SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	455.77	455.60	-0.17	0.0%	454.65
High	459.65	459.12	-0.53	-0.1%	459.65
Low	455.16	454.34	-0.82	-0.2%	453.34
Close	459.10	456.69	-2.41	-0.5%	459.10
Range	4.49	4.78	0.29	6.5%	6.31
ATR	3.99	4.05	0.06	1.4%	0.00
Volume	89,183,400	72,430,800	-16,752,600	-18.8%	344,702,900

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	471.06	468.65	459.32
R3	466.28	463.87	458.00
R2	461.50	461.50	457.57
R1	459.09	459.09	457.13	460.30
PP	456.72	456.72	456.72	457.32
S1	454.31	454.31	456.25	455.52
S2	451.94	451.94	455.81
S3	447.16	449.53	455.38
S4	442.38	444.75	454.06

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	476.29	474.01	462.57
R3	469.98	467.70	460.84
R2	463.67	463.67	460.26
R1	461.39	461.39	459.68	462.53
PP	457.36	457.36	457.36	457.94
S1	455.08	455.08	458.52	456.22
S2	451.05	451.05	457.94
S3	444.74	448.77	457.36
S4	438.43	442.46	455.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	459.65	453.34	6.31	1.4%	3.92	0.9%	53%	False	False	73,325,560
10	459.65	450.52	9.13	2.0%	3.10	0.7%	68%	False	False	62,561,770
20	459.65	433.40	26.25	5.7%	3.30	0.7%	89%	False	False	68,439,190
40	459.65	409.21	50.44	11.0%	4.21	0.9%	94%	False	False	80,072,040
60	459.65	409.21	50.44	11.0%	4.35	1.0%	94%	False	False	82,223,451
80	459.65	409.21	50.44	11.0%	4.34	0.9%	94%	False	False	79,881,455
100	459.65	409.21	50.44	11.0%	4.26	0.9%	94%	False	False	78,315,270
120	459.65	409.21	50.44	11.0%	4.12	0.9%	94%	False	False	78,465,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.79
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	479.44
2.618	471.64
1.618	466.86
1.000	463.90
0.618	462.08
HIGH	459.12
0.618	457.29
0.500	456.73
0.382	456.17
LOW	454.34
0.618	451.39
1.000	449.56
1.618	446.60
2.618	441.82
4.250	434.02

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	456.73	456.63
PP	456.72	456.56
S1	456.70	456.50

Download as Excel Spreadsheet

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

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