SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Dec-2021

Day Change Summary
	Previous	Current
	27-Dec-2021	28-Dec-2021	Change	Change %	Previous Week
Open	472.06	477.72	5.66	1.2%	454.48
High	477.31	478.81	1.50	0.3%	472.19
Low	472.01	476.06	4.05	0.9%	451.14
Close	477.26	476.87	-0.39	-0.1%	470.60
Range	5.30	2.75	-2.55	-48.1%	21.05
ATR	6.53	6.26	-0.27	-4.1%	0.00
Volume	56,808,600	47,274,500	-9,534,100	-16.8%	292,270,900

Daily Pivots for day following 28-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	485.50	483.93	478.38
R3	482.75	481.18	477.63
R2	480.00	480.00	477.37
R1	478.43	478.43	477.12	477.84
PP	477.25	477.25	477.25	476.95
S1	475.68	475.68	476.62	475.09
S2	474.50	474.50	476.37
S3	471.75	472.93	476.11
S4	469.00	470.18	475.36

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	478.81	456.31	22.50	4.7%	4.75	1.0%	91%	True	False	57,843,840
10	478.81	451.14	27.67	5.8%	5.84	1.2%	93%	True	False	86,272,240
20	478.81	448.92	29.89	6.3%	6.72	1.4%	94%	True	False	95,079,735
40	478.81	448.92	29.89	6.3%	5.14	1.1%	94%	True	False	77,209,640
60	478.81	426.36	52.45	11.0%	4.73	1.0%	96%	True	False	74,463,501
80	478.81	426.36	52.45	11.0%	4.77	1.0%	96%	True	False	78,143,136
100	478.81	426.36	52.45	11.0%	4.35	0.9%	96%	True	False	73,946,886
120	478.81	421.97	56.84	11.9%	4.24	0.9%	97%	True	False	72,319,478

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	True
Stretch	1.35
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	490.50
2.618	486.01
1.618	483.26
1.000	481.56
0.618	480.51
HIGH	478.81
0.618	477.76
0.500	477.44
0.382	477.11
LOW	476.06
0.618	474.36
1.000	473.31
1.618	471.61
2.618	468.86
4.250	464.37

Fisher Pivots for day following 28-Dec-2021
Pivot	1 day	3 day
R1	477.44	475.82
PP	477.25	474.77
S1	477.06	473.73

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

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