SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	381.11	384.49	3.38	0.9%	377.85
High	384.79	384.95	0.16	0.0%	381.13
Low	380.69	383.25	2.56	0.7%	373.70
Close	383.89	384.24	0.35	0.1%	375.70
Range	4.10	1.70	-2.40	-58.5%	7.43
ATR	4.53	4.33	-0.20	-4.5%	0.00
Volume	61,836,000	47,955,800	-13,880,200	-22.4%	306,177,004

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	389.25	388.44	385.18
R3	387.55	386.74	384.71
R2	385.85	385.85	384.55
R1	385.04	385.04	384.40	384.60
PP	384.15	384.15	384.15	383.92
S1	383.34	383.34	384.08	382.90
S2	382.45	382.45	383.93
S3	380.75	381.64	383.77
S4	379.05	379.94	383.31

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	399.13	394.85	379.79
R3	391.70	387.42	377.74
R2	384.27	384.27	377.06
R1	379.99	379.99	376.38	378.42
PP	376.84	376.84	376.84	376.06
S1	372.56	372.56	375.02	370.99
S2	369.41	369.41	374.34
S3	361.98	365.13	373.66
S4	354.55	357.70	371.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	384.95	373.70	11.25	2.9%	3.04	0.8%	94%	True	False	63,634,820
10	384.95	373.70	11.25	2.9%	3.29	0.9%	94%	True	False	60,764,610
20	384.95	364.82	20.13	5.2%	3.59	0.9%	96%	True	False	61,699,250
40	384.95	354.87	30.09	7.8%	3.72	1.0%	98%	True	False	63,027,597
60	384.95	322.60	62.35	16.2%	4.33	1.1%	99%	True	False	71,153,756
80	384.95	322.60	62.35	16.2%	4.36	1.1%	99%	True	False	70,290,278
100	384.95	319.80	65.15	17.0%	4.81	1.3%	99%	True	False	73,328,585
120	384.95	319.80	65.15	17.0%	4.51	1.2%	99%	True	False	69,576,366

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	0.62
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	392.18
2.618	389.40
1.618	387.70
1.000	386.65
0.618	386.00
HIGH	384.95
0.618	384.30
0.500	384.10
0.382	383.90
LOW	383.25
0.618	382.20
1.000	381.55
1.618	380.50
2.618	378.80
4.250	376.03

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	384.19	383.11
PP	384.15	381.98
S1	384.10	380.85

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

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