SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	455.07	454.65	-0.42	-0.1%	450.53
High	455.50	455.49	-0.01	0.0%	456.38
Low	454.73	454.08	-0.65	-0.1%	450.52
Close	455.30	454.48	-0.82	-0.2%	455.30
Range	0.77	1.41	0.64	83.1%	5.86
ATR	4.28	4.07	-0.20	-4.8%	0.00
Volume	29,737,300	50,505,900	20,768,600	69.8%	208,484,000

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.91	458.11	455.26
R3	457.50	456.70	454.87
R2	456.09	456.09	454.74
R1	455.29	455.29	454.61	454.99
PP	454.68	454.68	454.68	454.53
S1	453.88	453.88	454.35	453.57
S2	453.27	453.27	454.22
S3	451.86	452.47	454.09
S4	450.45	451.06	453.70

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	450.52	5.86	1.3%	2.29	0.5%	68%	False	False	51,797,980
10	456.38	438.42	17.96	4.0%	2.55	0.6%	89%	False	False	63,558,990
20	456.38	412.22	44.16	9.7%	3.38	0.7%	96%	False	False	73,077,920
40	456.38	409.21	47.17	10.4%	4.50	1.0%	96%	False	False	82,367,047
60	456.38	409.21	47.17	10.4%	4.29	0.9%	96%	False	False	81,401,196
80	456.38	409.21	47.17	10.4%	4.42	1.0%	96%	False	False	80,319,140
100	459.44	409.21	50.23	11.1%	4.22	0.9%	90%	False	False	78,422,902
120	459.44	409.21	50.23	11.1%	4.10	0.9%	90%	False	False	78,786,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	461.48
2.618	459.18
1.618	457.77
1.000	456.90
0.618	456.36
HIGH	455.49
0.618	454.95
0.500	454.79
0.382	454.62
LOW	454.08
0.618	453.21
1.000	452.67
1.618	451.80
2.618	450.39
4.250	448.09

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	454.79	455.13
PP	454.68	454.92
S1	454.58	454.70

Download as Excel Spreadsheet

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

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