SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Dec-2023

Day Change Summary
	Previous	Current
	21-Dec-2023	22-Dec-2023	Change	Change %	Previous Week
Open	471.33	473.86	2.53	0.5%	470.98
High	472.98	475.38	2.41	0.5%	475.90
Low	468.84	471.70	2.86	0.6%	467.82
Close	472.70	473.65	0.95	0.2%	473.65
Range	4.14	3.68	-0.46	-11.0%	8.08
ATR	4.33	4.28	-0.05	-1.1%	0.00
Volume	86,667,400	67,160,400	-19,507,000	-22.5%	382,885,700

Daily Pivots for day following 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	484.62	482.81	475.67
R3	480.94	479.13	474.66
R2	477.26	477.26	474.32
R1	475.45	475.45	473.99	474.52
PP	473.58	473.58	473.58	473.11
S1	471.77	471.77	473.31	470.84
S2	469.90	469.90	472.98
S3	466.22	468.09	472.64
S4	462.54	464.41	471.63

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	496.68	493.24	478.09
R3	488.61	485.17	475.87
R2	480.53	480.53	475.13
R1	477.09	477.09	474.39	478.81
PP	472.46	472.46	472.46	473.32
S1	469.02	469.02	472.91	470.74
S2	464.38	464.38	472.17
S3	456.31	460.94	471.43
S4	448.23	452.87	469.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	475.90	467.82	8.08	1.7%	4.29	0.9%	72%	False	False	76,577,140
10	475.90	459.47	16.43	3.5%	4.21	0.9%	86%	False	False	87,007,300
20	475.90	453.34	22.56	4.8%	3.83	0.8%	90%	False	False	78,815,725
40	475.90	409.21	66.69	14.1%	3.70	0.8%	97%	False	False	77,368,365
60	475.90	409.21	66.69	14.1%	4.35	0.9%	97%	False	False	82,260,030
80	475.90	409.21	66.69	14.1%	4.19	0.9%	97%	False	False	80,949,561
100	475.90	409.21	66.69	14.1%	4.32	0.9%	97%	False	False	80,157,594
120	475.90	409.21	66.69	14.1%	4.16	0.9%	97%	False	False	78,739,642

Crabel Price Patterns
NR	True
NR4	False
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	1.03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	491.02
2.618	485.01
1.618	481.33
1.000	479.06
0.618	477.65
HIGH	475.38
0.618	473.97
0.500	473.54
0.382	473.11
LOW	471.70
0.618	469.43
1.000	468.02
1.618	465.75
2.618	462.07
4.250	456.06

Fisher Pivots for day following 22-Dec-2023
Pivot	1 day	3 day
R1	473.61	473.05
PP	473.58	472.46
S1	473.54	471.86

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

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