SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Dec-2019

Day Change Summary
	Previous	Current
	13-Dec-2019	16-Dec-2019	Change	Change %	Previous Week
Open	316.87	319.22	2.35	0.7%	314.44
High	318.67	320.15	1.48	0.5%	318.67
Low	316.02	317.25	1.23	0.4%	312.81
Close	317.32	319.50	2.18	0.7%	317.32
Range	2.65	2.90	0.25	9.3%	5.86
ATR	2.28	2.32	0.04	1.9%	0.00
Volume	81,546,400	82,836,096	1,289,696	1.6%	319,665,000

Daily Pivots for day following 16-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	327.66	326.47	321.09
R3	324.76	323.58	320.30
R2	321.86	321.86	320.03
R1	320.68	320.68	319.77	321.27
PP	318.97	318.97	318.97	319.26
S1	317.79	317.79	319.23	318.38
S2	316.07	316.07	318.97
S3	313.18	314.89	318.70
S4	310.28	311.99	317.91

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	320.15	312.81	7.34	2.3%	2.47	0.8%	91%	True	False	73,519,359
10	320.15	307.13	13.02	4.1%	2.09	0.7%	95%	True	False	61,660,250
20	320.15	307.13	13.02	4.1%	1.89	0.6%	95%	True	False	57,852,775
40	320.15	298.50	21.66	6.8%	1.77	0.6%	97%	True	False	53,570,210
60	320.15	284.82	35.33	11.1%	2.23	0.7%	98%	True	False	59,345,525
80	320.15	283.47	36.68	11.5%	2.38	0.7%	98%	True	False	61,810,087
100	320.15	281.72	38.43	12.0%	2.73	0.9%	98%	True	False	67,490,917
120	320.15	281.72	38.43	12.0%	2.59	0.8%	98%	True	False	64,592,365

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.53
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	332.46
2.618	327.73
1.618	324.84
1.000	323.05
0.618	321.94
HIGH	320.15
0.618	319.04
0.500	318.70
0.382	318.36
LOW	317.25
0.618	315.46
1.000	314.36
1.618	312.57
2.618	309.67
4.250	304.95

Fisher Pivots for day following 16-Dec-2019
Pivot	1 day	3 day
R1	319.23	318.72
PP	318.97	317.94
S1	318.70	317.16

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

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