SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	474.07	475.44	1.37	0.3%	470.98
High	476.58	476.66	0.08	0.0%	475.90
Low	473.99	474.89	0.90	0.2%	467.82
Close	475.65	476.51	0.86	0.2%	473.65
Range	2.59	1.77	-0.82	-31.7%	8.08
ATR	4.19	4.01	-0.17	-4.1%	0.00
Volume	55,386,900	68,000,300	12,613,400	22.8%	382,885,700

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	481.33	480.69	477.48
R3	479.56	478.92	477.00
R2	477.79	477.79	476.83
R1	477.15	477.15	476.67	477.47
PP	476.02	476.02	476.02	476.18
S1	475.38	475.38	476.35	475.70
S2	474.25	474.25	476.19
S3	472.48	473.61	476.02
S4	470.71	471.84	475.54

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	476.66	467.82	8.84	1.9%	4.05	0.8%	98%	True	False	76,027,180
10	476.66	464.12	12.54	2.6%	4.02	0.8%	99%	True	False	86,013,040
20	476.66	453.34	23.32	4.9%	3.84	0.8%	99%	True	False	79,354,040
40	476.66	414.21	62.45	13.1%	3.57	0.7%	100%	True	False	75,604,790
60	476.66	409.21	67.45	14.2%	4.25	0.9%	100%	True	False	81,001,318
80	476.66	409.21	67.45	14.2%	4.16	0.9%	100%	True	False	80,929,045
100	476.66	409.21	67.45	14.2%	4.26	0.9%	100%	True	False	79,745,981
120	476.66	409.21	67.45	14.2%	4.14	0.9%	100%	True	False	78,377,932

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.97
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	484.18
2.618	481.29
1.618	479.52
1.000	478.43
0.618	477.75
HIGH	476.66
0.618	475.98
0.500	475.78
0.382	475.57
LOW	474.89
0.618	473.80
1.000	473.12
1.618	472.03
2.618	470.26
4.250	467.37

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	476.27	475.73
PP	476.02	474.96
S1	475.78	474.18

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

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