SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2019

Day Change Summary
	Previous	Current
	26-Dec-2019	27-Dec-2019	Change	Change %	Previous Week
Open	321.65	323.74	2.09	0.6%	321.59
High	322.95	323.80	0.85	0.3%	323.80
Low	321.64	322.28	0.64	0.2%	320.90
Close	322.94	322.86	-0.08	0.0%	322.86
Range	1.31	1.52	0.21	16.0%	2.90
ATR	1.90	1.87	-0.03	-1.4%	0.00
Volume	31,024,100	42,554,800	11,530,700	37.2%	146,864,500

Daily Pivots for day following 27-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	327.54	326.72	323.70
R3	326.02	325.20	323.28
R2	324.50	324.50	323.14
R1	323.68	323.68	323.00	323.33
PP	322.98	322.98	322.98	322.81
S1	322.16	322.16	322.72	321.81
S2	321.46	321.46	322.58
S3	319.94	320.64	322.44
S4	318.42	319.12	322.02

Weekly Pivots for week ending 27-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	331.22	329.94	324.46
R3	328.32	327.04	323.66
R2	325.42	325.42	323.39
R1	324.14	324.14	323.13	324.78
PP	322.52	322.52	322.52	322.84
S1	321.24	321.24	322.59	321.88
S2	319.62	319.62	322.33
S3	316.72	318.34	322.06
S4	313.82	315.44	321.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	323.80	319.39	4.41	1.4%	1.33	0.4%	79%	True	False	59,240,541
10	323.80	316.02	7.78	2.4%	1.51	0.5%	88%	True	False	65,530,520
20	323.80	307.13	16.67	5.2%	1.75	0.5%	94%	True	False	61,011,395
40	323.80	301.73	22.07	6.8%	1.67	0.5%	96%	True	False	57,325,347
60	323.80	284.82	38.98	12.1%	1.91	0.6%	98%	True	False	57,047,016
80	323.80	284.82	38.98	12.1%	2.14	0.7%	98%	True	False	60,605,994
100	323.80	282.04	41.76	12.9%	2.52	0.8%	98%	True	False	64,478,567
120	323.80	281.72	42.08	13.0%	2.54	0.8%	98%	True	False	65,184,746

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	330.26
2.618	327.78
1.618	326.26
1.000	325.32
0.618	324.74
HIGH	323.80
0.618	323.22
0.500	323.04
0.382	322.86
LOW	322.28
0.618	321.34
1.000	320.76
1.618	319.82
2.618	318.30
4.250	315.82

Fisher Pivots for day following 27-Dec-2019
Pivot	1 day	3 day
R1	323.04	322.69
PP	322.98	322.52
S1	322.92	322.35

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

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