SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	476.30	479.22	2.92	0.6%	472.06
High	477.85	479.98	2.13	0.4%	479.00
Low	473.85	475.58	1.73	0.4%	472.01
Close	477.71	477.55	-0.16	0.0%	474.96
Range	4.00	4.40	0.40	10.0%	6.99
ATR	5.44	5.37	-0.07	-1.4%	0.00
Volume	72,668,200	71,178,600	-1,489,600	-2.0%	279,152,400

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	490.90	488.63	479.97
R3	486.50	484.23	478.76
R2	482.10	482.10	478.36
R1	479.83	479.83	477.95	478.77
PP	477.70	477.70	477.70	477.17
S1	475.43	475.43	477.15	474.37
S2	473.30	473.30	476.74
S3	468.90	471.03	476.34
S4	464.50	466.63	475.13

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	479.98	473.85	6.13	1.3%	3.31	0.7%	60%	True	False	63,783,220
10	479.98	456.31	23.67	5.0%	4.03	0.8%	90%	True	False	60,813,530
20	479.98	451.14	28.84	6.0%	5.02	1.1%	92%	True	False	78,775,930
40	479.98	448.92	31.06	6.5%	5.18	1.1%	92%	True	False	78,455,310
60	479.98	431.54	48.44	10.1%	4.55	1.0%	95%	True	False	71,790,778
80	479.98	426.36	53.62	11.2%	4.76	1.0%	95%	True	False	78,342,010
100	479.98	426.36	53.62	11.2%	4.43	0.9%	95%	True	False	74,991,363
120	479.98	421.97	58.01	12.1%	4.24	0.9%	96%	True	False	72,466,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	498.68
2.618	491.50
1.618	487.10
1.000	484.38
0.618	482.70
HIGH	479.98
0.618	478.30
0.500	477.78
0.382	477.26
LOW	475.58
0.618	472.86
1.000	471.18
1.618	468.46
2.618	464.06
4.250	456.88

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	477.78	477.34
PP	477.70	477.13
S1	477.63	476.92

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

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