SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2020

Day Change Summary
	Previous	Current
	22-Jan-2020	23-Jan-2020	Change	Change %	Previous Week
Open	332.24	330.63	-1.61	-0.5%	326.39
High	332.95	332.17	-0.78	-0.2%	332.18
Low	331.17	329.41	-1.76	-0.5%	325.92
Close	331.34	331.72	0.38	0.1%	331.95
Range	1.78	2.76	0.98	55.0%	6.26
ATR	2.07	2.12	0.05	2.4%	0.00
Volume	48,914,800	51,962,900	3,048,100	6.2%	332,251,096

Daily Pivots for day following 23-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	339.37	338.31	333.24
R3	336.62	335.55	332.48
R2	333.86	333.86	332.23
R1	332.79	332.79	331.97	333.32
PP	331.10	331.10	331.10	331.37
S1	330.03	330.03	331.47	330.57
S2	328.34	328.34	331.21
S3	325.58	327.27	330.96
S4	322.82	324.51	330.20

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	329.41	3.54	1.1%	1.74	0.5%	65%	False	True	65,703,280
10	332.95	325.20	7.75	2.3%	1.77	0.5%	84%	False	False	61,249,809
20	332.95	320.15	12.80	3.9%	1.92	0.6%	90%	False	False	55,863,464
40	332.95	307.13	25.82	7.8%	1.84	0.6%	95%	False	False	59,373,297
60	332.95	301.73	31.22	9.4%	1.78	0.5%	96%	False	False	57,541,833
80	332.95	284.82	48.13	14.5%	2.02	0.6%	97%	False	False	58,915,355
100	332.95	284.82	48.13	14.5%	2.13	0.6%	97%	False	False	60,510,973
120	332.95	281.72	51.23	15.4%	2.50	0.8%	98%	False	False	65,729,031

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	343.89
2.618	339.39
1.618	336.63
1.000	334.93
0.618	333.87
HIGH	332.17
0.618	331.11
0.500	330.79
0.382	330.46
LOW	329.41
0.618	327.71
1.000	326.65
1.618	324.95
2.618	322.19
4.250	317.69

Fisher Pivots for day following 23-Jan-2020
Pivot	1 day	3 day
R1	331.41	331.54
PP	331.10	331.36
S1	330.79	331.18

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

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