SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Dec-2019

Day Change Summary
	Previous	Current
	12-Dec-2019	13-Dec-2019	Change	Change %	Previous Week
Open	314.43	316.87	2.44	0.8%	314.44
High	317.99	318.67	0.68	0.2%	318.67
Low	314.17	316.02	1.85	0.6%	312.81
Close	317.13	317.32	0.19	0.1%	317.32
Range	3.82	2.65	-1.17	-30.6%	5.86
ATR	2.25	2.28	0.03	1.3%	0.00
Volume	96,585,800	81,546,400	-15,039,400	-15.6%	319,665,000

Daily Pivots for day following 13-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	325.29	323.95	318.78
R3	322.64	321.30	318.05
R2	319.99	319.99	317.81
R1	318.65	318.65	317.56	319.32
PP	317.34	317.34	317.34	317.67
S1	316.00	316.00	317.08	316.67
S2	314.69	314.69	316.83
S3	312.04	313.35	316.59
S4	309.39	310.70	315.86

Weekly Pivots for week ending 13-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	333.85	331.44	320.54
R3	327.99	325.58	318.93
R2	322.13	322.13	318.39
R1	319.72	319.72	317.86	320.93
PP	316.27	316.27	316.27	316.87
S1	313.86	313.86	316.78	315.07
S2	310.41	310.41	316.25
S3	304.55	308.00	315.71
S4	298.69	302.14	314.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	318.67	312.81	5.86	1.8%	2.17	0.7%	77%	True	False	63,933,000
10	318.67	307.13	11.54	3.6%	2.15	0.7%	88%	True	False	60,987,640
20	318.67	307.13	11.54	3.6%	1.82	0.6%	88%	True	False	56,846,275
40	318.67	296.99	21.68	6.8%	1.76	0.6%	94%	True	False	53,107,757
60	318.67	284.82	33.85	10.7%	2.24	0.7%	96%	True	False	59,589,188
80	318.67	283.47	35.20	11.1%	2.39	0.8%	96%	True	False	61,421,376
100	318.67	281.72	36.95	11.6%	2.72	0.9%	96%	True	False	67,216,496
120	318.67	281.72	36.95	11.6%	2.58	0.8%	96%	True	False	64,331,938

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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	329.93
2.618	325.61
1.618	322.96
1.000	321.32
0.618	320.31
HIGH	318.67
0.618	317.66
0.500	317.35
0.382	317.03
LOW	316.02
0.618	314.38
1.000	313.37
1.618	311.73
2.618	309.08
4.250	304.76

Fisher Pivots for day following 13-Dec-2019
Pivot	1 day	3 day
R1	317.35	316.90
PP	317.34	316.48
S1	317.33	316.05

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

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