SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Dec-2022

Day Change Summary
	Previous	Current
	20-Dec-2022	21-Dec-2022	Change	Change %	Previous Week
Open	379.23	383.25	4.02	1.1%	394.11
High	382.23	387.41	5.18	1.4%	410.49
Low	377.85	382.69	4.84	1.3%	381.04
Close	380.54	386.23	5.69	1.5%	383.27
Range	4.38	4.72	0.34	7.8%	29.45
ATR	7.03	7.02	-0.01	-0.2%	0.00
Volume	74,427,200	78,167,300	3,740,100	5.0%	544,863,300

Daily Pivots for day following 21-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	399.60	397.64	388.83
R3	394.88	392.92	387.53
R2	390.16	390.16	387.10
R1	388.20	388.20	386.66	389.18
PP	385.44	385.44	385.44	385.94
S1	383.48	383.48	385.80	384.46
S2	380.72	380.72	385.36
S3	376.00	378.76	384.93
S4	371.28	374.04	383.63

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	395.25	377.85	17.40	4.5%	5.51	1.4%	48%	False	False	94,007,260
10	410.49	377.85	32.64	8.5%	6.22	1.6%	26%	False	False	91,952,150
20	410.49	377.85	32.64	8.5%	6.04	1.6%	26%	False	False	83,307,870
40	410.49	368.79	41.70	10.8%	6.25	1.6%	42%	False	False	85,788,952
60	410.49	348.11	62.38	16.2%	7.19	1.9%	61%	False	False	90,846,041
80	411.73	348.11	63.62	16.5%	7.16	1.9%	60%	False	False	90,423,582
100	431.73	348.11	83.62	21.7%	6.74	1.7%	46%	False	False	84,457,405
120	431.73	348.11	83.62	21.7%	6.69	1.7%	46%	False	False	82,322,045

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	1.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	407.47
2.618	399.77
1.618	395.05
1.000	392.13
0.618	390.33
HIGH	387.41
0.618	385.61
0.500	385.05
0.382	384.49
LOW	382.69
0.618	379.77
1.000	377.97
1.618	375.05
2.618	370.33
4.250	362.63

Fisher Pivots for day following 21-Dec-2022
Pivot	1 day	3 day
R1	385.84	385.03
PP	385.44	383.83
S1	385.05	382.63

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols