%	393.30
Close	393.83	393.16	-0.67	-0.2%	406.91
Range	8.35	3.67	-4.68	-56.0%	16.70
ATR	7.05	6.81	-0.24	-3.4%	0.00
Volume	77,972,200	65,927,800	-12,044,400	-15.4%	426,639,100

Daily Pivots for day following 07-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	404.60	402.55	395.18
R3	400.93	398.88	394.17
R2	397.26	397.26	393.83
R1	395.21	395.21	393.50	396.24
PP	393.59	393.59	393.59	394.10
S1	391.54	391.54	392.82	392.57
S2	389.92	389.92	392.49
S3	386.25	387.87	392.15
S4	382.58	384.20	391.14

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	391.64	18.36	4.7%	5.95	1.5%	8%	False	False	76,586,120
10	410.00	391.64	18.36	4.7%	5.86	1.5%	8%	False	False	74,663,590
20	410.00	373.61	36.39	9.3%	5.76	1.5%	54%	False	False	78,655,675
40	410.00	348.11	61.89	15.7%	7.04	1.8%	73%	False	False	87,842,555
60	410.00	348.11	61.89	15.7%	7.30	1.9%	73%	False	False	91,282,961
80	431.73	348.11	83.62	21.3%	7.05	1.8%	54%	False	False	86,870,450
100	431.73	348.11	83.62	21.3%	6.75	1.7%	54%	False	False	82,335,570
120	431.73	348.11	83.62	21.3%	6.77	1.7%	54%	False	False	81,834,790

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.94
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	411.24
2.618	405.25
1.618	401.58
1.000	399.31
0.618	397.91
HIGH	395.64
0.618	394.24
0.500	393.81
0.382	393.37
LOW	391.97
0.618	389.70
1.000	388.30
1.618	386.03
2.618	382.36
4.250	376.37

Fisher Pivots for day following 07-Dec-2022
Pivot	1 day	3 day
R1	393.81	398.29
PP	393.59	396.58
S1	393.38	394.87

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

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