SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	476.88	476.49	-0.39	-0.1%	474.07
High	477.55	477.03	-0.52	-0.1%	477.55
Low	476.26	473.30	-2.96	-0.6%	473.30
Close	476.69	475.31	-1.38	-0.3%	475.31
Range	1.29	3.73	2.44	189.1%	4.25
ATR	3.82	3.81	-0.01	-0.2%	0.00
Volume	77,158,100	122,283,100	45,125,000	58.5%	322,828,400

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	486.40	484.59	477.36
R3	482.67	480.86	476.34
R2	478.94	478.94	475.99
R1	477.13	477.13	475.65	476.17
PP	475.21	475.21	475.21	474.74
S1	473.40	473.40	474.97	472.44
S2	471.48	471.48	474.63
S3	467.75	469.67	474.28
S4	464.02	465.94	473.26

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	488.14	485.97	477.65
R3	483.89	481.72	476.48
R2	479.64	479.64	476.09
R1	477.47	477.47	475.70	478.56
PP	475.39	475.39	475.39	475.93
S1	473.22	473.22	474.92	474.31
S2	471.14	471.14	474.53
S3	466.89	468.97	474.14
S4	462.64	464.72	472.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	477.55	471.70	5.85	1.2%	2.61	0.5%	62%	False	False	77,997,760
10	477.55	467.43	10.12	2.1%	3.41	0.7%	78%	False	False	84,726,770
20	477.55	454.31	23.24	4.9%	3.71	0.8%	90%	False	False	82,181,170
40	477.55	426.56	50.99	10.7%	3.46	0.7%	96%	False	False	76,147,490
60	477.55	409.21	68.34	14.4%	4.14	0.9%	97%	False	False	81,138,446
80	477.55	409.21	68.34	14.4%	4.14	0.9%	97%	False	False	81,848,001
100	477.55	409.21	68.34	14.4%	4.23	0.9%	97%	False	False	80,443,206
120	477.55	409.21	68.34	14.4%	4.13	0.9%	97%	False	False	78,982,382

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.93
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	492.88
2.618	486.80
1.618	483.07
1.000	480.76
0.618	479.34
HIGH	477.03
0.618	475.61
0.500	475.17
0.382	474.72
LOW	473.30
0.618	470.99
1.000	469.57
1.618	467.26
2.618	463.53
4.250	457.45

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	475.26	475.43
PP	475.21	475.39
S1	475.17	475.35

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

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