SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Dec-2021

Day Change Summary
	Previous	Current
	20-Dec-2021	21-Dec-2021	Change	Change %	Previous Week
Open	454.48	458.61	4.13	0.9%	470.19
High	455.40	463.21	7.81	1.7%	472.87
Low	451.14	456.31	5.17	1.1%	458.06
Close	454.98	463.06	8.08	1.8%	459.87
Range	4.26	6.90	2.64	62.0%	14.81
ATR	6.67	6.78	0.11	1.7%	0.00
Volume	107,134,800	69,806,200	-37,328,600	-34.8%	554,093,000

Daily Pivots for day following 21-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	481.56	479.21	466.86
R3	474.66	472.31	464.96
R2	467.76	467.76	464.33
R1	465.41	465.41	463.69	466.59
PP	460.86	460.86	460.86	461.45
S1	458.51	458.51	462.43	459.69
S2	453.96	453.96	461.80
S3	447.06	451.61	461.16
S4	440.16	444.71	459.27

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	4.7%	7.21	1.6%	55%	False	False	109,209,060
10	472.87	451.14	21.73	4.7%	5.69	1.2%	55%	False	False	94,170,490
20	472.87	448.92	23.95	5.2%	6.88	1.5%	59%	False	False	100,809,270
40	473.54	448.92	24.62	5.3%	5.04	1.1%	57%	False	False	77,977,150
60	473.54	426.36	47.18	10.2%	4.90	1.1%	78%	False	False	78,848,476
80	473.54	426.36	47.18	10.2%	4.65	1.0%	78%	False	False	77,890,593
100	473.54	426.36	47.18	10.2%	4.31	0.9%	78%	False	False	73,778,144
120	473.54	421.97	51.57	11.1%	4.22	0.9%	80%	False	False	72,887,308

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.69
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	492.54
2.618	481.27
1.618	474.37
1.000	470.11
0.618	467.47
HIGH	463.21
0.618	460.57
0.500	459.76
0.382	458.95
LOW	456.31
0.618	452.05
1.000	449.41
1.618	445.15
2.618	438.25
4.250	426.99

Fisher Pivots for day following 21-Dec-2021
Pivot	1 day	3 day
R1	461.96	461.35
PP	460.86	459.65
S1	459.76	457.94

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

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