SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Dec-2021

Day Change Summary
	Previous	Current
	22-Dec-2021	23-Dec-2021	Change	Change %	Previous Week
Open	462.79	468.75	5.96	1.3%	470.19
High	467.81	472.19	4.38	0.9%	472.87
Low	462.58	468.64	6.06	1.3%	458.06
Close	467.69	470.60	2.91	0.6%	459.87
Range	5.23	3.55	-1.68	-32.1%	14.81
ATR	6.67	6.52	-0.16	-2.3%	0.00
Volume	58,890,200	56,439,700	-2,450,500	-4.2%	554,093,000

Daily Pivots for day following 23-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	481.13	479.41	472.55
R3	477.58	475.86	471.58
R2	474.03	474.03	471.25
R1	472.31	472.31	470.93	473.17
PP	470.48	470.48	470.48	470.91
S1	468.76	468.76	470.27	469.62
S2	466.93	466.93	469.95
S3	463.38	465.21	469.62
S4	459.83	461.66	468.65

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	472.19	451.14	21.05	4.5%	5.32	1.1%	92%	True	False	85,581,480
10	472.87	451.14	21.73	4.6%	5.90	1.3%	90%	False	False	92,352,360
20	472.87	448.92	23.95	5.1%	6.87	1.5%	91%	False	False	99,822,500
40	473.54	448.92	24.62	5.2%	5.11	1.1%	88%	False	False	77,647,570
60	473.54	426.36	47.18	10.0%	4.88	1.0%	94%	False	False	77,224,550
80	473.54	426.36	47.18	10.0%	4.71	1.0%	94%	False	False	77,986,498
100	473.54	426.36	47.18	10.0%	4.31	0.9%	94%	False	False	73,763,073
120	473.54	421.97	51.57	11.0%	4.23	0.9%	94%	False	False	72,794,991

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	1.44
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	487.28
2.618	481.48
1.618	477.93
1.000	475.74
0.618	474.38
HIGH	472.19
0.618	470.83
0.500	470.42
0.382	470.00
LOW	468.64
0.618	466.45
1.000	465.09
1.618	462.90
2.618	459.35
4.250	453.55

Fisher Pivots for day following 23-Dec-2021
Pivot	1 day	3 day
R1	470.54	468.48
PP	470.48	466.37
S1	470.42	464.25

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

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