SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2022

Day Change Summary
	Previous	Current
	31-Dec-2021	03-Jan-2022	Change	Change %	Previous Week
Open	475.64	476.30	0.66	0.1%	472.06
High	476.86	477.85	0.99	0.2%	479.00
Low	474.67	473.85	-0.82	-0.2%	472.01
Close	474.96	477.71	2.75	0.6%	474.96
Range	2.19	4.00	1.81	82.6%	6.99
ATR	5.55	5.44	-0.11	-2.0%	0.00
Volume	65,237,400	72,668,200	7,430,800	11.4%	279,152,400

Daily Pivots for day following 03-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	488.47	487.09	479.91
R3	484.47	483.09	478.81
R2	480.47	480.47	478.44
R1	479.09	479.09	478.08	479.78
PP	476.47	476.47	476.47	476.82
S1	475.09	475.09	477.34	475.78
S2	472.47	472.47	476.98
S3	468.47	471.09	476.61
S4	464.47	467.09	475.51

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	496.29	492.62	478.80
R3	489.30	485.63	476.88
R2	482.31	482.31	476.24
R1	478.64	478.64	475.60	480.48
PP	475.32	475.32	475.32	476.24
S1	471.65	471.65	474.32	473.49
S2	468.33	468.33	473.68
S3	461.34	464.66	473.04
S4	454.35	457.67	471.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	479.00	473.85	5.15	1.1%	2.98	0.6%	75%	False	True	59,002,400
10	479.00	451.14	27.86	5.8%	4.02	0.8%	95%	False	False	64,409,150
20	479.00	451.14	27.86	5.8%	5.17	1.1%	95%	False	False	80,165,875
40	479.00	448.92	30.08	6.3%	5.17	1.1%	96%	False	False	78,335,607
60	479.00	431.54	47.46	9.9%	4.52	0.9%	97%	False	False	71,847,091
80	479.00	426.36	52.64	11.0%	4.78	1.0%	98%	False	False	78,576,628
100	479.00	426.36	52.64	11.0%	4.42	0.9%	98%	False	False	74,669,001
120	479.00	421.97	57.03	11.9%	4.23	0.9%	98%	False	False	72,332,544

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.93
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	494.85
2.618	488.32
1.618	484.32
1.000	481.85
0.618	480.32
HIGH	477.85
0.618	476.32
0.500	475.85
0.382	475.38
LOW	473.85
0.618	471.38
1.000	469.85
1.618	467.38
2.618	463.38
4.250	456.85

Fisher Pivots for day following 03-Jan-2022
Pivot	1 day	3 day
R1	477.09	477.28
PP	476.47	476.85
S1	475.85	476.43

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

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