SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Dec-2021

Day Change Summary
	Previous	Current
	29-Dec-2021	30-Dec-2021	Change	Change %	Previous Week
Open	476.98	477.93	0.95	0.2%	454.48
High	478.56	479.00	0.44	0.1%	472.19
Low	475.92	475.67	-0.25	-0.1%	451.14
Close	477.48	476.16	-1.32	-0.3%	470.60
Range	2.64	3.33	0.69	26.1%	21.05
ATR	6.00	5.81	-0.19	-3.2%	0.00
Volume	54,502,900	55,329,000	826,100	1.5%	292,270,900

Daily Pivots for day following 30-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	486.93	484.88	477.99
R3	483.60	481.55	477.08
R2	480.27	480.27	476.77
R1	478.22	478.22	476.47	477.58
PP	476.94	476.94	476.94	476.63
S1	474.89	474.89	475.85	474.25
S2	473.61	473.61	475.55
S3	470.28	471.56	475.24
S4	466.95	468.23	474.33

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	479.00	468.64	10.36	2.2%	3.51	0.7%	73%	True	False	54,070,940
10	479.00	451.14	27.86	5.9%	4.87	1.0%	90%	True	False	75,839,100
20	479.00	448.92	30.08	6.3%	5.86	1.2%	91%	True	False	86,519,060
40	479.00	448.92	30.08	6.3%	5.17	1.1%	91%	True	False	77,521,887
60	479.00	427.54	51.46	10.8%	4.60	1.0%	94%	True	False	72,639,826
80	479.00	426.36	52.64	11.1%	4.79	1.0%	95%	True	False	78,279,712
100	479.00	426.36	52.64	11.1%	4.38	0.9%	95%	True	False	74,163,680
120	479.00	421.97	57.03	12.0%	4.22	0.9%	95%	True	False	72,158,677

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	493.15
2.618	487.72
1.618	484.39
1.000	482.33
0.618	481.06
HIGH	479.00
0.618	477.73
0.500	477.34
0.382	476.94
LOW	475.67
0.618	473.61
1.000	472.34
1.618	470.28
2.618	466.95
4.250	461.52

Fisher Pivots for day following 30-Dec-2021
Pivot	1 day	3 day
R1	477.34	477.34
PP	476.94	476.94
S1	476.55	476.55

Download as Excel Spreadsheet

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

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