SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Dec-2023

Day Change Summary
	Previous	Current
	11-Dec-2023	12-Dec-2023	Change	Change %	Previous Week
Open	459.69	461.63	1.94	0.4%	455.60
High	462.17	464.20	2.03	0.4%	460.75
Low	459.47	460.60	1.13	0.2%	454.31
Close	461.99	464.10	2.11	0.5%	460.20
Range	2.70	3.60	0.90	33.3%	6.44
ATR	3.88	3.86	-0.02	-0.5%	0.00
Volume	65,002,200	68,327,600	3,325,400	5.1%	361,538,600

Daily Pivots for day following 12-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	473.77	472.53	466.08
R3	470.17	468.93	465.09
R2	466.57	466.57	464.76
R1	465.33	465.33	464.43	465.95
PP	462.97	462.97	462.97	463.28
S1	461.73	461.73	463.77	462.35
S2	459.37	459.37	463.44
S3	455.77	458.13	463.11
S4	452.17	454.53	462.12

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	477.72	475.40	463.74
R3	471.29	468.96	461.97
R2	464.85	464.85	461.38
R1	462.53	462.53	460.79	463.69
PP	458.42	458.42	458.42	459.00
S1	456.09	456.09	459.61	457.26
S2	451.98	451.98	459.02
S3	445.55	449.66	458.43
S4	439.11	443.22	456.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	464.20	454.31	9.89	2.1%	3.40	0.7%	99%	True	False	70,528,840
10	464.20	453.34	10.86	2.3%	3.65	0.8%	99%	True	False	72,695,040
20	464.20	446.09	18.11	3.9%	3.09	0.7%	99%	True	False	68,620,965
40	464.20	409.21	54.99	11.8%	3.95	0.9%	100%	True	False	78,802,440
60	464.20	409.21	54.99	11.8%	4.37	0.9%	100%	True	False	81,947,803
80	464.20	409.21	54.99	11.8%	4.25	0.9%	100%	True	False	79,325,222
100	464.20	409.21	54.99	11.8%	4.27	0.9%	100%	True	False	78,429,654
120	464.20	409.21	54.99	11.8%	4.06	0.9%	100%	True	False	77,411,829

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	479.50
2.618	473.62
1.618	470.02
1.000	467.80
0.618	466.42
HIGH	464.20
0.618	462.82
0.500	462.40
0.382	461.98
LOW	460.60
0.618	458.38
1.000	457.00
1.618	454.78
2.618	451.18
4.250	445.30

Fisher Pivots for day following 12-Dec-2023
Pivot	1 day	3 day
R1	463.53	462.97
PP	462.97	461.84
S1	462.40	460.71

Download as Excel Spreadsheet

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

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