SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2021

Day Change Summary
	Previous	Current
	08-Jan-2021	11-Jan-2021	Change	Change %	Previous Week
Open	380.59	377.85	-2.74	-0.7%	375.31
High	381.49	380.58	-0.91	-0.2%	381.49
Low	377.10	377.72	0.62	0.2%	364.82
Close	381.26	378.69	-2.57	-0.7%	381.26
Range	4.39	2.86	-1.53	-34.8%	16.67
ATR	4.86	4.77	-0.09	-1.9%	0.00
Volume	71,677,200	51,176,700	-20,500,500	-28.6%	425,078,600

Daily Pivots for day following 11-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	387.58	386.00	380.26
R3	384.72	383.13	379.48
R2	381.86	381.86	379.21
R1	380.27	380.27	378.95	381.07
PP	379.00	379.00	379.00	379.39
S1	377.41	377.41	378.43	378.20
S2	376.14	376.14	378.17
S3	373.27	374.55	377.90
S4	370.41	371.69	377.12

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	425.87	420.23	390.43
R3	409.20	403.56	385.84
R2	392.53	392.53	384.32
R1	386.89	386.89	382.79	389.71
PP	375.86	375.86	375.86	377.27
S1	370.22	370.22	379.73	373.04
S2	359.19	359.19	378.20
S3	342.52	353.55	376.68
S4	325.85	336.88	372.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	381.49	368.05	13.44	3.5%	4.71	1.2%	79%	False	False	73,208,900
10	381.49	364.82	16.67	4.4%	4.38	1.2%	83%	False	False	69,691,200
20	381.49	362.03	19.46	5.1%	4.34	1.1%	86%	False	False	68,220,715
40	381.49	351.26	30.23	8.0%	3.88	1.0%	91%	False	False	64,443,812
60	381.49	322.60	58.89	15.6%	4.55	1.2%	95%	False	False	71,660,913
80	381.49	319.80	61.69	16.3%	4.67	1.2%	95%	False	False	72,606,548
100	381.49	319.80	61.69	16.3%	4.81	1.3%	95%	False	False	72,780,779
120	381.49	319.25	62.24	16.4%	4.53	1.2%	96%	False	False	69,637,829

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	392.74
2.618	388.07
1.618	385.21
1.000	383.44
0.618	382.35
HIGH	380.58
0.618	379.49
0.500	379.15
0.382	378.81
LOW	377.72
0.618	375.95
1.000	374.86
1.618	373.09
2.618	370.23
4.250	365.56

Fisher Pivots for day following 11-Jan-2021
Pivot	1 day	3 day
R1	379.15	378.70
PP	379.00	378.70
S1	378.84	378.69

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

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