SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Dec-2021

Day Change Summary
	Previous	Current
	23-Dec-2021	27-Dec-2021	Change	Change %	Previous Week
Open	468.75	472.06	3.31	0.7%	454.48
High	472.19	477.31	5.12	1.1%	472.19
Low	468.64	472.01	3.37	0.7%	451.14
Close	470.60	477.26	6.66	1.4%	470.60
Range	3.55	5.30	1.75	49.3%	21.05
ATR	6.52	6.53	0.01	0.2%	0.00
Volume	56,439,700	56,808,600	368,900	0.7%	292,270,900

Daily Pivots for day following 27-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	491.43	489.64	480.18
R3	486.13	484.34	478.72
R2	480.83	480.83	478.23
R1	479.04	479.04	477.75	479.94
PP	475.53	475.53	475.53	475.97
S1	473.74	473.74	476.77	474.64
S2	470.23	470.23	476.29
S3	464.93	468.44	475.80
S4	459.63	463.14	474.35

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	527.79	520.25	482.18
R3	506.74	499.20	476.39
R2	485.69	485.69	474.46
R1	478.15	478.15	472.53	481.92
PP	464.64	464.64	464.64	466.53
S1	457.10	457.10	468.67	460.87
S2	443.59	443.59	466.74
S3	422.54	436.05	464.81
S4	401.49	415.00	459.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	477.31	451.14	26.17	5.5%	5.05	1.1%	100%	True	False	69,815,900
10	477.31	451.14	26.17	5.5%	5.99	1.3%	100%	True	False	90,317,250
20	477.31	448.92	28.39	5.9%	6.82	1.4%	100%	True	False	97,029,450
40	477.31	448.92	28.39	5.9%	5.17	1.1%	100%	True	False	77,781,837
60	477.31	426.36	50.95	10.7%	4.83	1.0%	100%	True	False	75,829,595
80	477.31	426.36	50.95	10.7%	4.76	1.0%	100%	True	False	78,087,590
100	477.31	426.36	50.95	10.7%	4.34	0.9%	100%	True	False	73,863,837
120	477.31	421.97	55.34	11.6%	4.25	0.9%	100%	True	False	72,738,817

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	1.28
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	499.84
2.618	491.19
1.618	485.89
1.000	482.61
0.618	480.59
HIGH	477.31
0.618	475.29
0.500	474.66
0.382	474.03
LOW	472.01
0.618	468.73
1.000	466.71
1.618	463.43
2.618	458.13
4.250	449.49

Fisher Pivots for day following 27-Dec-2021
Pivot	1 day	3 day
R1	476.39	474.82
PP	475.53	472.38
S1	474.66	469.95

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

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