SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	450.53	453.18	2.65	0.6%	439.23
High	455.13	454.13	-0.99	-0.2%	451.42
Low	450.52	451.96	1.44	0.3%	438.42
Close	454.26	453.27	-0.99	-0.2%	450.79
Range	4.61	2.17	-2.43	-52.9%	13.00
ATR	4.84	4.66	-0.18	-3.7%	0.00
Volume	70,055,600	49,244,600	-20,811,000	-29.7%	376,600,000

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	459.63	458.62	454.46
R3	457.46	456.45	453.87
R2	455.29	455.29	453.67
R1	454.28	454.28	453.47	454.79
PP	453.12	453.12	453.12	453.37
S1	452.11	452.11	453.07	452.61
S2	450.95	450.95	452.87
S3	448.78	449.94	452.67
S4	446.61	447.77	452.08

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	448.12	7.01	1.5%	2.79	0.6%	74%	False	False	69,297,460
10	455.13	433.40	21.73	4.8%	3.62	0.8%	91%	False	False	73,037,860
20	455.13	409.21	45.92	10.1%	3.95	0.9%	96%	False	False	81,930,805
40	455.13	409.21	45.92	10.1%	4.80	1.1%	96%	False	False	86,676,690
60	455.13	409.21	45.92	10.1%	4.42	1.0%	96%	False	False	82,710,040
80	457.25	409.21	48.04	10.6%	4.48	1.0%	92%	False	False	81,246,207
100	459.44	409.21	50.23	11.1%	4.23	0.9%	88%	False	False	78,744,705
120	459.44	409.21	50.23	11.1%	4.15	0.9%	88%	False	False	79,463,023

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	463.36
2.618	459.81
1.618	457.64
1.000	456.30
0.618	455.47
HIGH	454.13
0.618	453.30
0.500	453.05
0.382	452.79
LOW	451.96
0.618	450.62
1.000	449.79
1.618	448.45
2.618	446.28
4.250	442.73

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	453.20	452.92
PP	453.12	452.56
S1	453.05	452.21

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

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