SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	454.65	454.08	-0.57	-0.1%	450.53
High	455.49	456.27	0.78	0.2%	456.38
Low	454.08	453.50	-0.58	-0.1%	450.52
Close	454.48	454.93	0.45	0.1%	455.30
Range	1.41	2.77	1.36	96.4%	5.86
ATR	4.07	3.98	-0.09	-2.3%	0.00
Volume	50,505,900	62,115,000	11,609,100	23.0%	208,484,000

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	463.21	461.84	456.45
R3	460.44	459.07	455.69
R2	457.67	457.67	455.44
R1	456.30	456.30	455.18	456.99
PP	454.90	454.90	454.90	455.24
S1	453.53	453.53	454.68	454.22
S2	452.13	452.13	454.42
S3	449.36	450.76	454.17
S4	446.59	447.99	453.41

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	451.96	4.42	1.0%	1.92	0.4%	67%	False	False	50,209,860
10	456.38	446.09	10.29	2.3%	2.53	0.6%	86%	False	False	64,546,890
20	456.38	414.21	42.17	9.3%	3.30	0.7%	97%	False	False	71,855,540
40	456.38	409.21	47.17	10.4%	4.46	1.0%	97%	False	False	81,824,957
60	456.38	409.21	47.17	10.4%	4.27	0.9%	97%	False	False	81,454,046
80	456.38	409.21	47.17	10.4%	4.37	1.0%	97%	False	False	79,843,966
100	459.44	409.21	50.23	11.0%	4.20	0.9%	91%	False	False	78,182,711
120	459.44	409.21	50.23	11.0%	4.09	0.9%	91%	False	False	78,592,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.71
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	468.04
2.618	463.52
1.618	460.75
1.000	459.04
0.618	457.98
HIGH	456.27
0.618	455.21
0.500	454.89
0.382	454.56
LOW	453.50
0.618	451.79
1.000	450.73
1.618	449.02
2.618	446.25
4.250	441.73

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	454.92	454.92
PP	454.90	454.90
S1	454.89	454.89

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

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