SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2020

Day Change Summary
	Previous	Current
	23-Jan-2020	24-Jan-2020	Change	Change %	Previous Week
Open	330.63	332.44	1.81	0.5%	330.90
High	332.17	332.53	0.36	0.1%	332.95
Low	329.41	327.36	-2.05	-0.6%	327.36
Close	331.72	328.77	-2.95	-0.9%	328.77
Range	2.76	5.17	2.41	87.4%	5.59
ATR	2.12	2.34	0.22	10.3%	0.00
Volume	51,962,900	87,578,400	35,615,500	68.5%	266,198,500

Daily Pivots for day following 24-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	345.06	342.09	331.61
R3	339.89	336.92	330.19
R2	334.72	334.72	329.72
R1	331.75	331.75	329.24	330.65
PP	329.55	329.55	329.55	329.01
S1	326.58	326.58	328.30	325.48
S2	324.38	324.38	327.82
S3	319.21	321.41	327.35
S4	314.04	316.24	325.93

Weekly Pivots for week ending 24-Jan-2020
	Classic	Woodie	Camarilla	DeMark
R4	346.46	343.21	331.84
R3	340.87	337.62	330.31
R2	335.28	335.28	329.79
R1	332.03	332.03	329.28	330.86
PP	329.69	329.69	329.69	329.11
S1	326.44	326.44	328.26	325.27
S2	324.10	324.10	327.75
S3	318.51	320.85	327.23
S4	312.92	315.26	325.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	332.95	327.36	5.59	1.7%	2.48	0.8%	25%	False	True	72,408,900
10	332.95	325.20	7.75	2.4%	2.17	0.7%	46%	False	False	65,150,689
20	332.95	320.15	12.80	3.9%	2.15	0.7%	67%	False	False	59,228,884
40	332.95	307.13	25.82	7.9%	1.94	0.6%	84%	False	False	60,343,692
60	332.95	301.73	31.22	9.5%	1.85	0.6%	87%	False	False	58,299,025
80	332.95	284.82	48.13	14.6%	2.06	0.6%	91%	False	False	59,353,051
100	332.95	284.82	48.13	14.6%	2.16	0.7%	91%	False	False	60,757,140
120	332.95	281.72	51.23	15.6%	2.52	0.8%	92%	False	False	65,485,937

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	354.50
2.618	346.07
1.618	340.90
1.000	337.70
0.618	335.73
HIGH	332.53
0.618	330.56
0.500	329.95
0.382	329.33
LOW	327.36
0.618	324.16
1.000	322.19
1.618	318.99
2.618	313.82
4.250	305.39

Fisher Pivots for day following 24-Jan-2020
Pivot	1 day	3 day
R1	329.95	330.16
PP	329.55	329.69
S1	329.16	329.23

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

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