SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	459.17	456.13	-3.04	-0.7%	464.07
High	460.30	460.79	0.49	0.1%	466.56
Low	448.92	453.56	4.64	1.0%	448.92
Close	453.42	458.79	5.37	1.2%	453.42
Range	11.38	7.23	-4.15	-36.5%	17.64
ATR	6.22	6.30	0.08	1.3%	0.00
Volume	137,331,600	98,977,500	-38,354,100	-27.9%	632,283,500

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	479.40	476.33	462.77
R3	472.17	469.10	460.78
R2	464.94	464.94	460.12
R1	461.87	461.87	459.45	463.41
PP	457.71	457.71	457.71	458.48
S1	454.64	454.64	458.13	456.18
S2	450.48	450.48	457.46
S3	443.25	447.41	456.80
S4	436.02	440.18	454.81

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	509.22	498.96	463.12
R3	491.58	481.32	458.27
R2	473.94	473.94	456.65
R1	463.68	463.68	455.04	459.99
PP	456.30	456.30	456.30	454.46
S1	446.04	446.04	451.80	442.35
S2	438.66	438.66	450.19
S3	421.02	428.40	448.57
S4	403.38	410.76	443.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	464.67	448.92	15.75	3.4%	10.10	2.2%	63%	False	False	128,998,440
10	473.54	448.92	24.62	5.4%	7.67	1.7%	40%	False	False	105,175,780
20	473.54	448.92	24.62	5.4%	5.34	1.2%	40%	False	False	78,134,690
40	473.54	431.54	42.00	9.2%	4.31	0.9%	65%	False	False	68,298,202
60	473.54	426.36	47.18	10.3%	4.67	1.0%	69%	False	False	78,197,370
80	473.54	426.36	47.18	10.3%	4.29	0.9%	69%	False	False	74,045,221
100	473.54	421.97	51.57	11.2%	4.09	0.9%	71%	False	False	71,204,390
120	473.54	414.70	58.84	12.8%	3.88	0.8%	75%	False	False	70,079,330

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	1.85
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	491.52
2.618	479.72
1.618	472.49
1.000	468.02
0.618	465.26
HIGH	460.79
0.618	458.03
0.500	457.18
0.382	456.32
LOW	453.56
0.618	449.09
1.000	446.33
1.618	441.86
2.618	434.63
4.250	422.83

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	458.25	457.48
PP	457.71	456.17
S1	457.18	454.86

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

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