SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2022

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	379.65	382.79	3.14	0.8%	383.47
High	383.06	383.15	0.09	0.0%	387.41
Low	378.03	379.65	1.62	0.4%	374.77
Close	382.91	381.40	-1.51	-0.4%	382.91
Range	5.03	3.50	-1.53	-30.4%	12.64
ATR	7.17	6.91	-0.26	-3.7%	0.00
Volume	59,857,300	51,638,100	-8,219,200	-13.7%	392,450,700

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	391.90	390.15	383.33
R3	388.40	386.65	382.36
R2	384.90	384.90	382.04
R1	383.15	383.15	381.72	382.28
PP	381.40	381.40	381.40	380.96
S1	379.65	379.65	381.08	378.78
S2	377.90	377.90	380.76
S3	374.40	376.15	380.44
S4	370.90	372.65	379.48

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	419.62	413.90	389.86
R3	406.98	401.26	386.39
R2	394.34	394.34	385.23
R1	388.62	388.62	384.07	385.16
PP	381.70	381.70	381.70	379.97
S1	375.98	375.98	381.75	372.52
S2	369.06	369.06	380.59
S3	356.42	363.34	379.43
S4	343.78	350.70	375.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	387.41	374.77	12.64	3.3%	5.81	1.5%	52%	False	False	72,842,140
10	410.49	374.77	35.72	9.4%	6.81	1.8%	19%	False	False	91,354,630
20	410.49	374.77	35.72	9.4%	6.51	1.7%	19%	False	False	85,547,245
40	410.49	368.79	41.70	10.9%	6.20	1.6%	30%	False	False	83,920,335
60	410.49	348.11	62.38	16.4%	7.09	1.9%	53%	False	False	88,081,883
80	411.73	348.11	63.62	16.7%	7.14	1.9%	52%	False	False	90,063,510
100	431.73	348.11	83.62	21.9%	6.79	1.8%	40%	False	False	84,804,443
120	431.73	348.11	83.62	21.9%	6.68	1.8%	40%	False	False	82,282,264

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	1.39
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	398.03
2.618	392.31
1.618	388.81
1.000	386.65
0.618	385.31
HIGH	383.15
0.618	381.81
0.500	381.40
0.382	380.99
LOW	379.65
0.618	377.49
1.000	376.15
1.618	373.99
2.618	370.49
4.250	364.78

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	381.40	381.10
PP	381.40	380.79
S1	381.40	380.49

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

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