SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Dec-2020

Day Change Summary
	Previous	Current
	28-Dec-2020	29-Dec-2020	Change	Change %	Previous Week
Open	371.74	373.81	2.07	0.6%	364.97
High	372.59	374.00	1.41	0.4%	378.46
Low	371.07	370.83	-0.24	-0.1%	362.03
Close	372.17	371.46	-0.71	-0.2%	369.00
Range	1.52	3.17	1.65	108.6%	16.43
ATR	4.42	4.33	-0.09	-2.0%	0.00
Volume	39,000,400	53,680,400	14,680,000	37.6%	217,434,304

Daily Pivots for day following 29-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	381.61	379.70	373.20
R3	378.44	376.53	372.33
R2	375.27	375.27	372.04
R1	373.36	373.36	371.75	372.73
PP	372.10	372.10	372.10	371.78
S1	370.19	370.19	371.17	369.56
S2	368.93	368.93	370.88
S3	365.76	367.02	370.59
S4	362.59	363.85	369.72

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	374.00	366.03	7.97	2.1%	2.19	0.6%	68%	True	False	42,745,680
10	378.46	362.03	16.43	4.4%	3.89	1.0%	57%	False	False	63,326,840
20	378.46	362.03	16.43	4.4%	3.60	1.0%	57%	False	False	60,874,170
40	378.46	327.24	51.22	13.8%	4.05	1.1%	86%	False	False	68,834,029
60	378.46	322.60	55.86	15.0%	4.45	1.2%	87%	False	False	70,077,311
80	378.46	319.80	58.66	15.8%	4.91	1.3%	88%	False	False	74,067,044
100	378.46	319.80	58.66	15.8%	4.66	1.3%	88%	False	False	70,621,552
120	378.46	312.00	66.46	17.9%	4.52	1.2%	89%	False	False	69,374,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	387.47
2.618	382.30
1.618	379.13
1.000	377.17
0.618	375.96
HIGH	374.00
0.618	372.79
0.500	372.42
0.382	372.04
LOW	370.83
0.618	368.87
1.000	367.66
1.618	365.70
2.618	362.53
4.250	357.36

Fisher Pivots for day following 29-Dec-2020
Pivot	1 day	3 day
R1	372.42	371.22
PP	372.10	370.97
S1	371.78	370.73

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

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