SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2023

Day Change Summary
	Previous	Current
	19-Dec-2023	20-Dec-2023	Change	Change %	Previous Week
Open	472.53	473.96	1.43	0.3%	459.69
High	474.92	475.90	0.98	0.2%	473.73
Low	472.45	467.82	-4.63	-1.0%	459.47
Close	474.84	468.26	-6.58	-1.4%	469.33
Range	2.47	8.08	5.61	226.9%	14.26
ATR	4.01	4.30	0.29	7.2%	0.00
Volume	55,761,800	102,920,900	47,159,100	84.6%	487,187,300

Daily Pivots for day following 20-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	494.88	489.65	472.70
R3	486.81	481.57	470.48
R2	478.73	478.73	469.74
R1	473.50	473.50	469.00	472.08
PP	470.66	470.66	470.66	469.95
S1	465.42	465.42	467.52	464.00
S2	462.58	462.58	466.78
S3	454.51	457.35	466.04
S4	446.43	449.27	463.82

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	475.90	467.43	8.47	1.8%	4.28	0.9%	10%	True	False	97,927,500
10	475.90	456.29	19.61	4.2%	4.05	0.9%	61%	True	False	86,643,500
20	475.90	453.34	22.56	4.8%	3.60	0.8%	66%	True	False	75,583,525
40	475.90	409.21	66.69	14.2%	3.77	0.8%	89%	True	False	78,757,165
60	475.90	409.21	66.69	14.2%	4.40	0.9%	89%	True	False	82,978,968
80	475.90	409.21	66.69	14.2%	4.22	0.9%	89%	True	False	80,928,411
100	475.90	409.21	66.69	14.2%	4.30	0.9%	89%	True	False	80,113,671
120	475.90	409.21	66.69	14.2%	4.13	0.9%	89%	True	False	78,217,841

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	510.21
2.618	497.04
1.618	488.96
1.000	483.97
0.618	480.89
HIGH	475.90
0.618	472.81
0.500	471.86
0.382	470.90
LOW	467.82
0.618	462.83
1.000	459.75
1.618	454.75
2.618	446.68
4.250	433.50

Fisher Pivots for day following 20-Dec-2023
Pivot	1 day	3 day
R1	471.86	471.86
PP	470.66	470.66
S1	469.46	469.46

Download as Excel Spreadsheet

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

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