SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Dec-2020

Day Change Summary
	Previous	Current
	23-Dec-2020	24-Dec-2020	Change	Change %	Previous Week
Open	368.28	368.08	-0.20	-0.1%	368.64
High	369.62	369.03	-0.59	-0.2%	372.46
Low	367.22	367.45	0.23	0.1%	364.47
Close	367.57	369.00	1.43	0.4%	369.18
Range	2.40	1.58	-0.82	-34.2%	7.99
ATR	4.71	4.49	-0.22	-4.7%	0.00
Volume	46,201,400	26,457,800	-19,743,600	-42.7%	392,369,400

Daily Pivots for day following 24-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	373.23	372.70	369.87
R3	371.65	371.12	369.43
R2	370.07	370.07	369.29
R1	369.54	369.54	369.14	369.81
PP	368.49	368.49	368.49	368.63
S1	367.96	367.96	368.86	368.23
S2	366.91	366.91	368.71
S3	365.33	366.38	368.57
S4	363.75	364.80	368.13

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%	5.37	1.5%	42%	False	False	70,795,321
10	378.46	362.03	16.43	4.5%	4.30	1.2%	42%	False	False	66,750,230
20	378.46	359.17	19.29	5.2%	3.65	1.0%	51%	False	False	61,859,465
40	378.46	322.60	55.86	15.1%	4.32	1.2%	83%	False	False	71,793,164
60	378.46	322.60	55.86	15.1%	4.53	1.2%	83%	False	False	71,501,461
80	378.46	319.80	58.66	15.9%	5.09	1.4%	84%	False	False	75,627,923
100	378.46	319.80	58.66	15.9%	4.66	1.3%	84%	False	False	70,560,201
120	378.46	310.68	67.78	18.4%	4.57	1.2%	86%	False	False	69,751,885

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.07
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	375.75
2.618	373.17
1.618	371.59
1.000	370.61
0.618	370.01
HIGH	369.03
0.618	368.43
0.500	368.24
0.382	368.05
LOW	367.45
0.618	366.47
1.000	365.87
1.618	364.89
2.618	363.31
4.250	360.74

Fisher Pivots for day following 24-Dec-2020
Pivot	1 day	3 day
R1	368.75	368.61
PP	368.49	368.22
S1	368.24	367.83

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

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