SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	450.11	449.22	-0.89	-0.2%	435.47
High	451.38	450.56	-0.82	-0.2%	440.93
Low	448.80	448.12	-0.68	-0.2%	433.40
Close	449.68	450.23	0.55	0.1%	440.61
Range	2.58	2.44	-0.14	-5.4%	7.53
ATR	5.27	5.07	-0.20	-3.8%	0.00
Volume	77,327,500	66,665,700	-10,661,800	-13.8%	366,566,100

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	456.96	456.03	451.57
R3	454.52	453.59	450.90
R2	452.08	452.08	450.68
R1	451.15	451.15	450.45	451.62
PP	449.64	449.64	449.64	449.87
S1	448.71	448.71	450.01	449.18
S2	447.20	447.20	449.78
S3	444.76	446.27	449.56
S4	442.32	443.83	448.89

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	451.38	433.83	17.55	3.9%	3.80	0.8%	93%	False	False	76,592,820
10	451.38	433.01	18.37	4.1%	3.61	0.8%	94%	False	False	76,013,990
20	451.38	409.21	42.17	9.4%	4.32	1.0%	97%	False	False	86,532,055
40	451.38	409.21	42.17	9.4%	4.89	1.1%	97%	False	False	88,311,150
60	453.67	409.21	44.46	9.9%	4.58	1.0%	92%	False	False	83,542,431
80	459.44	409.21	50.23	11.2%	4.56	1.0%	82%	False	False	81,643,111
100	459.44	409.21	50.23	11.2%	4.23	0.9%	82%	False	False	79,204,586
120	459.44	409.21	50.23	11.2%	4.18	0.9%	82%	False	False	80,041,344

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.81
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	460.93
2.618	456.95
1.618	454.51
1.000	453.00
0.618	452.07
HIGH	450.56
0.618	449.63
0.500	449.34
0.382	449.05
LOW	448.12
0.618	446.61
1.000	445.68
1.618	444.17
2.618	441.73
4.250	437.75

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	449.93	449.73
PP	449.64	449.23
S1	449.34	448.74

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

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