SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Dec-2023

Day Change Summary
	Previous	Current
	20-Dec-2023	21-Dec-2023	Change	Change %	Previous Week
Open	473.96	471.33	-2.63	-0.6%	459.69
High	475.90	472.98	-2.92	-0.6%	473.73
Low	467.82	468.84	1.02	0.2%	459.47
Close	468.26	472.70	4.44	0.9%	469.33
Range	8.08	4.14	-3.94	-48.8%	14.26
ATR	4.30	4.33	0.03	0.7%	0.00
Volume	102,920,900	86,667,400	-16,253,500	-15.8%	487,187,300

Daily Pivots for day following 21-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	483.91	482.44	474.97
R3	479.78	478.31	473.84
R2	475.64	475.64	473.46
R1	474.17	474.17	473.08	474.91
PP	471.51	471.51	471.51	471.87
S1	470.04	470.04	472.32	470.77
S2	467.37	467.37	471.94
S3	463.24	465.90	471.56
S4	459.10	461.77	470.43

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%	4.21	0.9%	62%	False	False	91,455,780
10	475.90	457.21	18.69	4.0%	4.20	0.9%	83%	False	False	88,610,700
20	475.90	453.34	22.56	4.8%	3.68	0.8%	86%	False	False	76,944,570
40	475.90	409.21	66.69	14.1%	3.76	0.8%	95%	False	False	78,568,272
60	475.90	409.21	66.69	14.1%	4.38	0.9%	95%	False	False	82,678,328
80	475.90	409.21	66.69	14.1%	4.18	0.9%	95%	False	False	80,973,230
100	475.90	409.21	66.69	14.1%	4.33	0.9%	95%	False	False	80,425,323
120	475.90	409.21	66.69	14.1%	4.15	0.9%	95%	False	False	78,666,792

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.91
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	490.55
2.618	483.80
1.618	479.67
1.000	477.11
0.618	475.53
HIGH	472.98
0.618	471.40
0.500	470.91
0.382	470.42
LOW	468.84
0.618	466.28
1.000	464.71
1.618	462.15
2.618	458.01
4.250	451.27

Fisher Pivots for day following 21-Dec-2023
Pivot	1 day	3 day
R1	472.10	472.42
PP	471.51	472.14
S1	470.91	471.86

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

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