SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jan-2021

Day Change Summary
	Previous	Current
	21-Jan-2021	22-Jan-2021	Change	Change %	Previous Week
Open	384.49	382.25	-2.24	-0.6%	378.34
High	384.95	384.13	-0.82	-0.2%	384.95
Low	383.25	381.84	-1.42	-0.4%	376.75
Close	384.24	382.88	-1.36	-0.4%	382.88
Range	1.70	2.29	0.59	34.7%	8.20
ATR	4.33	4.19	-0.14	-3.2%	0.00
Volume	47,955,800	52,136,900	4,181,100	8.7%	213,162,000

Daily Pivots for day following 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	389.82	388.64	384.14
R3	387.53	386.35	383.51
R2	385.24	385.24	383.30
R1	384.06	384.06	383.09	384.65
PP	382.95	382.95	382.95	383.24
S1	381.77	381.77	382.67	382.36
S2	380.66	380.66	382.46
S3	378.37	379.48	382.25
S4	376.08	377.19	381.62

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	406.13	402.70	387.39
R3	397.93	394.50	385.14
R2	389.73	389.73	384.38
R1	386.30	386.30	383.63	388.02
PP	381.53	381.53	381.53	382.38
S1	378.10	378.10	382.13	379.82
S2	373.33	373.33	381.38
S3	365.13	369.90	380.63
S4	356.93	361.70	378.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	384.95	373.70	11.25	2.9%	2.89	0.8%	82%	False	False	64,064,380
10	384.95	373.70	11.25	2.9%	3.12	0.8%	82%	False	False	59,101,620
20	384.95	364.82	20.13	5.3%	3.59	0.9%	90%	False	False	61,886,675
40	384.95	359.17	25.78	6.7%	3.67	1.0%	92%	False	False	62,750,255
60	384.95	322.60	62.35	16.3%	4.25	1.1%	97%	False	False	70,498,154
80	384.95	322.60	62.35	16.3%	4.35	1.1%	97%	False	False	70,134,682
100	384.95	319.80	65.15	17.0%	4.81	1.3%	97%	False	False	73,364,065
120	384.95	319.80	65.15	17.0%	4.48	1.2%	97%	False	False	69,300,751

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	0.64
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	393.86
2.618	390.12
1.618	387.83
1.000	386.42
0.618	385.54
HIGH	384.13
0.618	383.25
0.500	382.98
0.382	382.71
LOW	381.84
0.618	380.42
1.000	379.54
1.618	378.13
2.618	375.84
4.250	372.10

Fisher Pivots for day following 22-Jan-2021
Pivot	1 day	3 day
R1	382.98	382.86
PP	382.95	382.84
S1	382.91	382.82

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

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