SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2022

Day Change Summary
	Previous	Current
	19-Dec-2022	20-Dec-2022	Change	Change %	Previous Week
Open	383.47	379.23	-4.24	-1.1%	394.11
High	383.82	382.23	-1.59	-0.4%	410.49
Low	378.28	377.85	-0.43	-0.1%	381.04
Close	380.02	380.54	0.52	0.1%	383.27
Range	5.54	4.38	-1.16	-20.9%	29.45
ATR	7.24	7.03	-0.20	-2.8%	0.00
Volume	79,878,100	74,427,200	-5,450,900	-6.8%	544,863,300

Daily Pivots for day following 20-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	393.35	391.32	382.95
R3	388.97	386.94	381.74
R2	384.59	384.59	381.34
R1	382.56	382.56	380.94	383.58
PP	380.21	380.21	380.21	380.71
S1	378.18	378.18	380.14	379.20
S2	375.83	375.83	379.74
S3	371.45	373.80	379.34
S4	367.07	369.42	378.13

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	405.50	377.85	27.65	7.3%	6.40	1.7%	10%	False	True	99,996,060
10	410.49	377.85	32.64	8.6%	6.12	1.6%	8%	False	True	90,728,200
20	410.49	377.85	32.64	8.6%	6.05	1.6%	8%	False	True	82,420,955
40	410.49	368.79	41.70	11.0%	6.30	1.7%	28%	False	False	85,805,927
60	410.49	348.11	62.38	16.4%	7.27	1.9%	52%	False	False	91,348,153
80	411.73	348.11	63.62	16.7%	7.16	1.9%	51%	False	False	90,263,626
100	431.73	348.11	83.62	22.0%	6.74	1.8%	39%	False	False	84,375,706
120	431.73	348.11	83.62	22.0%	6.72	1.8%	39%	False	False	82,294,315

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.36
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	400.85
2.618	393.70
1.618	389.32
1.000	386.61
0.618	384.94
HIGH	382.23
0.618	380.56
0.500	380.04
0.382	379.52
LOW	377.85
0.618	375.14
1.000	373.47
1.618	370.76
2.618	366.38
4.250	359.24

Fisher Pivots for day following 20-Dec-2022
Pivot	1 day	3 day
R1	380.37	382.21
PP	380.21	381.66
S1	380.04	381.10

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

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