SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Dec-2020

Day Change Summary
	Previous	Current
	11-Dec-2020	14-Dec-2020	Change	Change %	Previous Week
Open	364.90	368.64	3.74	1.0%	369.02
High	366.74	369.80	3.06	0.8%	371.05
Low	363.26	364.47	1.21	0.3%	363.26
Close	366.30	364.66	-1.64	-0.4%	366.30
Range	3.48	5.33	1.85	53.2%	7.79
ATR	4.32	4.40	0.07	1.7%	0.00
Volume	57,698,600	69,216,096	11,517,496	20.0%	280,935,204

Daily Pivots for day following 14-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	382.30	378.81	367.59
R3	376.97	373.48	366.13
R2	371.64	371.64	365.64
R1	368.15	368.15	365.15	367.23
PP	366.31	366.31	366.31	365.85
S1	362.82	362.82	364.17	361.90
S2	360.98	360.98	363.68
S3	355.65	357.49	363.19
S4	350.32	352.16	361.73

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	390.24	386.06	370.58
R3	382.45	378.27	368.44
R2	374.66	374.66	367.73
R1	370.48	370.48	367.01	368.68
PP	366.87	366.87	366.87	365.97
S1	362.69	362.69	365.59	360.89
S2	359.08	359.08	364.87
S3	351.29	354.90	364.16
S4	343.50	347.11	362.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	371.05	363.26	7.79	2.1%	4.09	1.1%	18%	False	False	60,241,420
10	371.05	363.26	7.79	2.1%	3.32	0.9%	18%	False	False	58,421,499
20	371.05	354.15	16.90	4.6%	3.37	0.9%	62%	False	False	60,458,750
40	371.05	322.60	48.45	13.3%	4.66	1.3%	87%	False	False	72,807,394
60	371.05	319.80	51.25	14.1%	4.72	1.3%	88%	False	False	72,893,718
80	371.05	319.80	51.25	14.1%	4.95	1.4%	88%	False	False	74,128,954
100	371.05	319.25	51.80	14.2%	4.58	1.3%	88%	False	False	69,855,090
120	371.05	298.93	72.12	19.8%	4.61	1.3%	91%	False	False	71,054,999

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	392.45
2.618	383.75
1.618	378.42
1.000	375.13
0.618	373.09
HIGH	369.80
0.618	367.76
0.500	367.14
0.382	366.51
LOW	364.47
0.618	361.18
1.000	359.14
1.618	355.85
2.618	350.52
4.250	341.82

Fisher Pivots for day following 14-Dec-2020
Pivot	1 day	3 day
R1	367.14	366.53
PP	366.31	365.91
S1	365.49	365.28

Download as Excel Spreadsheet

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

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