SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	477.93	475.64	-2.29	-0.5%	472.06
High	479.00	476.86	-2.14	-0.4%	479.00
Low	475.67	474.67	-1.00	-0.2%	472.01
Close	476.16	474.96	-1.20	-0.3%	474.96
Range	3.33	2.19	-1.14	-34.2%	6.99
ATR	5.81	5.55	-0.26	-4.5%	0.00
Volume	55,329,000	65,237,400	9,908,400	17.9%	279,152,400

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	482.07	480.70	476.16
R3	479.88	478.51	475.56
R2	477.69	477.69	475.36
R1	476.32	476.32	475.16	475.91
PP	475.50	475.50	475.50	475.29
S1	474.13	474.13	474.76	473.72
S2	473.31	473.31	474.56
S3	471.12	471.94	474.36
S4	468.93	469.75	473.76

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	496.29	492.62	478.80
R3	489.30	485.63	476.88
R2	482.31	482.31	476.24
R1	478.64	478.64	475.60	480.48
PP	475.32	475.32	475.32	476.24
S1	471.65	471.65	474.32	473.49
S2	468.33	468.33	473.68
S3	461.34	464.66	473.04
S4	454.35	457.67	471.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	479.00	472.01	6.99	1.5%	3.24	0.7%	42%	False	False	55,830,480
10	479.00	451.14	27.86	5.9%	4.28	0.9%	85%	False	False	70,705,980
20	479.00	448.92	30.08	6.3%	5.53	1.2%	87%	False	False	83,399,045
40	479.00	448.92	30.08	6.3%	5.12	1.1%	87%	False	False	77,840,077
60	479.00	431.54	47.46	10.0%	4.51	1.0%	91%	False	False	71,843,246
80	479.00	426.36	52.64	11.1%	4.78	1.0%	92%	False	False	78,392,906
100	479.00	426.36	52.64	11.1%	4.39	0.9%	92%	False	False	74,382,662
120	479.00	421.97	57.03	12.0%	4.22	0.9%	93%	False	False	72,261,395

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	1.10
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	486.17
2.618	482.59
1.618	480.40
1.000	479.05
0.618	478.21
HIGH	476.86
0.618	476.02
0.500	475.77
0.382	475.51
LOW	474.67
0.618	473.32
1.000	472.48
1.618	471.13
2.618	468.94
4.250	465.36

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	475.77	476.84
PP	475.50	476.21
S1	475.23	475.59

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

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