SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	454.98	455.07	0.09	0.0%	450.53
High	456.38	455.50	-0.88	-0.2%	456.38
Low	453.89	454.73	0.84	0.2%	450.52
Close	455.02	455.30	0.28	0.1%	455.30
Range	2.49	0.77	-1.72	-69.1%	5.86
ATR	4.55	4.28	-0.27	-5.9%	0.00
Volume	59,446,500	29,737,300	-29,709,200	-50.0%	208,484,000

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	457.49	457.16	455.72
R3	456.72	456.39	455.51
R2	455.95	455.95	455.44
R1	455.62	455.62	455.37	455.79
PP	455.18	455.18	455.18	455.26
S1	454.85	454.85	455.23	455.02
S2	454.41	454.41	455.16
S3	453.64	454.08	455.09
S4	452.87	453.31	454.88

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	471.65	469.33	458.52
R3	465.79	463.47	456.91
R2	459.93	459.93	456.37
R1	457.61	457.61	455.84	458.77
PP	454.07	454.07	454.07	454.65
S1	451.75	451.75	454.76	452.91
S2	448.21	448.21	454.23
S3	442.35	445.89	453.69
S4	436.49	440.03	452.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	456.38	449.29	7.09	1.6%	2.43	0.5%	85%	False	False	58,335,580
10	456.38	433.83	22.55	5.0%	3.12	0.7%	95%	False	False	67,464,200
20	456.38	409.21	47.17	10.4%	3.58	0.8%	98%	False	False	75,921,005
40	456.38	409.21	47.17	10.4%	4.61	1.0%	98%	False	False	83,982,182
60	456.38	409.21	47.17	10.4%	4.31	0.9%	98%	False	False	81,660,840
80	456.38	409.21	47.17	10.4%	4.45	1.0%	98%	False	False	80,493,061
100	459.44	409.21	50.23	11.0%	4.23	0.9%	92%	False	False	78,724,426
120	459.44	409.21	50.23	11.0%	4.11	0.9%	92%	False	False	78,898,836

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.89
Narrowest range in 986 trading days

Fibonacci Retracements and Extensions
4.250	458.77
2.618	457.52
1.618	456.75
1.000	456.27
0.618	455.98
HIGH	455.50
0.618	455.21
0.500	455.12
0.382	455.02
LOW	454.73
0.618	454.25
1.000	453.96
1.618	453.48
2.618	452.71
4.250	451.46

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	455.24	454.92
PP	455.18	454.55
S1	455.12	454.17

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

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