SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jan-2021

Day Change Summary
	Previous	Current
	05-Jan-2021	06-Jan-2021	Change	Change %	Previous Week
Open	368.10	369.71	1.61	0.4%	371.74
High	372.50	376.98	4.48	1.2%	374.66
Low	368.05	369.12	1.07	0.3%	370.83
Close	371.33	373.55	2.22	0.6%	373.88
Range	4.45	7.86	3.41	76.6%	3.83
ATR	4.55	4.79	0.24	5.2%	0.00
Volume	66,426,200	107,997,600	41,571,400	62.6%	220,656,704

Daily Pivots for day following 06-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	396.80	393.03	377.87
R3	388.94	385.17	375.71
R2	381.08	381.08	374.99
R1	377.31	377.31	374.27	379.20
PP	373.22	373.22	373.22	374.16
S1	369.45	369.45	372.83	371.34
S2	365.36	365.36	372.11
S3	357.50	361.59	371.39
S4	349.64	353.73	369.23

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	384.61	383.08	375.99
R3	380.78	379.25	374.93
R2	376.95	376.95	374.58
R1	375.42	375.42	374.23	376.19
PP	373.12	373.12	373.12	373.51
S1	371.59	371.59	373.53	372.36
S2	369.29	369.29	373.18
S3	365.46	367.76	372.83
S4	361.63	363.93	371.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	376.98	364.82	12.16	3.3%	5.58	1.5%	72%	True	False	82,522,100
10	376.98	364.82	12.16	3.3%	3.89	1.0%	72%	True	False	62,633,890
20	378.46	362.03	16.43	4.4%	4.36	1.2%	70%	False	False	67,354,300
40	378.46	350.51	27.95	7.5%	4.03	1.1%	82%	False	False	67,565,925
60	378.46	322.60	55.86	15.0%	4.58	1.2%	91%	False	False	71,993,946
80	378.46	319.80	58.66	15.7%	4.71	1.3%	92%	False	False	72,720,510
100	378.46	319.80	58.66	15.7%	4.75	1.3%	92%	False	False	72,079,323
120	378.46	319.25	59.21	15.9%	4.53	1.2%	92%	False	False	69,512,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	410.39
2.618	397.56
1.618	389.70
1.000	384.84
0.618	381.84
HIGH	376.98
0.618	373.98
0.500	373.05
0.382	372.12
LOW	369.12
0.618	364.26
1.000	361.26
1.618	356.40
2.618	348.54
4.250	335.72

Fisher Pivots for day following 06-Jan-2021
Pivot	1 day	3 day
R1	373.38	372.67
PP	373.22	371.78
S1	373.05	370.90

Download as Excel Spreadsheet

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

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