SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Dec-2021

Day Change Summary
	Previous	Current
	17-Dec-2021	20-Dec-2021	Change	Change %	Previous Week
Open	461.55	454.48	-7.07	-1.5%	470.19
High	464.74	455.40	-9.34	-2.0%	472.87
Low	458.06	451.14	-6.92	-1.5%	458.06
Close	459.87	454.98	-4.89	-1.1%	459.87
Range	6.68	4.26	-2.42	-36.2%	14.81
ATR	6.51	6.67	0.16	2.4%	0.00
Volume	135,636,500	107,134,800	-28,501,700	-21.0%	554,093,000

Daily Pivots for day following 20-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	466.62	465.06	457.32
R3	462.36	460.80	456.15
R2	458.10	458.10	455.76
R1	456.54	456.54	455.37	457.32
PP	453.84	453.84	453.84	454.23
S1	452.28	452.28	454.59	453.06
S2	449.58	449.58	454.20
S3	445.32	448.02	453.81
S4	441.06	443.76	452.64

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	508.03	498.76	468.02
R3	493.22	483.95	463.94
R2	478.41	478.41	462.59
R1	469.14	469.14	461.23	466.37
PP	463.60	463.60	463.60	462.22
S1	454.33	454.33	458.51	451.56
S2	448.79	448.79	457.15
S3	433.98	439.52	455.80
S4	419.17	424.71	451.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	472.87	451.14	21.73	4.8%	6.92	1.5%	18%	False	True	114,700,640
10	472.87	451.14	21.73	4.8%	6.02	1.3%	18%	False	True	96,738,330
20	473.54	448.92	24.62	5.4%	6.84	1.5%	25%	False	False	100,957,055
40	473.54	448.92	24.62	5.4%	4.96	1.1%	25%	False	False	77,362,357
60	473.54	426.36	47.18	10.4%	4.82	1.1%	61%	False	False	78,707,891
80	473.54	426.36	47.18	10.4%	4.61	1.0%	61%	False	False	77,983,455
100	473.54	426.36	47.18	10.4%	4.27	0.9%	61%	False	False	73,769,594
120	473.54	421.97	51.57	11.3%	4.18	0.9%	64%	False	False	72,750,931

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.90
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	473.51
2.618	466.55
1.618	462.29
1.000	459.66
0.618	458.03
HIGH	455.40
0.618	453.77
0.500	453.27
0.382	452.77
LOW	451.14
0.618	448.51
1.000	446.88
1.618	444.25
2.618	439.99
4.250	433.04

Fisher Pivots for day following 20-Dec-2021
Pivot	1 day	3 day
R1	454.41	462.01
PP	453.84	459.66
S1	453.27	457.32

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

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