SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Dec-2020

Day Change Summary
	Previous	Current
	15-Dec-2020	16-Dec-2020	Change	Change %	Previous Week
Open	367.40	369.82	2.42	0.7%	369.02
High	369.59	371.16	1.57	0.4%	371.05
Low	365.92	368.87	2.95	0.8%	363.26
Close	369.59	370.17	0.58	0.2%	366.30
Range	3.67	2.29	-1.38	-37.5%	7.79
ATR	4.43	4.28	-0.15	-3.5%	0.00
Volume	64,071,100	58,420,500	-5,650,600	-8.8%	280,935,204

Daily Pivots for day following 16-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	376.94	375.85	371.43
R3	374.65	373.56	370.80
R2	372.36	372.36	370.59
R1	371.26	371.26	370.38	371.81
PP	370.07	370.07	370.07	370.34
S1	368.97	368.97	369.96	369.52
S2	367.77	367.77	369.75
S3	365.48	366.68	369.54
S4	363.19	364.39	368.91

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	371.16	363.26	7.90	2.1%	3.64	1.0%	87%	True	False	61,428,319
10	371.16	363.26	7.90	2.1%	3.36	0.9%	87%	True	False	58,627,470
20	371.16	354.15	17.01	4.6%	3.33	0.9%	94%	True	False	59,550,724
40	371.16	322.60	48.56	13.1%	4.50	1.2%	98%	True	False	72,657,749
60	371.16	319.80	51.36	13.9%	4.65	1.3%	98%	True	False	72,217,529
80	371.16	319.80	51.36	13.9%	4.95	1.3%	98%	True	False	74,363,909
100	371.16	319.64	51.52	13.9%	4.58	1.2%	98%	True	False	69,859,412
120	371.16	298.93	72.23	19.5%	4.54	1.2%	99%	True	False	70,263,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.83
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	380.90
2.618	377.16
1.618	374.87
1.000	373.45
0.618	372.58
HIGH	371.16
0.618	370.28
0.500	370.01
0.382	369.74
LOW	368.87
0.618	367.45
1.000	366.58
1.618	365.16
2.618	362.87
4.250	359.12

Fisher Pivots for day following 16-Dec-2020
Pivot	1 day	3 day
R1	370.12	369.39
PP	370.07	368.60
S1	370.01	367.82

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

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