SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	385.18	383.47	-1.71	-0.4%	394.11
High	386.58	383.82	-2.76	-0.7%	410.49
Low	381.04	378.28	-2.76	-0.7%	381.04
Close	383.27	380.02	-3.25	-0.8%	383.27
Range	5.54	5.54	0.01	0.1%	29.45
ATR	7.37	7.24	-0.13	-1.8%	0.00
Volume	119,857,900	79,878,100	-39,979,800	-33.4%	544,863,300

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	397.33	394.21	383.07
R3	391.79	388.67	381.54
R2	386.25	386.25	381.04
R1	383.13	383.13	380.53	381.92
PP	380.71	380.71	380.71	380.10
S1	377.59	377.59	379.51	376.38
S2	375.17	375.17	379.00
S3	369.63	372.05	378.50
S4	364.09	366.51	376.97

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	479.95	461.06	399.47
R3	450.50	431.61	391.37
R2	421.05	421.05	388.67
R1	402.16	402.16	385.97	396.88
PP	391.60	391.60	391.60	388.96
S1	372.71	372.71	380.57	367.43
S2	362.15	362.15	377.87
S3	332.70	343.26	375.17
S4	303.25	313.81	367.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	410.49	378.28	32.21	8.5%	7.81	2.1%	5%	False	True	109,867,120
10	410.49	378.28	32.21	8.5%	6.52	1.7%	5%	False	True	91,082,700
20	410.49	378.28	32.21	8.5%	5.99	1.6%	5%	False	True	81,261,750
40	410.49	368.79	41.70	11.0%	6.36	1.7%	27%	False	False	86,081,170
60	410.49	348.11	62.38	16.4%	7.32	1.9%	51%	False	False	91,650,720
80	419.96	348.11	71.85	18.9%	7.29	1.9%	44%	False	False	90,621,872
100	431.73	348.11	83.62	22.0%	6.76	1.8%	38%	False	False	84,501,470
120	431.73	348.11	83.62	22.0%	6.75	1.8%	38%	False	False	82,611,657

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	1.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	407.37
2.618	398.32
1.618	392.78
1.000	389.36
0.618	387.24
HIGH	383.82
0.618	381.70
0.500	381.05
0.382	380.40
LOW	378.28
0.618	374.86
1.000	372.74
1.618	369.32
2.618	363.78
4.250	354.74

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	381.05	386.77
PP	380.71	384.52
S1	380.36	382.27

Download as Excel Spreadsheet

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

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