SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Dec-2019

Day Change Summary
	Previous	Current
	04-Dec-2019	05-Dec-2019	Change	Change %	Previous Week
Open	310.70	312.23	1.53	0.5%	311.98
High	312.12	312.25	0.13	0.0%	315.48
Low	310.32	310.58	0.26	0.1%	311.98
Close	311.46	312.02	0.56	0.2%	314.31
Range	1.80	1.67	-0.13	-7.2%	3.50
ATR	2.26	2.22	-0.04	-1.9%	0.00
Volume	49,190,400	40,781,600	-8,408,800	-17.1%	167,876,300

Daily Pivots for day following 05-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	316.63	315.99	312.94
R3	314.96	314.32	312.48
R2	313.29	313.29	312.33
R1	312.65	312.65	312.17	312.14
PP	311.62	311.62	311.62	311.36
S1	310.98	310.98	311.87	310.47
S2	309.95	309.95	311.71
S3	308.28	309.31	311.56
S4	306.61	307.64	311.10

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	315.13	307.13	8.00	2.6%	2.11	0.7%	61%	False	False	55,569,480
10	315.48	307.13	8.35	2.7%	1.73	0.6%	59%	False	False	50,864,580
20	315.48	307.03	8.45	2.7%	1.74	0.6%	59%	False	False	53,020,550
40	315.48	291.00	24.48	7.8%	1.78	0.6%	86%	False	False	52,497,505
60	315.48	284.82	30.66	9.8%	2.23	0.7%	89%	False	False	59,918,830
80	315.48	282.39	33.09	10.6%	2.51	0.8%	90%	False	False	62,793,520
100	315.48	281.72	33.76	10.8%	2.73	0.9%	90%	False	False	66,554,716
120	315.48	281.72	33.76	10.8%	2.60	0.8%	90%	False	False	65,373,422

Crabel Price Patterns
NR	True
NR4	True
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	0.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	319.35
2.618	316.62
1.618	314.95
1.000	313.92
0.618	313.28
HIGH	312.25
0.618	311.61
0.500	311.42
0.382	311.22
LOW	310.58
0.618	309.55
1.000	308.91
1.618	307.88
2.618	306.21
4.250	303.48

Fisher Pivots for day following 05-Dec-2019
Pivot	1 day	3 day
R1	311.82	311.24
PP	311.62	310.47
S1	311.42	309.69

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

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