SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	472.50	469.49	-3.01	-0.6%	459.69
High	473.73	470.70	-3.03	-0.6%	473.73
Low	469.25	467.43	-1.82	-0.4%	459.47
Close	472.01	469.33	-2.68	-0.6%	469.33
Range	4.48	3.27	-1.21	-26.9%	14.26
ATR	4.09	4.12	0.04	0.9%	0.00
Volume	119,026,000	141,553,600	22,527,600	18.9%	487,187,300

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	478.97	477.43	471.13
R3	475.70	474.15	470.23
R2	472.43	472.43	469.93
R1	470.88	470.88	469.63	470.02
PP	469.15	469.15	469.15	468.72
S1	467.60	467.60	469.03	466.74
S2	465.88	465.88	468.73
S3	462.60	464.33	468.43
S4	459.33	461.06	467.53

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	510.29	504.07	477.17
R3	496.03	489.81	473.25
R2	481.77	481.77	471.94
R1	475.55	475.55	470.64	478.66
PP	467.51	467.51	467.51	469.07
S1	461.29	461.29	468.02	464.40
S2	453.25	453.25	466.72
S3	438.99	447.03	465.41
S4	424.73	432.77	461.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	473.73	459.47	14.26	3.0%	4.14	0.9%	69%	False	False	97,437,460
10	473.73	454.31	19.42	4.1%	3.89	0.8%	77%	False	False	84,872,590
20	473.73	449.29	24.44	5.2%	3.36	0.7%	82%	False	False	74,255,335
40	473.73	409.21	64.52	13.7%	3.84	0.8%	93%	False	False	80,393,695
60	473.73	409.21	64.52	13.7%	4.38	0.9%	93%	False	False	83,625,878
80	473.73	409.21	64.52	13.7%	4.27	0.9%	93%	False	False	81,220,657
100	473.73	409.21	64.52	13.7%	4.32	0.9%	93%	False	False	80,165,556
120	473.73	409.21	64.52	13.7%	4.09	0.9%	93%	False	False	78,379,710

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	484.61
2.618	479.27
1.618	476.00
1.000	473.97
0.618	472.72
HIGH	470.70
0.618	469.45
0.500	469.06
0.382	468.68
LOW	467.43
0.618	465.40
1.000	464.15
1.618	462.13
2.618	458.86
4.250	453.51

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	469.24	469.20
PP	469.15	469.06
S1	469.06	468.93

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

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