SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	366.68	367.32	0.64	0.2%	362.83
High	368.19	369.85	1.66	0.5%	369.85
Low	365.50	367.22	1.72	0.5%	359.17
Close	366.69	369.85	3.16	0.9%	369.85
Range	2.69	2.63	-0.06	-2.2%	10.68
ATR	4.82	4.70	-0.12	-2.5%	0.00
Volume	62,882,000	50,749,800	-12,132,200	-19.3%	317,936,400

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	376.86	375.99	371.30
R3	374.23	373.36	370.57
R2	371.60	371.60	370.33
R1	370.73	370.73	370.09	371.17
PP	368.97	368.97	368.97	369.19
S1	368.10	368.10	369.61	368.54
S2	366.34	366.34	369.37
S3	363.71	365.47	369.13
S4	361.08	362.84	368.40

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	398.33	394.77	375.72
R3	387.65	384.09	372.79
R2	376.97	376.97	371.81
R1	373.41	373.41	370.83	375.19
PP	366.29	366.29	366.29	367.18
S1	362.73	362.73	368.87	364.51
S2	355.61	355.61	367.89
S3	344.93	352.05	366.91
S4	334.25	341.37	363.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	369.85	359.17	10.68	2.9%	2.96	0.8%	100%	True	False	63,587,280
10	369.85	354.87	14.99	4.1%	2.90	0.8%	100%	True	False	58,783,940
20	369.85	347.65	22.20	6.0%	3.80	1.0%	100%	True	False	69,078,984
40	369.85	322.60	47.25	12.8%	4.71	1.3%	100%	True	False	74,578,379
60	369.85	319.80	50.05	13.5%	4.89	1.3%	100%	True	False	75,104,844
80	369.85	319.80	50.05	13.5%	4.86	1.3%	100%	True	False	73,171,478
100	369.85	319.09	50.76	13.7%	4.56	1.2%	100%	True	False	70,000,936
120	369.85	298.93	70.92	19.2%	4.67	1.3%	100%	True	False	72,934,663

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.59
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	381.03
2.618	376.74
1.618	374.11
1.000	372.48
0.618	371.48
HIGH	369.85
0.618	368.85
0.500	368.54
0.382	368.22
LOW	367.22
0.618	365.59
1.000	364.59
1.618	362.96
2.618	360.33
4.250	356.04

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	369.41	368.91
PP	368.97	367.97
S1	368.54	367.03

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

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