SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	371.78	375.31	3.53	0.9%	371.74
High	374.66	375.45	0.79	0.2%	374.66
Low	371.23	364.82	-6.41	-1.7%	370.83
Close	373.88	368.79	-5.09	-1.4%	373.88
Range	3.43	10.63	7.20	210.1%	3.83
ATR	4.09	4.56	0.47	11.4%	0.00
Volume	78,520,704	110,210,800	31,690,096	40.4%	220,656,704

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	401.58	395.81	374.64
R3	390.95	385.18	371.71
R2	380.32	380.32	370.74
R1	374.55	374.55	369.76	372.12
PP	369.69	369.69	369.69	368.47
S1	363.92	363.92	367.82	361.49
S2	359.06	359.06	366.84
S3	348.43	353.29	365.87
S4	337.80	342.66	362.94

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	384.61	383.08	375.99
R3	380.78	379.25	374.93
R2	376.95	376.95	374.58
R1	375.42	375.42	374.23	376.19
PP	373.12	373.12	373.12	373.51
S1	371.59	371.59	373.53	372.36
S2	369.29	369.29	373.18
S3	365.46	367.76	372.83
S4	361.63	363.93	371.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	375.45	364.82	10.63	2.9%	4.06	1.1%	37%	True	True	66,173,500
10	378.46	362.03	16.43	4.5%	4.71	1.3%	41%	False	False	68,484,411
20	378.46	362.03	16.43	4.5%	3.97	1.1%	41%	False	False	63,617,810
40	378.46	347.65	30.81	8.4%	3.91	1.1%	69%	False	False	67,130,644
60	378.46	322.60	55.86	15.1%	4.45	1.2%	83%	False	False	70,833,066
80	378.46	319.80	58.66	15.9%	4.75	1.3%	84%	False	False	72,730,832
100	378.46	319.80	58.66	15.9%	4.71	1.3%	84%	False	False	71,291,507
120	378.46	319.09	59.37	16.1%	4.47	1.2%	84%	False	False	69,240,804

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	0.72
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	420.63
2.618	403.28
1.618	392.65
1.000	386.08
0.618	382.02
HIGH	375.45
0.618	371.39
0.500	370.14
0.382	368.88
LOW	364.82
0.618	358.25
1.000	354.19
1.618	347.62
2.618	336.99
4.250	319.64

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	370.14	370.14
PP	369.69	369.69
S1	369.24	369.24

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

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