SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Dec-2019

Day Change Summary
	Previous	Current
	27-Dec-2019	30-Dec-2019	Change	Change %	Previous Week
Open	323.74	322.95	-0.79	-0.2%	321.59
High	323.80	323.10	-0.70	-0.2%	323.80
Low	322.28	320.55	-1.73	-0.5%	320.90
Close	322.86	321.08	-1.78	-0.6%	322.86
Range	1.52	2.55	1.03	67.8%	2.90
ATR	1.87	1.92	0.05	2.6%	0.00
Volume	42,554,800	49,782,700	7,227,900	17.0%	146,864,500

Daily Pivots for day following 30-Dec-2019
	Classic	Woodie	Camarilla	DeMark
R4	329.23	327.70	322.48
R3	326.68	325.15	321.78
R2	324.13	324.13	321.55
R1	322.60	322.60	321.31	322.09
PP	321.58	321.58	321.58	321.32
S1	320.05	320.05	320.85	319.54
S2	319.03	319.03	320.61
S3	316.48	317.50	320.38
S4	313.93	314.95	319.68

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	320.55	3.25	1.0%	1.32	0.4%	16%	False	True	39,329,440
10	323.80	317.25	6.55	2.0%	1.50	0.5%	58%	False	False	62,354,150
20	323.80	307.13	16.67	5.2%	1.83	0.6%	84%	False	False	61,670,895
40	323.80	304.74	19.06	5.9%	1.67	0.5%	86%	False	False	56,843,572
60	323.80	288.49	35.31	11.0%	1.86	0.6%	92%	False	False	56,444,948
80	323.80	284.82	38.98	12.1%	2.11	0.7%	93%	False	False	60,186,319
100	323.80	282.39	41.41	12.9%	2.48	0.8%	93%	False	False	63,570,672
120	323.80	281.72	42.08	13.1%	2.55	0.8%	94%	False	False	65,111,306

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	333.94
2.618	329.78
1.618	327.23
1.000	325.65
0.618	324.68
HIGH	323.10
0.618	322.13
0.500	321.83
0.382	321.52
LOW	320.55
0.618	318.97
1.000	318.00
1.618	316.42
2.618	313.87
4.250	309.71

Fisher Pivots for day following 30-Dec-2019
Pivot	1 day	3 day
R1	321.83	322.18
PP	321.58	321.81
S1	321.33	321.45

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

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