SPDR S&P 500 ETF

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

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	365.57	364.82	-0.75	-0.2%	357.28
High	367.68	366.96	-0.72	-0.2%	364.18
Low	364.93	364.20	-0.73	-0.2%	354.87
Close	366.02	366.79	0.77	0.2%	363.67
Range	2.75	2.76	0.01	0.4%	9.32
ATR	5.15	4.98	-0.17	-3.3%	0.00
Volume	74,504,896	45,927,000	-28,577,896	-38.4%	199,491,200

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	374.26	373.29	368.31
R3	371.50	370.53	367.55
R2	368.74	368.74	367.30
R1	367.77	367.77	367.04	368.26
PP	365.98	365.98	365.98	366.23
S1	365.01	365.01	366.54	365.50
S2	363.22	363.22	366.28
S3	360.46	362.25	366.03
S4	357.70	359.49	365.27

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%	2.55	0.7%	90%	False	False	55,629,880
10	367.68	354.15	13.53	3.7%	3.30	0.9%	93%	False	False	60,473,979
20	367.68	339.59	28.09	7.7%	4.12	1.1%	97%	False	False	73,847,363
40	367.68	322.60	45.08	12.3%	4.71	1.3%	98%	False	False	74,293,632
60	367.68	319.80	47.88	13.1%	5.06	1.4%	98%	False	False	76,244,843
80	367.68	319.80	47.88	13.1%	4.93	1.3%	98%	False	False	73,293,919
100	367.68	312.00	55.68	15.2%	4.63	1.3%	98%	False	False	70,673,152
120	367.68	296.74	70.94	19.3%	4.79	1.3%	99%	False	False	74,266,150

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	0.66
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	378.69
2.618	374.19
1.618	371.43
1.000	369.72
0.618	368.67
HIGH	366.96
0.618	365.91
0.500	365.58
0.382	365.25
LOW	364.20
0.618	362.49
1.000	361.44
1.618	359.73
2.618	356.97
4.250	352.47

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	366.39	365.67
PP	365.98	364.55
S1	365.58	363.43

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

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