SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	368.08	371.74	3.66	1.0%	364.97
High	369.03	372.59	3.56	1.0%	378.46
Low	367.45	371.07	3.62	1.0%	362.03
Close	369.00	372.17	3.17	0.9%	369.00
Range	1.58	1.52	-0.06	-3.8%	16.43
ATR	4.49	4.42	-0.06	-1.4%	0.00
Volume	26,457,800	39,000,400	12,542,600	47.4%	217,434,304

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	376.50	375.86	373.01
R3	374.98	374.34	372.59
R2	373.46	373.46	372.45
R1	372.82	372.82	372.31	373.14
PP	371.94	371.94	371.94	372.11
S1	371.30	371.30	372.03	371.62
S2	370.42	370.42	371.89
S3	368.90	369.78	371.75
S4	367.38	368.26	371.33

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	419.12	410.49	378.04
R3	402.69	394.06	373.52
R2	386.26	386.26	372.01
R1	377.63	377.63	370.51	381.95
PP	369.83	369.83	369.83	371.99
S1	361.20	361.20	367.49	365.52
S2	353.40	353.40	365.99
S3	336.97	344.77	364.48
S4	320.54	328.34	359.96

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	4.4%	4.85	1.3%	62%	False	False	51,286,940
10	378.46	362.03	16.43	4.4%	4.11	1.1%	62%	False	False	64,880,410
20	378.46	359.17	19.29	5.2%	3.64	1.0%	67%	False	False	62,383,785
40	378.46	322.60	55.86	15.0%	4.15	1.1%	89%	False	False	70,503,234
60	378.46	322.60	55.86	15.0%	4.49	1.2%	89%	False	False	70,673,156
80	378.46	319.80	58.66	15.8%	5.04	1.4%	89%	False	False	75,246,178
100	378.46	319.80	58.66	15.8%	4.66	1.3%	89%	False	False	70,521,542
120	378.46	310.68	67.78	18.2%	4.55	1.2%	91%	False	False	69,621,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.97
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	379.05
2.618	376.57
1.618	375.05
1.000	374.11
0.618	373.53
HIGH	372.59
0.618	372.01
0.500	371.83
0.382	371.65
LOW	371.07
0.618	370.13
1.000	369.55
1.618	368.61
2.618	367.09
4.250	364.61

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	372.06	371.41
PP	371.94	370.66
S1	371.83	369.90

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

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