SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	479.22	477.16	-2.06	-0.4%	472.06
High	479.98	477.98	-2.00	-0.4%	479.00
Low	475.58	468.28	-7.30	-1.5%	472.01
Close	477.55	468.38	-9.17	-1.9%	474.96
Range	4.40	9.70	5.30	120.5%	6.99
ATR	5.37	5.68	0.31	5.8%	0.00
Volume	71,178,600	104,538,900	33,360,300	46.9%	279,152,400

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	500.65	494.21	473.71
R3	490.95	484.51	471.05
R2	481.25	481.25	470.16
R1	474.81	474.81	469.27	473.18
PP	471.55	471.55	471.55	470.73
S1	465.11	465.11	467.49	463.48
S2	461.85	461.85	466.60
S3	452.15	455.41	465.71
S4	442.45	445.71	463.05

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	468.28	11.70	2.5%	4.72	1.0%	1%	False	True	73,790,420
10	479.98	462.58	17.40	3.7%	4.31	0.9%	33%	False	False	64,286,800
20	479.98	451.14	28.84	6.2%	5.00	1.1%	60%	False	False	79,228,645
40	479.98	448.92	31.06	6.6%	5.37	1.1%	63%	False	False	79,808,655
60	479.98	431.54	48.44	10.3%	4.62	1.0%	76%	False	False	72,445,873
80	479.98	426.36	53.62	11.4%	4.82	1.0%	78%	False	False	78,602,013
100	479.98	426.36	53.62	11.4%	4.52	1.0%	78%	False	False	75,642,050
120	479.98	421.97	58.01	12.4%	4.28	0.9%	80%	False	False	72,705,182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	519.20
2.618	503.37
1.618	493.67
1.000	487.68
0.618	483.97
HIGH	477.98
0.618	474.27
0.500	473.13
0.382	471.99
LOW	468.28
0.618	462.29
1.000	458.58
1.618	452.59
2.618	442.89
4.250	427.06

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	473.13	474.13
PP	471.55	472.21
S1	469.96	470.30

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

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