SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Dec-2020

Day Change Summary
	Previous	Current
	29-Dec-2020	30-Dec-2020	Change	Change %	Previous Week
Open	373.81	372.34	-1.47	-0.4%	364.97
High	374.00	373.10	-0.90	-0.2%	378.46
Low	370.83	371.57	0.74	0.2%	362.03
Close	371.46	371.99	0.53	0.1%	369.00
Range	3.17	1.53	-1.64	-51.7%	16.43
ATR	4.33	4.14	-0.19	-4.4%	0.00
Volume	53,680,400	49,455,200	-4,225,200	-7.9%	217,434,304

Daily Pivots for day following 30-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	376.81	375.93	372.83
R3	375.28	374.40	372.41
R2	373.75	373.75	372.27
R1	372.87	372.87	372.13	372.55
PP	372.22	372.22	372.22	372.06
S1	371.34	371.34	371.85	371.02
S2	370.69	370.69	371.71
S3	369.16	369.81	371.57
S4	367.63	368.28	371.15

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	367.22	6.78	1.8%	2.04	0.5%	70%	False	False	42,959,040
10	378.46	362.03	16.43	4.4%	3.68	1.0%	61%	False	False	61,865,250
20	378.46	362.03	16.43	4.4%	3.54	1.0%	61%	False	False	59,621,685
40	378.46	330.29	48.17	12.9%	3.96	1.1%	87%	False	False	67,918,702
60	378.46	322.60	55.86	15.0%	4.41	1.2%	88%	False	False	70,139,679
80	378.46	319.80	58.66	15.8%	4.77	1.3%	89%	False	False	72,945,782
100	378.46	319.80	58.66	15.8%	4.65	1.3%	89%	False	False	70,543,022
120	378.46	312.00	66.46	17.9%	4.49	1.2%	90%	False	False	69,306,828

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	379.60
2.618	377.11
1.618	375.58
1.000	374.63
0.618	374.05
HIGH	373.10
0.618	372.52
0.500	372.34
0.382	372.15
LOW	371.57
0.618	370.62
1.000	370.04
1.618	369.09
2.618	367.56
4.250	365.07

Fisher Pivots for day following 30-Dec-2020
Pivot	1 day	3 day
R1	372.34	372.42
PP	372.22	372.27
S1	372.11	372.13

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

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