SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jan-2020

Day Change Summary
	Previous	Current
	21-Jan-2020	22-Jan-2020	Change	Change %	Previous Week
Open	330.90	332.24	1.34	0.4%	326.39
High	332.18	332.95	0.77	0.2%	332.18
Low	330.82	331.17	0.35	0.1%	325.92
Close	331.30	331.34	0.04	0.0%	331.95
Range	1.36	1.78	0.42	30.9%	6.26
ATR	2.09	2.07	-0.02	-1.1%	0.00
Volume	77,742,400	48,914,800	-28,827,600	-37.1%	332,251,096

Daily Pivots for day following 22-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	337.16	336.03	332.32
R3	335.38	334.25	331.83
R2	333.60	333.60	331.67
R1	332.47	332.47	331.50	332.15
PP	331.82	331.82	331.82	331.66
S1	330.69	330.69	331.18	330.37
S2	330.04	330.04	331.01
S3	328.26	328.91	330.85
S4	326.48	327.13	330.36

Weekly Pivots for week ending 17-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	348.80	346.63	335.39
R3	342.54	340.37	333.67
R2	336.28	336.28	333.10
R1	334.11	334.11	332.52	335.20
PP	330.02	330.02	330.02	330.56
S1	327.85	327.85	331.38	328.94
S2	323.76	323.76	330.80
S3	317.50	321.59	330.23
S4	311.24	315.33	328.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	332.95	327.26	5.69	1.7%	1.54	0.5%	72%	True	False	69,721,999
10	332.95	322.67	10.28	3.1%	1.81	0.5%	84%	True	False	62,896,929
20	332.95	320.15	12.80	3.9%	1.81	0.5%	87%	True	False	55,916,099
40	332.95	307.13	25.82	7.8%	1.81	0.5%	94%	True	False	59,195,480
60	332.95	299.68	33.27	10.0%	1.77	0.5%	95%	True	False	57,429,208
80	332.95	284.82	48.13	14.5%	2.04	0.6%	97%	True	False	59,325,582
100	332.95	284.82	48.13	14.5%	2.13	0.6%	97%	True	False	60,571,333
120	332.95	281.72	51.23	15.5%	2.54	0.8%	97%	True	False	66,484,728

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	340.52
2.618	337.61
1.618	335.83
1.000	334.73
0.618	334.05
HIGH	332.95
0.618	332.27
0.500	332.06
0.382	331.85
LOW	331.17
0.618	330.07
1.000	329.39
1.618	328.29
2.618	326.51
4.250	323.61

Fisher Pivots for day following 22-Jan-2020
Pivot	1 day	3 day
R1	332.06	331.89
PP	331.82	331.70
S1	331.58	331.52

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

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