SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	368.64	367.40	-1.24	-0.3%	369.02
High	369.80	369.59	-0.21	-0.1%	371.05
Low	364.47	365.92	1.45	0.4%	363.26
Close	364.66	369.59	4.93	1.4%	366.30
Range	5.33	3.67	-1.66	-31.1%	7.79
ATR	4.40	4.43	0.04	0.9%	0.00
Volume	69,216,096	64,071,100	-5,144,996	-7.4%	280,935,204

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	379.38	378.15	371.61
R3	375.71	374.48	370.60
R2	372.04	372.04	370.26
R1	370.81	370.81	369.93	371.43
PP	368.37	368.37	368.37	368.67
S1	367.14	367.14	369.25	367.76
S2	364.70	364.70	368.92
S3	361.03	363.47	368.58
S4	357.36	359.80	367.57

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%	4.20	1.1%	81%	False	False	64,563,880
10	371.05	363.26	7.79	2.1%	3.41	0.9%	81%	False	False	57,378,120
20	371.05	354.15	16.90	4.6%	3.39	0.9%	91%	False	False	59,935,249
40	371.05	322.60	48.45	13.1%	4.55	1.2%	97%	False	False	72,698,532
60	371.05	319.80	51.25	13.9%	4.69	1.3%	97%	False	False	72,304,056
80	371.05	319.80	51.25	13.9%	4.97	1.3%	97%	False	False	74,241,011
100	371.05	319.64	51.41	13.9%	4.59	1.2%	97%	False	False	69,758,136
120	371.05	298.93	72.12	19.5%	4.58	1.2%	98%	False	False	70,843,358

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.79
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	385.19
2.618	379.20
1.618	375.53
1.000	373.26
0.618	371.86
HIGH	369.59
0.618	368.19
0.500	367.76
0.382	367.32
LOW	365.92
0.618	363.65
1.000	362.25
1.618	359.98
2.618	356.31
4.250	350.32

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	368.98	368.57
PP	368.37	367.55
S1	367.76	366.53

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

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