SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Feb-2021

Day Change Summary
	Previous	Current
	03-Feb-2021	04-Feb-2021	Change	Change %	Previous Week
Open	382.43	382.96	0.53	0.1%	383.67
High	383.70	386.24	2.54	0.7%	385.85
Low	380.48	381.97	1.49	0.4%	368.27
Close	381.85	386.19	4.34	1.1%	370.07
Range	3.22	4.27	1.05	32.7%	17.58
ATR	5.35	5.28	-0.07	-1.3%	0.00
Volume	52,427,000	47,142,500	-5,284,500	-10.1%	457,381,304

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	397.62	396.18	388.54
R3	393.35	391.91	387.37
R2	389.07	389.07	386.97
R1	387.63	387.63	386.58	388.35
PP	384.80	384.80	384.80	385.16
S1	383.36	383.36	385.80	384.08
S2	380.52	380.52	385.41
S3	376.25	379.08	385.01
S4	371.98	374.81	383.84

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	386.24	368.27	17.97	4.7%	5.95	1.5%	100%	True	False	73,320,560
10	386.24	368.27	17.97	4.7%	5.50	1.4%	100%	True	False	74,935,590
20	386.24	368.27	17.97	4.7%	4.40	1.1%	100%	True	False	67,850,100
40	386.24	362.03	24.21	6.3%	4.38	1.1%	100%	True	False	67,602,200
60	386.24	350.51	35.73	9.3%	4.16	1.1%	100%	True	False	67,660,650
80	386.24	322.60	63.64	16.5%	4.54	1.2%	100%	True	False	70,957,985
100	386.24	319.80	66.44	17.2%	4.64	1.2%	100%	True	False	71,746,428
120	386.24	319.80	66.44	17.2%	4.69	1.2%	100%	True	False	71,374,453

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	1.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	404.41
2.618	397.43
1.618	393.16
1.000	390.51
0.618	388.88
HIGH	386.24
0.618	384.61
0.500	384.10
0.382	383.60
LOW	381.97
0.618	379.32
1.000	377.69
1.618	375.05
2.618	370.77
4.250	363.80

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	385.49	384.55
PP	384.80	382.92
S1	384.10	381.28

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

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