SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Feb-2021

Day Change Summary
	Previous	Current
	29-Jan-2021	01-Feb-2021	Change	Change %	Previous Week
Open	375.63	373.72	-1.91	-0.5%	383.67
High	376.67	377.34	0.67	0.2%	385.85
Low	368.27	370.38	2.11	0.6%	368.27
Close	370.07	376.23	6.16	1.7%	370.07
Range	8.40	6.96	-1.44	-17.1%	17.58
ATR	5.25	5.40	0.14	2.7%	0.00
Volume	126,765,104	75,817,600	-50,947,504	-40.2%	457,381,304

Daily Pivots for day following 01-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	395.54	392.85	380.06
R3	388.58	385.89	378.15
R2	381.61	381.61	377.51
R1	378.92	378.92	376.87	380.27
PP	374.65	374.65	374.65	375.32
S1	371.96	371.96	375.59	373.30
S2	367.68	367.68	374.95
S3	360.72	364.99	374.31
S4	353.76	358.03	372.40

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	427.47	416.35	379.74
R3	409.89	398.77	374.90
R2	392.31	392.31	373.29
R1	381.19	381.19	371.68	377.96
PP	374.73	374.73	374.73	373.12
S1	363.61	363.61	368.46	360.38
S2	357.15	357.15	366.85
S3	339.57	346.03	365.24
S4	321.99	328.45	360.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	385.85	368.27	17.58	4.7%	6.40	1.7%	45%	False	False	92,559,400
10	385.85	368.27	17.58	4.7%	4.89	1.3%	45%	False	False	74,636,090
20	385.85	364.82	21.03	5.6%	4.83	1.3%	54%	False	False	73,880,825
40	385.85	362.03	23.82	6.3%	4.20	1.1%	60%	False	False	67,566,098
60	385.85	339.59	46.26	12.3%	4.17	1.1%	79%	False	False	69,659,853
80	385.85	322.60	63.25	16.8%	4.46	1.2%	85%	False	False	70,929,865
100	385.85	319.80	66.05	17.6%	4.72	1.3%	85%	False	False	72,773,345
120	385.85	319.80	66.05	17.6%	4.68	1.2%	85%	False	False	71,384,645

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	False
Stretch	0.87
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	406.94
2.618	395.57
1.618	388.61
1.000	384.30
0.618	381.64
HIGH	377.34
0.618	374.68
0.500	373.86
0.382	373.04
LOW	370.38
0.618	366.07
1.000	363.41
1.618	359.11
2.618	352.14
4.250	340.78

Fisher Pivots for day following 01-Feb-2021
Pivot	1 day	3 day
R1	375.44	375.85
PP	374.65	375.48
S1	373.86	375.10

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

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