SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Dec-2021

Day Change Summary
	Previous	Current
	28-Dec-2021	29-Dec-2021	Change	Change %	Previous Week
Open	477.72	476.98	-0.74	-0.2%	454.48
High	478.81	478.56	-0.25	-0.1%	472.19
Low	476.06	475.92	-0.14	0.0%	451.14
Close	476.87	477.48	0.61	0.1%	470.60
Range	2.75	2.64	-0.11	-4.0%	21.05
ATR	6.26	6.00	-0.26	-4.1%	0.00
Volume	47,274,500	54,502,900	7,228,400	15.3%	292,270,900

Daily Pivots for day following 29-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	485.24	484.00	478.93
R3	482.60	481.36	478.21
R2	479.96	479.96	477.96
R1	478.72	478.72	477.72	479.34
PP	477.32	477.32	477.32	477.63
S1	476.08	476.08	477.24	476.70
S2	474.68	474.68	477.00
S3	472.04	473.44	476.75
S4	469.40	470.80	476.03

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	462.58	16.23	3.4%	3.89	0.8%	92%	False	False	54,783,180
10	478.81	451.14	27.67	5.8%	5.55	1.2%	95%	False	False	81,996,120
20	478.81	448.92	29.89	6.3%	6.42	1.3%	96%	False	False	90,376,900
40	478.81	448.92	29.89	6.3%	5.14	1.1%	96%	False	False	77,361,372
60	478.81	427.54	51.27	10.7%	4.65	1.0%	97%	False	False	73,229,051
80	478.81	426.36	52.45	11.0%	4.77	1.0%	97%	False	False	78,233,993
100	478.81	426.36	52.45	11.0%	4.36	0.9%	97%	False	False	74,022,615
120	478.81	421.97	56.84	11.9%	4.22	0.9%	98%	False	False	72,138,348

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.19
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	489.78
2.618	485.47
1.618	482.83
1.000	481.20
0.618	480.19
HIGH	478.56
0.618	477.55
0.500	477.24
0.382	476.93
LOW	475.92
0.618	474.29
1.000	473.28
1.618	471.65
2.618	469.01
4.250	464.70

Fisher Pivots for day following 29-Dec-2021
Pivot	1 day	3 day
R1	477.40	476.79
PP	477.32	476.10
S1	477.24	475.41

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

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