SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	378.89	378.69	-0.20	-0.1%	375.31
High	379.86	380.86	1.00	0.3%	381.49
Low	376.36	377.85	1.49	0.4%	364.82
Close	378.77	379.79	1.02	0.3%	381.26
Range	3.50	3.01	-0.49	-14.0%	16.67
ATR	4.68	4.56	-0.12	-2.5%	0.00
Volume	52,547,700	45,303,600	-7,244,100	-13.8%	425,078,600

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	388.53	387.17	381.45
R3	385.52	384.16	380.62
R2	382.51	382.51	380.34
R1	381.15	381.15	380.07	381.83
PP	379.50	379.50	379.50	379.84
S1	378.14	378.14	379.51	378.82
S2	376.49	376.49	379.24
S3	373.48	375.13	378.96
S4	370.47	372.12	378.13

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	425.87	420.23	390.43
R3	409.20	403.56	385.84
R2	392.53	392.53	384.32
R1	386.89	386.89	382.79	389.71
PP	375.86	375.86	375.86	377.27
S1	370.22	370.22	379.73	373.04
S2	359.19	359.19	378.20
S3	342.52	353.55	376.68
S4	325.85	336.88	372.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	381.49	375.91	5.58	1.5%	3.55	0.9%	70%	False	False	57,894,400
10	381.49	364.82	16.67	4.4%	4.56	1.2%	90%	False	False	70,208,250
20	381.49	362.03	19.46	5.1%	4.23	1.1%	91%	False	False	66,767,545
40	381.49	354.15	27.34	7.2%	3.80	1.0%	94%	False	False	63,613,147
60	381.49	322.60	58.89	15.5%	4.52	1.2%	97%	False	False	70,794,111
80	381.49	319.80	61.69	16.2%	4.60	1.2%	97%	False	False	71,362,175
100	381.49	319.80	61.69	16.2%	4.81	1.3%	97%	False	False	72,656,672
120	381.49	319.25	62.24	16.4%	4.52	1.2%	97%	False	False	69,340,499

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.51
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	393.65
2.618	388.74
1.618	385.73
1.000	383.87
0.618	382.72
HIGH	380.86
0.618	379.71
0.500	379.36
0.382	379.00
LOW	377.85
0.618	375.99
1.000	374.84
1.618	372.98
2.618	369.97
4.250	365.06

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	379.65	379.40
PP	379.50	379.00
S1	379.36	378.61

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

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