SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	373.72	379.65	5.93	1.6%	383.67
High	377.34	383.22	5.88	1.6%	385.85
Low	370.38	376.32	5.94	1.6%	368.27
Close	376.23	381.55	5.32	1.4%	370.07
Range	6.96	6.90	-0.06	-0.9%	17.58
ATR	5.40	5.51	0.11	2.1%	0.00
Volume	75,817,600	64,450,600	-11,367,000	-15.0%	457,381,304

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	401.07	398.21	385.35
R3	394.17	391.31	383.45
R2	387.26	387.26	382.82
R1	384.41	384.41	382.18	385.84
PP	380.36	380.36	380.36	381.08
S1	377.51	377.51	380.92	378.93
S2	373.46	373.46	380.28
S3	366.56	370.60	379.65
S4	359.66	363.70	377.75

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	383.22	368.27	14.95	3.9%	7.32	1.9%	89%	True	False	96,916,480
10	385.85	368.27	17.58	4.6%	5.33	1.4%	76%	False	False	75,957,820
20	385.85	368.05	17.80	4.7%	4.64	1.2%	76%	False	False	71,592,815
40	385.85	362.03	23.82	6.2%	4.31	1.1%	82%	False	False	67,605,313
60	385.85	347.65	38.20	10.0%	4.15	1.1%	89%	False	False	68,618,035
80	385.85	322.60	63.25	16.6%	4.50	1.2%	93%	False	False	71,023,003
100	385.85	319.80	66.05	17.3%	4.73	1.2%	93%	False	False	72,503,229
120	385.85	319.80	66.05	17.3%	4.70	1.2%	93%	False	False	71,341,725

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	1.11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	412.55
2.618	401.29
1.618	394.39
1.000	390.12
0.618	387.49
HIGH	383.22
0.618	380.58
0.500	379.77
0.382	378.95
LOW	376.32
0.618	372.05
1.000	369.42
1.618	365.15
2.618	358.25
4.250	346.99

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	380.96	379.62
PP	380.36	377.68
S1	379.77	375.75

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

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