SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Dec-2019

Day Change Summary
	Previous	Current
	02-Dec-2019	03-Dec-2019	Change	Change %	Previous Week
Open	314.59	308.77	-5.82	-1.9%	311.98
High	314.66	309.64	-5.02	-1.6%	315.48
Low	311.17	307.13	-4.04	-1.3%	311.98
Close	311.64	309.55	-2.09	-0.7%	314.31
Range	3.49	2.51	-0.98	-28.1%	3.50
ATR	2.07	2.24	0.17	8.4%	0.00
Volume	76,110,000	75,172,704	-937,296	-1.2%	167,876,300

Daily Pivots for day following 03-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	316.30	315.44	310.93
R3	313.79	312.93	310.24
R2	311.28	311.28	310.01
R1	310.42	310.42	309.78	310.85
PP	308.77	308.77	308.77	308.99
S1	307.91	307.91	309.32	308.34
S2	306.26	306.26	309.09
S3	303.75	305.40	308.86
S4	301.24	302.89	308.17

Weekly Pivots for week ending 29-Nov-2019
	Classic	Woodie	Camarilla	DeMark
R4	324.42	322.87	316.24
R3	320.92	319.37	315.27
R2	317.42	317.42	314.95
R1	315.87	315.87	314.63	316.65
PP	313.92	313.92	313.92	314.31
S1	312.37	312.37	313.99	313.15
S2	310.42	310.42	313.67
S3	306.92	308.87	313.35
S4	303.42	305.37	312.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	315.48	307.13	8.35	2.7%	1.88	0.6%	29%	False	True	54,079,280
10	315.48	307.13	8.35	2.7%	1.81	0.6%	29%	False	True	56,629,780
20	315.48	306.06	9.42	3.0%	1.70	0.5%	37%	False	False	52,992,965
40	315.48	288.49	26.99	8.7%	1.86	0.6%	78%	False	False	54,430,115
60	315.48	284.82	30.66	9.9%	2.25	0.7%	81%	False	False	60,532,098
80	315.48	282.39	33.09	10.7%	2.61	0.8%	82%	False	False	63,668,602
100	315.48	281.72	33.76	10.9%	2.72	0.9%	82%	False	False	66,399,777
120	315.48	281.72	33.76	10.9%	2.59	0.8%	82%	False	False	65,386,409

Crabel Price Patterns
NR	True
NR4	False
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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	320.31
2.618	316.21
1.618	313.70
1.000	312.15
0.618	311.19
HIGH	309.64
0.618	308.68
0.500	308.39
0.382	308.09
LOW	307.13
0.618	305.58
1.000	304.62
1.618	303.07
2.618	300.56
4.250	296.46

Fisher Pivots for day following 03-Dec-2019
Pivot	1 day	3 day
R1	309.16	311.13
PP	308.77	310.60
S1	308.39	310.08

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

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