SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	367.32	369.02	1.70	0.5%	362.83
High	369.85	369.62	-0.23	-0.1%	369.85
Low	367.22	367.72	0.50	0.1%	359.17
Close	369.85	369.09	-0.76	-0.2%	369.85
Range	2.63	1.90	-0.73	-27.8%	10.68
ATR	4.70	4.52	-0.18	-3.9%	0.00
Volume	50,749,800	48,944,200	-1,805,600	-3.6%	317,936,400

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	374.51	373.70	370.14
R3	372.61	371.80	369.61
R2	370.71	370.71	369.44
R1	369.90	369.90	369.26	370.31
PP	368.81	368.81	368.81	369.01
S1	368.00	368.00	368.92	368.41
S2	366.91	366.91	368.74
S3	365.01	366.10	368.57
S4	363.11	364.20	368.05

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	364.20	5.65	1.5%	2.55	0.7%	87%	False	False	56,601,579
10	369.85	354.87	14.99	4.1%	2.84	0.8%	95%	False	False	56,637,180
20	369.85	350.51	19.34	5.2%	3.71	1.0%	96%	False	False	67,777,549
40	369.85	322.60	47.25	12.8%	4.69	1.3%	98%	False	False	74,313,769
60	369.85	319.80	50.05	13.6%	4.82	1.3%	98%	False	False	74,509,246
80	369.85	319.80	50.05	13.6%	4.85	1.3%	98%	False	False	73,260,579
100	369.85	319.25	50.60	13.7%	4.56	1.2%	98%	False	False	69,944,153
120	369.85	298.93	70.92	19.2%	4.65	1.3%	99%	False	False	72,647,541

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	377.70
2.618	374.59
1.618	372.69
1.000	371.52
0.618	370.79
HIGH	369.62
0.618	368.89
0.500	368.67
0.382	368.45
LOW	367.72
0.618	366.55
1.000	365.82
1.618	364.65
2.618	362.75
4.250	359.65

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	368.95	368.62
PP	368.81	368.15
S1	368.67	367.68

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

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