SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	457.15	455.48	-1.67	-0.4%	450.53
High	458.32	456.76	-1.56	-0.3%	456.38
Low	454.20	453.34	-0.86	-0.2%	450.52
Close	454.61	456.40	1.79	0.4%	455.30
Range	4.12	3.42	-0.70	-17.0%	5.86
ATR	3.99	3.95	-0.04	-1.0%	0.00
Volume	63,145,900	79,752,700	16,606,800	26.3%	208,484,000

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	465.76	464.50	458.28
R3	462.34	461.08	457.34
R2	458.92	458.92	457.03
R1	457.66	457.66	456.71	458.29
PP	455.50	455.50	455.50	455.82
S1	454.24	454.24	456.09	454.87
S2	452.08	452.08	455.77
S3	448.66	450.82	455.46
S4	445.24	447.40	454.52

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	458.32	453.34	4.98	1.1%	2.50	0.5%	61%	False	True	57,051,360
10	458.32	448.12	10.20	2.2%	2.63	0.6%	81%	False	False	61,386,310
20	458.32	426.56	31.76	7.0%	3.22	0.7%	94%	False	False	70,113,810
40	458.32	409.21	49.11	10.8%	4.35	1.0%	96%	False	False	80,617,085
60	458.32	409.21	49.11	10.8%	4.29	0.9%	96%	False	False	81,736,945
80	458.32	409.21	49.11	10.8%	4.36	1.0%	96%	False	False	80,008,715
100	459.44	409.21	50.23	11.0%	4.22	0.9%	94%	False	False	78,342,625
120	459.44	409.21	50.23	11.0%	4.10	0.9%	94%	False	False	78,553,205

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

Fibonacci Retracements and Extensions
4.250	471.30
2.618	465.71
1.618	462.29
1.000	460.18
0.618	458.87
HIGH	456.76
0.618	455.45
0.500	455.05
0.382	454.65
LOW	453.34
0.618	451.23
1.000	449.92
1.618	447.81
2.618	444.39
4.250	438.81

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	455.95	456.21
PP	455.50	456.02
S1	455.05	455.83

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

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