SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	364.82	366.68	1.86	0.5%	357.28
High	366.96	368.19	1.23	0.3%	364.18
Low	364.20	365.50	1.30	0.4%	354.87
Close	366.79	366.69	-0.10	0.0%	363.67
Range	2.76	2.69	-0.07	-2.5%	9.32
ATR	4.98	4.82	-0.16	-3.3%	0.00
Volume	45,927,000	62,882,000	16,955,000	36.9%	199,491,200

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	374.86	373.47	368.17
R3	372.17	370.78	367.43
R2	369.48	369.48	367.18
R1	368.09	368.09	366.94	368.79
PP	366.79	366.79	366.79	367.14
S1	365.40	365.40	366.44	366.10
S2	364.10	364.10	366.20
S3	361.41	362.71	365.95
S4	358.72	360.02	365.21

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	368.19	359.17	9.02	2.5%	2.75	0.7%	83%	True	False	59,140,120
10	368.19	354.15	14.04	3.8%	3.04	0.8%	89%	True	False	59,703,050
20	368.19	347.65	20.54	5.6%	3.84	1.0%	93%	True	False	70,643,479
40	368.19	322.60	45.59	12.4%	4.69	1.3%	97%	True	False	74,440,694
60	368.19	319.80	48.39	13.2%	5.01	1.4%	97%	True	False	75,768,506
80	368.19	319.80	48.39	13.2%	4.89	1.3%	97%	True	False	73,209,932
100	368.19	319.09	49.10	13.4%	4.57	1.2%	97%	True	False	70,365,403
120	368.19	298.93	69.26	18.9%	4.71	1.3%	98%	True	False	73,658,644

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	379.62
2.618	375.23
1.618	372.54
1.000	370.88
0.618	369.85
HIGH	368.19
0.618	367.16
0.500	366.85
0.382	366.53
LOW	365.50
0.618	363.84
1.000	362.81
1.618	361.15
2.618	358.46
4.250	354.07

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	366.85	366.53
PP	366.79	366.36
S1	366.74	366.20

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

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