SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	435.98	439.23	3.25	0.7%	435.47
High	440.93	441.33	0.40	0.1%	440.93
Low	433.83	438.42	4.59	1.1%	433.40
Close	440.61	440.19	-0.42	-0.1%	440.61
Range	7.10	2.91	-4.19	-59.0%	7.53
ATR	5.31	5.13	-0.17	-3.2%	0.00
Volume	89,558,000	52,236,000	-37,322,000	-41.7%	366,566,100

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	448.71	447.36	441.79
R3	445.80	444.45	440.99
R2	442.89	442.89	440.72
R1	441.54	441.54	440.46	442.22
PP	439.98	439.98	439.98	440.32
S1	438.63	438.63	439.92	439.31
S2	437.07	437.07	439.66
S3	434.16	435.72	439.39
S4	431.25	432.81	438.59

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	460.90	458.29	444.75
R3	453.37	450.76	442.68
R2	445.84	445.84	441.99
R1	443.23	443.23	441.30	444.54
PP	438.31	438.31	438.31	438.97
S1	435.70	435.70	439.92	437.01
S2	430.78	430.78	439.23
S3	423.25	428.17	438.54
S4	415.72	420.64	436.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	441.33	433.40	7.93	1.8%	4.27	1.0%	86%	True	False	70,194,100
10	441.33	414.21	27.12	6.2%	4.06	0.9%	96%	True	False	79,164,190
20	441.33	409.21	32.12	7.3%	4.81	1.1%	96%	True	False	88,983,915
40	444.44	409.21	35.23	8.0%	5.01	1.1%	88%	False	False	88,611,222
60	453.67	409.21	44.46	10.1%	4.64	1.1%	70%	False	False	82,893,308
80	459.44	409.21	50.23	11.4%	4.56	1.0%	62%	False	False	80,881,826
100	459.44	409.21	50.23	11.4%	4.25	1.0%	62%	False	False	79,170,002
120	459.44	409.21	50.23	11.4%	4.21	1.0%	62%	False	False	80,314,969

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.81
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	453.70
2.618	448.95
1.618	446.04
1.000	444.24
0.618	443.13
HIGH	441.33
0.618	440.22
0.500	439.88
0.382	439.53
LOW	438.42
0.618	436.62
1.000	435.51
1.618	433.71
2.618	430.80
4.250	426.05

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	440.09	439.25
PP	439.98	438.31
S1	439.88	437.37

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

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