SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	401.61	394.30	-7.31	-1.8%	403.95
High	405.50	395.25	-10.25	-2.5%	404.93
Low	396.31	387.89	-8.43	-2.1%	391.64
Close	399.40	389.63	-9.77	-2.4%	393.28
Range	9.19	7.37	-1.83	-19.9%	13.29
ATR	6.95	7.28	0.33	4.7%	0.00
Volume	108,111,300	117,705,800	9,594,500	8.9%	363,375,400

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	413.02	408.69	393.68
R3	405.65	401.32	391.66
R2	398.29	398.29	390.98
R1	393.96	393.96	390.31	392.44
PP	390.92	390.92	390.92	390.16
S1	386.59	386.59	388.95	385.08
S2	383.56	383.56	388.28
S3	376.19	379.23	387.60
S4	368.83	371.86	385.58

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	436.49	428.17	400.59
R3	423.20	414.88	396.93
R2	409.91	409.91	395.72
R1	401.59	401.59	394.50	399.11
PP	396.62	396.62	396.62	395.37
S1	388.30	388.30	392.06	385.82
S2	383.33	383.33	390.84
S3	370.04	375.01	389.63
S4	356.75	361.72	385.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	410.49	387.89	22.61	5.8%	7.60	1.9%	8%	False	True	101,290,620
10	410.49	387.89	22.61	5.8%	6.66	1.7%	8%	False	True	87,372,350
20	410.49	387.89	22.61	5.8%	5.92	1.5%	8%	False	True	79,645,880
40	410.49	363.54	46.95	12.0%	6.57	1.7%	56%	False	False	86,570,802
60	410.49	348.11	62.38	16.0%	7.34	1.9%	67%	False	False	91,852,111
80	419.96	348.11	71.85	18.4%	7.26	1.9%	58%	False	False	89,376,672
100	431.73	348.11	83.62	21.5%	6.83	1.8%	50%	False	False	84,067,196
120	431.73	348.11	83.62	21.5%	6.80	1.7%	50%	False	False	82,216,905

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	1.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	426.55
2.618	414.53
1.618	407.17
1.000	402.62
0.618	399.80
HIGH	395.25
0.618	392.44
0.500	391.57
0.382	390.70
LOW	387.89
0.618	383.33
1.000	380.52
1.618	375.97
2.618	368.60
4.250	356.58

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	391.57	399.19
PP	390.92	396.00
S1	390.28	392.82

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

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