SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	475.44	476.88	1.44	0.3%	470.98
High	476.66	477.55	0.89	0.2%	475.90
Low	474.89	476.26	1.37	0.3%	467.82
Close	476.51	476.69	0.18	0.0%	473.65
Range	1.77	1.29	-0.48	-27.1%	8.08
ATR	4.01	3.82	-0.19	-4.8%	0.00
Volume	68,000,300	77,158,100	9,157,800	13.5%	382,885,700

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	480.70	479.99	477.40
R3	479.41	478.70	477.04
R2	478.12	478.12	476.93
R1	477.41	477.41	476.81	477.12
PP	476.83	476.83	476.83	476.69
S1	476.12	476.12	476.57	475.83
S2	475.54	475.54	476.45
S3	474.25	474.83	476.34
S4	472.96	473.54	475.98

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	477.55	468.84	8.71	1.8%	2.69	0.6%	90%	True	False	70,874,620
10	477.55	467.43	10.12	2.1%	3.49	0.7%	92%	True	False	84,401,060
20	477.55	453.34	24.21	5.1%	3.69	0.8%	96%	True	False	80,054,650
40	477.55	418.65	58.90	12.4%	3.49	0.7%	99%	True	False	75,542,115
60	477.55	409.21	68.34	14.3%	4.16	0.9%	99%	True	False	80,557,943
80	477.55	409.21	68.34	14.3%	4.15	0.9%	99%	True	False	81,203,943
100	477.55	409.21	68.34	14.3%	4.25	0.9%	99%	True	False	79,933,988
120	477.55	409.21	68.34	14.3%	4.13	0.9%	99%	True	False	78,500,554

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.00
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	483.03
2.618	480.93
1.618	479.64
1.000	478.84
0.618	478.35
HIGH	477.55
0.618	477.06
0.500	476.91
0.382	476.75
LOW	476.26
0.618	475.46
1.000	474.97
1.618	474.17
2.618	472.88
4.250	470.78

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	476.91	476.38
PP	476.83	476.08
S1	476.76	475.77

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

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