SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2024

Day Change Summary
	Previous	Current
	10-Jan-2024	11-Jan-2024	Change	Change %	Previous Week
Open	474.16	477.59	3.43	0.7%	472.16
High	477.45	478.12	0.67	0.1%	473.67
Low	473.87	472.26	-1.61	-0.3%	466.43
Close	476.56	476.35	-0.21	0.0%	467.92
Range	3.58	5.86	2.28	63.8%	7.24
ATR	4.06	4.19	0.13	3.2%	0.00
Volume	67,310,600	77,940,700	10,630,100	15.8%	396,944,500

Daily Pivots for day following 11-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	493.16	490.61	479.57
R3	487.30	484.75	477.96
R2	481.44	481.44	477.42
R1	478.89	478.89	476.89	477.24
PP	475.58	475.58	475.58	474.75
S1	473.03	473.03	475.81	471.38
S2	469.72	469.72	475.28
S3	463.86	467.17	474.74
S4	458.00	461.31	473.13

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	491.06	486.73	471.90
R3	483.82	479.49	469.91
R2	476.58	476.58	469.25
R1	472.25	472.25	468.58	470.80
PP	469.34	469.34	469.34	468.61
S1	465.01	465.01	467.26	463.56
S2	462.10	462.10	466.59
S3	454.86	457.77	465.93
S4	447.62	450.53	463.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	478.12	466.43	11.69	2.5%	4.70	1.0%	85%	True	False	74,436,120
10	478.12	466.43	11.69	2.5%	3.86	0.8%	85%	True	False	88,244,740
20	478.12	464.12	14.00	2.9%	3.94	0.8%	87%	True	False	87,128,890
40	478.12	446.09	32.03	6.7%	3.52	0.7%	94%	True	False	77,874,927
60	478.12	409.21	68.91	14.5%	3.95	0.8%	97%	True	False	81,577,923
80	478.12	409.21	68.91	14.5%	4.27	0.9%	97%	True	False	83,243,075
100	478.12	409.21	68.91	14.5%	4.19	0.9%	97%	True	False	80,885,956
120	478.12	409.21	68.91	14.5%	4.21	0.9%	97%	True	False	79,879,526

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	503.03
2.618	493.46
1.618	487.60
1.000	483.98
0.618	481.74
HIGH	478.12
0.618	475.88
0.500	475.19
0.382	474.50
LOW	472.26
0.618	468.64
1.000	466.40
1.618	462.78
2.618	456.92
4.250	447.36

Fisher Pivots for day following 11-Jan-2024
Pivot	1 day	3 day
R1	475.96	475.81
PP	475.58	475.27
S1	475.19	474.74

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

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