SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Jan-2021

Day Change Summary
	Previous	Current
	14-Jan-2021	15-Jan-2021	Change	Change %	Previous Week
Open	380.59	376.72	-3.87	-1.0%	377.85
High	381.13	377.58	-3.55	-0.9%	381.13
Low	378.10	373.70	-4.40	-1.2%	373.70
Close	378.46	375.70	-2.76	-0.7%	375.70
Range	3.03	3.88	0.85	28.1%	7.43
ATR	4.45	4.47	0.02	0.5%	0.00
Volume	49,989,100	107,159,904	57,170,804	114.4%	306,177,004

Daily Pivots for day following 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	387.30	385.38	377.83
R3	383.42	381.50	376.77
R2	379.54	379.54	376.41
R1	377.62	377.62	376.06	376.64
PP	375.66	375.66	375.66	375.17
S1	373.74	373.74	375.34	372.76
S2	371.78	371.78	374.99
S3	367.90	369.86	374.63
S4	364.02	365.98	373.57

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	399.13	394.85	379.79
R3	391.70	387.42	377.74
R2	384.27	384.27	377.06
R1	379.99	379.99	376.38	378.42
PP	376.84	376.84	376.84	376.06
S1	372.56	372.56	375.02	370.99
S2	369.41	369.41	374.34
S3	361.98	365.13	373.66
S4	354.55	357.70	371.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	381.13	373.70	7.43	2.0%	3.26	0.9%	27%	False	True	61,235,400
10	381.49	364.82	16.67	4.4%	4.76	1.3%	65%	False	False	73,125,560
20	381.49	362.03	19.46	5.2%	4.28	1.1%	70%	False	False	68,500,415
40	381.49	354.15	27.34	7.3%	3.80	1.0%	79%	False	False	64,025,570
60	381.49	322.60	58.89	15.7%	4.42	1.2%	90%	False	False	71,271,971
80	381.49	319.80	61.69	16.4%	4.55	1.2%	91%	False	False	71,288,251
100	381.49	319.80	61.69	16.4%	4.82	1.3%	91%	False	False	73,191,210
120	381.49	319.64	61.85	16.5%	4.53	1.2%	91%	False	False	69,632,913

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	394.07
2.618	387.74
1.618	383.86
1.000	381.46
0.618	379.98
HIGH	377.58
0.618	376.10
0.500	375.64
0.382	375.18
LOW	373.70
0.618	371.30
1.000	369.82
1.618	367.42
2.618	363.54
4.250	357.21

Fisher Pivots for day following 15-Jan-2021
Pivot	1 day	3 day
R1	375.68	377.42
PP	375.66	376.84
S1	375.64	376.27

Download as Excel Spreadsheet

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

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