SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2019

Day Change Summary
	Previous	Current
	05-Dec-2019	06-Dec-2019	Change	Change %	Previous Week
Open	312.23	314.12	1.89	0.6%	314.59
High	312.25	315.31	3.06	1.0%	315.31
Low	310.58	314.11	3.53	1.1%	307.13
Close	312.02	314.87	2.85	0.9%	314.87
Range	1.67	1.20	-0.47	-28.1%	8.18
ATR	2.22	2.30	0.08	3.4%	0.00
Volume	40,781,600	48,956,700	8,175,100	20.0%	290,211,404

Daily Pivots for day following 06-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	318.36	317.82	315.53
R3	317.16	316.62	315.20
R2	315.96	315.96	315.09
R1	315.42	315.42	314.98	315.69
PP	314.76	314.76	314.76	314.90
S1	314.22	314.22	314.76	314.49
S2	313.56	313.56	314.65
S3	312.36	313.02	314.54
S4	311.16	311.82	314.21

Weekly Pivots for week ending 06-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	336.98	334.10	319.37
R3	328.80	325.92	317.12
R2	320.62	320.62	316.37
R1	317.74	317.74	315.62	319.18
PP	312.44	312.44	312.44	313.16
S1	309.56	309.56	314.12	311.00
S2	304.26	304.26	313.37
S3	296.08	301.38	312.62
S4	287.90	293.20	310.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	315.31	307.13	8.18	2.6%	2.13	0.7%	95%	True	False	58,042,280
10	315.48	307.13	8.35	2.7%	1.69	0.5%	93%	False	False	50,293,790
20	315.48	307.03	8.45	2.7%	1.70	0.5%	93%	False	False	52,754,775
40	315.48	295.57	19.91	6.3%	1.73	0.5%	97%	False	False	52,290,025
60	315.48	284.82	30.66	9.7%	2.22	0.7%	98%	False	False	59,519,630
80	315.48	282.39	33.09	10.5%	2.42	0.8%	98%	False	False	61,710,203
100	315.48	281.72	33.76	10.7%	2.72	0.9%	98%	False	False	66,603,259
120	315.48	281.72	33.76	10.7%	2.59	0.8%	98%	False	False	65,069,438

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.24
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	320.41
2.618	318.45
1.618	317.25
1.000	316.51
0.618	316.05
HIGH	315.31
0.618	314.85
0.500	314.71
0.382	314.57
LOW	314.11
0.618	313.37
1.000	312.91
1.618	312.17
2.618	310.97
4.250	309.01

Fisher Pivots for day following 06-Dec-2019
Pivot	1 day	3 day
R1	314.82	314.19
PP	314.76	313.50
S1	314.71	312.82

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

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