SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Dec-2019

Day Change Summary
	Previous	Current
	20-Dec-2019	23-Dec-2019	Change	Change %	Previous Week
Open	320.46	321.59	1.13	0.4%	319.22
High	321.97	321.65	-0.32	-0.1%	321.97
Low	319.39	321.06	1.67	0.5%	317.25
Close	320.73	321.22	0.49	0.2%	320.73
Range	2.59	0.59	-2.00	-77.2%	4.72
ATR	2.10	2.01	-0.08	-4.0%	0.00
Volume	149,338,208	53,015,600	-96,322,608	-64.5%	426,894,304

Daily Pivots for day following 23-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	323.08	322.74	321.54
R3	322.49	322.15	321.38
R2	321.90	321.90	321.33
R1	321.56	321.56	321.27	321.44
PP	321.31	321.31	321.31	321.25
S1	320.97	320.97	321.17	320.85
S2	320.72	320.72	321.11
S3	320.13	320.38	321.06
S4	319.54	319.79	320.90

Weekly Pivots for week ending 20-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	334.15	332.16	323.33
R3	329.43	327.44	322.03
R2	324.71	324.71	321.60
R1	322.72	322.72	321.16	323.71
PP	319.99	319.99	319.99	320.48
S1	318.00	318.00	320.30	318.99
S2	315.27	315.27	319.86
S3	310.55	313.28	319.43
S4	305.83	308.56	318.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	321.97	319.39	2.59	0.8%	1.22	0.4%	71%	False	False	79,414,761
10	321.97	312.81	9.16	2.9%	1.85	0.6%	92%	False	False	76,467,060
20	321.97	307.13	14.84	4.6%	1.77	0.5%	95%	False	False	62,883,130
40	321.97	301.73	20.24	6.3%	1.71	0.5%	96%	False	False	58,381,017
60	321.97	284.82	37.15	11.6%	2.05	0.6%	98%	False	False	59,932,651
80	321.97	284.82	37.15	11.6%	2.18	0.7%	98%	False	False	61,672,850
100	321.97	281.72	40.25	12.5%	2.62	0.8%	98%	False	False	67,702,145
120	321.97	281.72	40.25	12.5%	2.57	0.8%	98%	False	False	65,557,840

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 499 trading days

Fibonacci Retracements and Extensions
4.250	324.16
2.618	323.19
1.618	322.60
1.000	322.24
0.618	322.01
HIGH	321.65
0.618	321.42
0.500	321.36
0.382	321.29
LOW	321.06
0.618	320.70
1.000	320.47
1.618	320.11
2.618	319.52
4.250	318.55

Fisher Pivots for day following 23-Dec-2019
Pivot	1 day	3 day
R1	321.36	321.04
PP	321.31	320.86
S1	321.27	320.68

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

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