SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	26-Dec-2023	Change	Change %	Previous Week
Open	473.86	474.07	0.21	0.0%	470.98
High	475.38	476.58	1.20	0.3%	475.90
Low	471.70	473.99	2.29	0.5%	467.82
Close	473.65	475.65	2.00	0.4%	473.65
Range	3.68	2.59	-1.09	-29.6%	8.08
ATR	4.28	4.19	-0.10	-2.3%	0.00
Volume	67,160,400	55,386,900	-11,773,500	-17.5%	382,885,700

Daily Pivots for day following 26-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	483.18	482.00	477.07
R3	480.59	479.41	476.36
R2	478.00	478.00	476.12
R1	476.82	476.82	475.89	477.41
PP	475.41	475.41	475.41	475.70
S1	474.23	474.23	475.41	474.82
S2	472.82	472.82	475.18
S3	470.23	471.64	474.94
S4	467.64	469.05	474.23

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	476.58	467.82	8.76	1.8%	4.19	0.9%	89%	True	False	73,579,480
10	476.58	460.60	15.98	3.4%	4.20	0.9%	94%	True	False	86,045,770
20	476.58	453.34	23.24	4.9%	3.89	0.8%	96%	True	False	79,059,775
40	476.58	412.22	64.36	13.5%	3.63	0.8%	99%	True	False	76,068,847
60	476.58	409.21	67.37	14.2%	4.29	0.9%	99%	True	False	81,264,623
80	476.58	409.21	67.37	14.2%	4.19	0.9%	99%	True	False	80,815,841
100	476.58	409.21	67.37	14.2%	4.31	0.9%	99%	True	False	80,067,267
120	476.58	409.21	67.37	14.2%	4.16	0.9%	99%	True	False	78,529,047

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	1.02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	487.59
2.618	483.36
1.618	480.77
1.000	479.17
0.618	478.18
HIGH	476.58
0.618	475.59
0.500	475.29
0.382	474.98
LOW	473.99
0.618	472.39
1.000	471.40
1.618	469.80
2.618	467.21
4.250	462.98

Fisher Pivots for day following 26-Dec-2023
Pivot	1 day	3 day
R1	475.53	474.67
PP	475.41	473.69
S1	475.29	472.71

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

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