SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	385.41	380.22	-5.19	-1.3%	378.34
High	385.85	380.32	-5.53	-1.4%	384.95
Low	383.54	372.01	-11.53	-3.0%	376.75
Close	383.79	374.41	-9.38	-2.4%	382.88
Range	2.31	8.31	6.00	259.7%	8.20
ATR	4.20	4.74	0.54	12.9%	0.00
Volume	42,665,200	123,351,000	80,685,800	189.1%	213,162,000

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	400.51	395.77	378.98
R3	392.20	387.46	376.70
R2	383.89	383.89	375.93
R1	379.15	379.15	375.17	377.37
PP	375.58	375.58	375.58	374.69
S1	370.84	370.84	373.65	369.06
S2	367.27	367.27	372.89
S3	358.96	362.53	372.12
S4	350.65	354.22	369.84

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	372.01	13.84	3.7%	4.18	1.1%	17%	False	True	67,302,160
10	385.85	372.01	13.84	3.7%	3.74	1.0%	17%	False	True	65,203,270
20	385.85	364.82	21.03	5.6%	4.16	1.1%	46%	False	False	68,124,600
40	385.85	359.17	26.68	7.1%	3.90	1.0%	57%	False	False	65,254,193
60	385.85	322.60	63.25	16.9%	4.15	1.1%	82%	False	False	69,710,356
80	385.85	322.60	63.25	16.9%	4.41	1.2%	82%	False	False	70,036,017
100	385.85	319.80	66.05	17.6%	4.87	1.3%	83%	False	False	73,821,863
120	385.85	319.80	66.05	17.6%	4.58	1.2%	83%	False	False	70,122,052

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	415.64
2.618	402.08
1.618	393.77
1.000	388.63
0.618	385.46
HIGH	380.32
0.618	377.15
0.500	376.17
0.382	375.18
LOW	372.01
0.618	366.87
1.000	363.70
1.618	358.56
2.618	350.25
4.250	336.69

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	376.17	378.93
PP	375.58	377.42
S1	375.00	375.92

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

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