SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Jan-2020

Day Change Summary
	Previous	Current
	31-Dec-2019	02-Jan-2020	Change	Change %	Previous Week
Open	320.53	323.54	3.01	0.9%	321.59
High	322.13	324.89	2.76	0.9%	323.80
Low	320.15	322.53	2.38	0.7%	320.90
Close	321.86	324.87	3.01	0.9%	322.86
Range	1.98	2.36	0.38	19.2%	2.90
ATR	1.93	2.00	0.08	4.1%	0.00
Volume	57,107,000	59,253,800	2,146,800	3.8%	146,864,500

Daily Pivots for day following 02-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	331.18	330.38	326.17
R3	328.82	328.02	325.52
R2	326.46	326.46	325.30
R1	325.66	325.66	325.09	326.06
PP	324.10	324.10	324.10	324.30
S1	323.30	323.30	324.65	323.70
S2	321.74	321.74	324.44
S3	319.38	320.94	324.22
S4	317.02	318.58	323.57

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	324.89	320.15	4.74	1.5%	1.94	0.6%	100%	True	False	47,944,480
10	324.89	319.39	5.50	1.7%	1.57	0.5%	100%	True	False	59,593,450
20	324.89	310.32	14.57	4.5%	1.74	0.5%	100%	True	False	59,924,800
40	324.89	306.06	18.83	5.8%	1.72	0.5%	100%	True	False	56,458,882
60	324.89	288.49	36.40	11.2%	1.82	0.6%	100%	True	False	56,261,676
80	324.89	284.82	40.07	12.3%	2.12	0.7%	100%	True	False	60,380,274
100	324.89	282.39	42.50	13.1%	2.44	0.8%	100%	True	False	62,919,842
120	324.89	281.72	43.17	13.3%	2.56	0.8%	100%	True	False	65,320,614

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	334.92
2.618	331.07
1.618	328.71
1.000	327.25
0.618	326.35
HIGH	324.89
0.618	323.99
0.500	323.71
0.382	323.43
LOW	322.53
0.618	321.07
1.000	320.17
1.618	318.71
2.618	316.35
4.250	312.50

Fisher Pivots for day following 02-Jan-2020
Pivot	1 day	3 day
R1	324.48	324.09
PP	324.10	323.30
S1	323.71	322.52

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

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