SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jan-2021

Day Change Summary
	Previous	Current
	13-Jan-2021	14-Jan-2021	Change	Change %	Previous Week
Open	378.69	380.59	1.90	0.5%	375.31
High	380.86	381.13	0.27	0.1%	381.49
Low	377.85	378.10	0.25	0.1%	364.82
Close	379.79	378.46	-1.33	-0.4%	381.26
Range	3.01	3.03	0.02	0.7%	16.67
ATR	4.56	4.45	-0.11	-2.4%	0.00
Volume	45,303,600	49,989,100	4,685,500	10.3%	425,078,600

Daily Pivots for day following 14-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	388.32	386.42	380.13
R3	385.29	383.39	379.29
R2	382.26	382.26	379.02
R1	380.36	380.36	378.74	379.80
PP	379.23	379.23	379.23	378.95
S1	377.33	377.33	378.18	376.77
S2	376.20	376.20	377.90
S3	373.17	374.30	377.63
S4	370.14	371.27	376.79

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	376.36	5.13	1.4%	3.36	0.9%	41%	False	False	54,138,860
10	381.49	364.82	16.67	4.4%	4.71	1.2%	82%	False	False	70,261,640
20	381.49	362.03	19.46	5.1%	4.20	1.1%	84%	False	False	66,063,445
40	381.49	354.15	27.34	7.2%	3.80	1.0%	89%	False	False	62,999,347
60	381.49	322.60	58.89	15.6%	4.43	1.2%	95%	False	False	70,486,836
80	381.49	319.80	61.69	16.3%	4.57	1.2%	95%	False	False	70,743,903
100	381.49	319.80	61.69	16.3%	4.81	1.3%	95%	False	False	72,605,497
120	381.49	319.64	61.85	16.3%	4.52	1.2%	95%	False	False	69,142,354

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	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	394.01
2.618	389.06
1.618	386.03
1.000	384.16
0.618	383.00
HIGH	381.13
0.618	379.97
0.500	379.62
0.382	379.26
LOW	378.10
0.618	376.23
1.000	375.07
1.618	373.20
2.618	370.17
4.250	365.22

Fisher Pivots for day following 14-Jan-2021
Pivot	1 day	3 day
R1	379.62	378.75
PP	379.23	378.65
S1	378.85	378.56

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

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