SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Dec-2020

Day Change Summary
	Previous	Current
	30-Nov-2020	01-Dec-2020	Change	Change %	Previous Week
Open	362.83	365.57	2.74	0.8%	357.28
High	363.12	367.68	4.56	1.3%	364.18
Low	359.17	364.93	5.76	1.6%	354.87
Close	362.06	366.02	3.96	1.1%	363.67
Range	3.95	2.75	-1.20	-30.4%	9.32
ATR	5.12	5.15	0.04	0.7%	0.00
Volume	83,872,704	74,504,896	-9,367,808	-11.2%	199,491,200

Daily Pivots for day following 01-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	374.46	372.99	367.53
R3	371.71	370.24	366.78
R2	368.96	368.96	366.52
R1	367.49	367.49	366.27	368.23
PP	366.21	366.21	366.21	366.58
S1	364.74	364.74	365.77	365.48
S2	363.46	363.46	365.52
S3	360.71	361.99	365.26
S4	357.96	359.24	364.51

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	388.85	385.58	368.79
R3	379.54	376.26	366.23
R2	370.22	370.22	365.38
R1	366.95	366.95	364.52	368.58
PP	360.91	360.91	360.91	361.72
S1	357.63	357.63	362.82	359.27
S2	351.59	351.59	361.96
S3	342.28	348.32	361.11
S4	332.96	339.00	358.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	367.68	359.17	8.51	2.3%	2.90	0.8%	80%	True	False	58,927,640
10	367.68	354.15	13.53	3.7%	3.38	0.9%	88%	True	False	62,492,379
20	367.68	330.29	37.39	10.2%	4.38	1.2%	96%	True	False	76,215,718
40	367.68	322.60	45.08	12.3%	4.84	1.3%	96%	True	False	75,398,677
60	367.68	319.80	47.88	13.1%	5.18	1.4%	97%	True	False	77,387,148
80	367.68	319.80	47.88	13.1%	4.93	1.3%	97%	True	False	73,273,357
100	367.68	312.00	55.68	15.2%	4.68	1.3%	97%	True	False	71,243,856
120	367.68	296.74	70.94	19.4%	4.85	1.3%	98%	True	False	75,505,749

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.77
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	379.37
2.618	374.88
1.618	372.13
1.000	370.43
0.618	369.38
HIGH	367.68
0.618	366.63
0.500	366.31
0.382	365.98
LOW	364.93
0.618	363.23
1.000	362.18
1.618	360.48
2.618	357.73
4.250	353.24

Fisher Pivots for day following 01-Dec-2020
Pivot	1 day	3 day
R1	366.31	365.16
PP	366.21	364.29
S1	366.12	363.43

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

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