SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Dec-2022

Day Change Summary
	Previous	Current
	27-Dec-2022	28-Dec-2022	Change	Change %	Previous Week
Open	382.79	381.33	-1.46	-0.4%	383.47
High	383.15	383.39	0.24	0.1%	387.41
Low	379.65	376.42	-3.23	-0.9%	374.77
Close	381.40	376.66	-4.74	-1.2%	382.91
Range	3.50	6.97	3.47	99.1%	12.64
ATR	6.91	6.92	0.00	0.1%	0.00
Volume	51,638,100	70,911,500	19,273,400	37.3%	392,450,700

Daily Pivots for day following 28-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	399.73	395.17	380.49
R3	392.76	388.20	378.58
R2	385.79	385.79	377.94
R1	381.23	381.23	377.30	380.03
PP	378.82	378.82	378.82	378.22
S1	374.26	374.26	376.02	373.06
S2	371.85	371.85	375.38
S3	364.88	367.29	374.74
S4	357.91	360.32	372.83

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	3.4%	6.33	1.7%	15%	False	False	72,139,000
10	405.50	374.77	30.73	8.2%	6.37	1.7%	6%	False	False	86,067,530
20	410.49	374.77	35.72	9.5%	6.66	1.8%	5%	False	False	86,477,320
40	410.49	368.79	41.70	11.1%	6.30	1.7%	19%	False	False	83,277,342
60	410.49	348.11	62.38	16.6%	7.05	1.9%	46%	False	False	87,767,801
80	411.73	348.11	63.62	16.9%	7.09	1.9%	45%	False	False	89,704,502
100	431.73	348.11	83.62	22.2%	6.82	1.8%	34%	False	False	84,945,409
120	431.73	348.11	83.62	22.2%	6.69	1.8%	34%	False	False	82,269,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.57
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	413.01
2.618	401.64
1.618	394.67
1.000	390.36
0.618	387.70
HIGH	383.39
0.618	380.73
0.500	379.91
0.382	379.08
LOW	376.42
0.618	372.11
1.000	369.45
1.618	365.14
2.618	358.17
4.250	346.80

Fisher Pivots for day following 28-Dec-2022
Pivot	1 day	3 day
R1	379.91	379.91
PP	378.82	378.82
S1	377.74	377.74

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

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