SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Dec-2020

Day Change Summary
	Previous	Current
	21-Dec-2020	22-Dec-2020	Change	Change %	Previous Week
Open	364.97	368.21	3.24	0.9%	368.64
High	378.46	368.33	-10.13	-2.7%	372.46
Low	362.03	366.03	4.00	1.1%	364.47
Close	367.86	367.24	-0.62	-0.2%	369.18
Range	16.43	2.30	-14.13	-86.0%	7.99
ATR	5.09	4.89	-0.20	-3.9%	0.00
Volume	96,386,704	48,388,400	-47,998,304	-49.8%	392,369,400

Daily Pivots for day following 22-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	374.11	372.97	368.51
R3	371.80	370.67	367.87
R2	369.50	369.50	367.66
R1	368.37	368.37	367.45	367.79
PP	367.20	367.20	367.20	366.91
S1	366.07	366.07	367.03	365.48
S2	364.90	364.90	366.82
S3	362.60	363.77	366.61
S4	360.30	361.47	365.97

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	392.67	388.92	373.57
R3	384.68	380.93	371.38
R2	376.69	376.69	370.64
R1	372.94	372.94	369.91	374.82
PP	368.70	368.70	368.70	369.64
S1	364.95	364.95	368.45	366.83
S2	360.71	360.71	367.72
S3	352.72	356.96	366.98
S4	344.73	348.97	364.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	378.46	362.03	16.43	4.5%	5.31	1.4%	32%	False	False	80,771,461
10	378.46	362.03	16.43	4.5%	4.76	1.3%	32%	False	False	72,667,670
20	378.46	359.17	19.29	5.3%	3.76	1.0%	42%	False	False	63,613,835
40	378.46	322.60	55.86	15.2%	4.58	1.2%	80%	False	False	74,803,894
60	378.46	322.60	55.86	15.2%	4.60	1.3%	80%	False	False	72,884,018
80	378.46	319.80	58.66	16.0%	5.11	1.4%	81%	False	False	76,233,413
100	378.46	319.80	58.66	16.0%	4.66	1.3%	81%	False	False	70,783,566
120	378.46	310.68	67.78	18.5%	4.59	1.2%	83%	False	False	70,351,589

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.01
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	378.11
2.618	374.36
1.618	372.06
1.000	370.63
0.618	369.75
HIGH	368.33
0.618	367.45
0.500	367.18
0.382	366.91
LOW	366.03
0.618	364.61
1.000	363.73
1.618	362.31
2.618	360.00
4.250	356.25

Fisher Pivots for day following 22-Dec-2020
Pivot	1 day	3 day
R1	367.22	370.25
PP	367.20	369.24
S1	367.18	368.24

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

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