SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	369.82	371.94	2.12	0.6%	369.02
High	371.16	372.46	1.30	0.4%	371.05
Low	368.87	371.05	2.18	0.6%	363.26
Close	370.17	372.24	2.07	0.6%	366.30
Range	2.29	1.41	-0.88	-38.5%	7.79
ATR	4.28	4.14	-0.14	-3.3%	0.00
Volume	58,420,500	64,119,400	5,698,900	9.8%	280,935,204

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	376.15	375.60	373.02
R3	374.74	374.19	372.63
R2	373.33	373.33	372.50
R1	372.78	372.78	372.37	373.06
PP	371.92	371.92	371.92	372.05
S1	371.37	371.37	372.11	371.65
S2	370.51	370.51	371.98
S3	369.10	369.96	371.85
S4	367.69	368.55	371.46

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	372.46	363.26	9.20	2.5%	3.24	0.9%	98%	True	False	62,705,139
10	372.46	363.26	9.20	2.5%	3.24	0.9%	98%	True	False	58,751,210
20	372.46	354.15	18.31	4.9%	3.14	0.8%	99%	True	False	59,227,130
40	372.46	322.60	49.86	13.4%	4.37	1.2%	100%	True	False	72,671,362
60	372.46	319.80	52.66	14.1%	4.52	1.2%	100%	True	False	71,734,316
80	372.46	319.80	52.66	14.1%	4.95	1.3%	100%	True	False	74,684,611
100	372.46	319.64	52.82	14.2%	4.57	1.2%	100%	True	False	69,925,657
120	372.46	303.82	68.64	18.4%	4.51	1.2%	100%	True	False	70,133,406

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	0.76
Narrowest range in 94 trading days

Fibonacci Retracements and Extensions
4.250	378.45
2.618	376.15
1.618	374.74
1.000	373.87
0.618	373.33
HIGH	372.46
0.618	371.92
0.500	371.76
0.382	371.59
LOW	371.05
0.618	370.18
1.000	369.64
1.618	368.77
2.618	367.36
4.250	365.06

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	372.08	371.22
PP	371.92	370.21
S1	371.76	369.19

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

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