SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jan-2021

Day Change Summary
	Previous	Current
	25-Jan-2021	26-Jan-2021	Change	Change %	Previous Week
Open	383.67	385.41	1.74	0.5%	378.34
High	384.77	385.85	1.08	0.3%	384.95
Low	378.46	383.54	5.08	1.3%	376.75
Close	384.39	383.79	-0.60	-0.2%	382.88
Range	6.31	2.31	-4.00	-63.4%	8.20
ATR	4.34	4.20	-0.15	-3.3%	0.00
Volume	70,401,904	42,665,200	-27,736,704	-39.4%	213,162,000

Daily Pivots for day following 26-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	391.32	389.87	385.06
R3	389.01	387.56	384.43
R2	386.70	386.70	384.21
R1	385.25	385.25	384.00	384.82
PP	384.39	384.39	384.39	384.18
S1	382.94	382.94	383.58	382.51
S2	382.08	382.08	383.37
S3	379.77	380.63	383.15
S4	377.46	378.32	382.52

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	385.85	378.46	7.39	1.9%	3.34	0.9%	72%	True	False	54,999,160
10	385.85	373.70	12.15	3.2%	3.26	0.8%	83%	True	False	58,122,940
20	385.85	364.82	21.03	5.5%	3.82	1.0%	90%	True	False	63,907,070
40	385.85	359.17	26.68	7.0%	3.73	1.0%	92%	True	False	62,883,268
60	385.85	322.60	63.25	16.5%	4.15	1.1%	97%	True	False	69,164,466
80	385.85	322.60	63.25	16.5%	4.35	1.1%	97%	True	False	69,602,863
100	385.85	319.80	66.05	17.2%	4.84	1.3%	97%	True	False	73,283,753
120	385.85	319.80	66.05	17.2%	4.52	1.2%	97%	True	False	69,451,346

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0.69
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	395.67
2.618	391.90
1.618	389.59
1.000	388.16
0.618	387.28
HIGH	385.85
0.618	384.97
0.500	384.70
0.382	384.42
LOW	383.54
0.618	382.11
1.000	381.23
1.618	379.80
2.618	377.49
4.250	373.72

Fisher Pivots for day following 26-Jan-2021
Pivot	1 day	3 day
R1	384.70	383.25
PP	384.39	382.70
S1	384.09	382.16

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

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