SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2023

Day Change Summary
	Previous	Current
	05-Dec-2023	06-Dec-2023	Change	Change %	Previous Week
Open	455.26	458.81	3.55	0.8%	454.65
High	457.59	458.84	1.25	0.3%	459.65
Low	454.87	454.31	-0.56	-0.1%	453.34
Close	456.60	454.76	-1.84	-0.4%	459.10
Range	2.72	4.53	1.81	66.5%	6.31
ATR	3.95	3.99	0.04	1.0%	0.00
Volume	69,793,400	69,124,600	-668,800	-1.0%	344,702,900

Daily Pivots for day following 06-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	469.56	466.69	457.25
R3	465.03	462.16	456.01
R2	460.50	460.50	455.59
R1	457.63	457.63	455.18	456.80
PP	455.97	455.97	455.97	455.56
S1	453.10	453.10	454.34	452.27
S2	451.44	451.44	453.93
S3	446.91	448.57	453.51
S4	442.38	444.04	452.27

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%	3.99	0.9%	23%	False	False	76,056,980
10	459.65	453.34	6.31	1.4%	3.15	0.7%	23%	False	False	64,523,550
20	459.65	433.40	26.25	5.8%	3.38	0.7%	81%	False	False	68,780,705
40	459.65	409.21	50.44	11.1%	4.13	0.9%	90%	False	False	79,570,452
60	459.65	409.21	50.44	11.1%	4.38	1.0%	90%	False	False	82,409,660
80	459.65	409.21	50.44	11.1%	4.34	1.0%	90%	False	False	80,160,951
100	459.65	409.21	50.44	11.1%	4.27	0.9%	90%	False	False	78,479,490
120	459.65	409.21	50.44	11.1%	4.07	0.9%	90%	False	False	77,865,377

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

Fibonacci Retracements and Extensions
4.250	478.09
2.618	470.70
1.618	466.17
1.000	463.37
0.618	461.64
HIGH	458.84
0.618	457.11
0.500	456.58
0.382	456.04
LOW	454.31
0.618	451.51
1.000	449.78
1.618	446.98
2.618	442.45
4.250	435.06

Fisher Pivots for day following 06-Dec-2023
Pivot	1 day	3 day
R1	456.58	456.72
PP	455.97	456.06
S1	455.37	455.41

Download as Excel Spreadsheet

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

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