SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	450.24	450.53	0.29	0.1%	439.23
High	451.42	455.13	3.71	0.8%	451.42
Low	449.29	450.52	1.23	0.3%	438.42
Close	450.79	454.26	3.47	0.8%	450.79
Range	2.13	4.61	2.48	116.2%	13.00
ATR	4.86	4.84	-0.02	-0.4%	0.00
Volume	83,193,900	70,055,600	-13,138,300	-15.8%	376,600,000

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	467.12	465.29	456.79
R3	462.51	460.69	455.53
R2	457.91	457.91	455.10
R1	456.08	456.08	454.68	457.00
PP	453.30	453.30	453.30	453.76
S1	451.48	451.48	453.84	452.39
S2	448.70	448.70	453.42
S3	444.09	446.87	452.99
S4	439.49	442.27	451.73

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	485.88	481.33	457.94
R3	472.88	468.33	454.37
R2	459.88	459.88	453.17
R1	455.33	455.33	451.98	457.61
PP	446.88	446.88	446.88	448.01
S1	442.33	442.33	449.60	444.61
S2	433.88	433.88	448.41
S3	420.88	429.33	447.22
S4	407.88	416.33	443.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	455.13	446.09	9.04	2.0%	3.15	0.7%	90%	True	False	78,883,920
10	455.13	433.40	21.73	4.8%	3.71	0.8%	96%	True	False	74,539,010
20	455.13	409.21	45.92	10.1%	4.05	0.9%	98%	True	False	83,396,785
40	455.13	409.21	45.92	10.1%	4.86	1.1%	98%	True	False	87,849,785
60	455.13	409.21	45.92	10.1%	4.44	1.0%	98%	True	False	82,915,885
80	458.16	409.21	48.95	10.8%	4.48	1.0%	92%	False	False	81,406,155
100	459.44	409.21	50.23	11.1%	4.24	0.9%	90%	False	False	79,301,899
120	459.44	409.21	50.23	11.1%	4.18	0.9%	90%	False	False	79,793,193

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	474.70
2.618	467.18
1.618	462.58
1.000	459.73
0.618	457.97
HIGH	455.13
0.618	453.37
0.500	452.82
0.382	452.28
LOW	450.52
0.618	447.67
1.000	445.92
1.618	443.07
2.618	438.46
4.250	430.95

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	453.78	453.38
PP	453.30	452.50
S1	452.82	451.62

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

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