SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Dec-2019

Day Change Summary
	Previous	Current
	11-Dec-2019	12-Dec-2019	Change	Change %	Previous Week
Open	314.03	314.43	0.40	0.1%	314.59
High	314.70	317.99	3.29	1.0%	315.31
Low	313.44	314.17	0.73	0.2%	307.13
Close	314.42	317.13	2.71	0.9%	314.87
Range	1.26	3.82	2.56	203.0%	8.18
ATR	2.13	2.25	0.12	5.7%	0.00
Volume	53,521,400	96,585,800	43,064,400	80.5%	290,211,404

Daily Pivots for day following 12-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	327.89	326.33	319.23
R3	324.07	322.51	318.18
R2	320.25	320.25	317.83
R1	318.69	318.69	317.48	319.47
PP	316.43	316.43	316.43	316.82
S1	314.87	314.87	316.78	315.65
S2	312.61	312.61	316.43
S3	308.79	311.05	316.08
S4	304.97	307.23	315.03

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	317.99	312.81	5.18	1.6%	1.88	0.6%	83%	True	False	57,415,060
10	317.99	307.13	10.86	3.4%	1.99	0.6%	92%	True	False	56,492,270
20	317.99	307.13	10.86	3.4%	1.77	0.6%	92%	True	False	55,369,045
40	317.99	296.99	21.00	6.6%	1.74	0.5%	96%	True	False	52,238,717
60	317.99	284.82	33.17	10.5%	2.23	0.7%	97%	True	False	59,531,735
80	317.99	283.47	34.52	10.9%	2.37	0.7%	98%	True	False	61,023,588
100	317.99	281.72	36.27	11.4%	2.72	0.9%	98%	True	False	66,873,164
120	317.99	281.72	36.27	11.4%	2.59	0.8%	98%	True	False	64,335,956

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	334.23
2.618	327.99
1.618	324.17
1.000	321.81
0.618	320.35
HIGH	317.99
0.618	316.53
0.500	316.08
0.382	315.63
LOW	314.17
0.618	311.81
1.000	310.35
1.618	307.99
2.618	304.17
4.250	297.94

Fisher Pivots for day following 12-Dec-2019
Pivot	1 day	3 day
R1	316.78	316.55
PP	316.43	315.98
S1	316.08	315.40

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

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