SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Dec-2020

Day Change Summary
	Previous	Current
	18-Dec-2020	21-Dec-2020	Change	Change %	Previous Week
Open	370.97	364.97	-6.00	-1.6%	368.64
High	371.15	378.46	7.31	2.0%	372.46
Low	367.02	362.03	-4.99	-1.4%	364.47
Close	369.18	367.86	-1.32	-0.4%	369.18
Range	4.13	16.43	12.30	297.8%	7.99
ATR	4.22	5.09	0.87	20.7%	0.00
Volume	136,542,304	96,386,704	-40,155,600	-29.4%	392,369,400

Daily Pivots for day following 21-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	418.74	409.73	376.90
R3	402.31	393.30	372.38
R2	385.88	385.88	370.87
R1	376.87	376.87	369.37	381.38
PP	369.45	369.45	369.45	371.70
S1	360.44	360.44	366.35	364.95
S2	353.02	353.02	364.85
S3	336.59	344.01	363.34
S4	320.16	327.58	358.82

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	392.67	388.92	373.57
R3	384.68	380.93	371.38
R2	376.69	376.69	370.64
R1	372.94	372.94	369.91	374.82
PP	368.70	368.70	368.70	369.64
S1	364.95	364.95	368.45	366.83
S2	360.71	360.71	367.72
S3	352.72	356.96	366.98
S4	344.73	348.97	364.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	378.46	362.03	16.43	4.5%	5.59	1.5%	35%	True	True	83,908,001
10	378.46	362.03	16.43	4.5%	4.84	1.3%	35%	True	True	72,074,710
20	378.46	354.87	23.60	6.4%	3.84	1.0%	55%	True	False	64,355,945
40	378.46	322.60	55.86	15.2%	4.70	1.3%	81%	True	False	75,881,009
60	378.46	322.60	55.86	15.2%	4.61	1.3%	81%	True	False	73,153,955
80	378.46	319.80	58.66	15.9%	5.12	1.4%	82%	True	False	76,235,919
100	378.46	319.80	58.66	15.9%	4.69	1.3%	82%	True	False	71,151,789
120	378.46	310.68	67.78	18.4%	4.60	1.3%	84%	True	False	70,526,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.00
Widest range in 180 trading days

Fibonacci Retracements and Extensions
4.250	448.29
2.618	421.47
1.618	405.04
1.000	394.89
0.618	388.61
HIGH	378.46
0.618	372.18
0.500	370.25
0.382	368.31
LOW	362.03
0.618	351.88
1.000	345.60
1.618	335.45
2.618	319.02
4.250	292.20

Fisher Pivots for day following 21-Dec-2020
Pivot	1 day	3 day
R1	370.25	370.25
PP	369.45	369.45
S1	368.66	368.66

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

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