SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Dec-2022

Day Change Summary
	Previous	Current
	07-Dec-2022	08-Dec-2022	Change	Change %	Previous Week
Open	392.94	395.14	2.20	0.6%	399.09
High	395.64	397.36	1.72	0.4%	410.00
Low	391.97	393.27	1.30	0.3%	393.30
Close	393.16	396.24	3.08	0.8%	406.91
Range	3.67	4.09	0.42	11.5%	16.70
ATR	6.81	6.62	-0.19	-2.7%	0.00
Volume	65,927,800	60,737,900	-5,189,900	-7.9%	426,639,100

Daily Pivots for day following 08-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	407.90	406.16	398.49
R3	403.81	402.07	397.37
R2	399.71	399.71	396.99
R1	397.98	397.98	396.62	398.85
PP	395.62	395.62	395.62	396.06
S1	393.89	393.89	395.86	394.75
S2	391.53	391.53	395.49
S3	387.44	389.79	395.11
S4	383.35	385.70	393.99

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	407.86	391.64	16.22	4.1%	5.72	1.4%	28%	False	False	73,454,080
10	410.00	391.64	18.36	4.6%	5.91	1.5%	25%	False	False	73,911,220
20	410.00	385.64	24.36	6.1%	5.58	1.4%	44%	False	False	77,767,800
40	410.00	348.11	61.89	15.6%	7.06	1.8%	78%	False	False	87,436,207
60	410.00	348.11	61.89	15.6%	7.28	1.8%	78%	False	False	90,878,198
80	429.50	348.11	81.39	20.5%	7.04	1.8%	59%	False	False	86,888,561
100	431.73	348.11	83.62	21.1%	6.72	1.7%	58%	False	False	82,157,890
120	431.73	348.11	83.62	21.1%	6.75	1.7%	58%	False	False	81,414,990

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	1.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	414.75
2.618	408.07
1.618	403.98
1.000	401.45
0.618	399.89
HIGH	397.36
0.618	395.80
0.500	395.31
0.382	394.83
LOW	393.27
0.618	390.74
1.000	389.18
1.618	386.65
2.618	382.56
4.250	375.88

Fisher Pivots for day following 08-Dec-2022
Pivot	1 day	3 day
R1	395.93	396.10
PP	395.62	395.96
S1	395.31	395.82

Download as Excel Spreadsheet

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

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