SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jan-2022

Day Change Summary
	Previous	Current
	05-Jan-2022	06-Jan-2022	Change	Change %	Previous Week
Open	477.16	467.89	-9.27	-1.9%	472.06
High	477.98	470.82	-7.16	-1.5%	479.00
Low	468.28	465.43	-2.85	-0.6%	472.01
Close	468.38	467.94	-0.44	-0.1%	474.96
Range	9.70	5.39	-4.31	-44.4%	6.99
ATR	5.68	5.66	-0.02	-0.4%	0.00
Volume	104,538,900	86,858,800	-17,680,100	-16.9%	279,152,400

Daily Pivots for day following 06-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	484.23	481.48	470.90
R3	478.84	476.09	469.42
R2	473.45	473.45	468.93
R1	470.70	470.70	468.43	472.08
PP	468.06	468.06	468.06	468.75
S1	465.31	465.31	467.45	466.69
S2	462.67	462.67	466.95
S3	457.28	459.92	466.46
S4	451.89	454.53	464.98

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	465.43	14.55	3.1%	5.14	1.1%	17%	False	True	80,096,380
10	479.98	465.43	14.55	3.1%	4.32	0.9%	17%	False	True	67,083,660
20	479.98	451.14	28.84	6.2%	5.11	1.1%	58%	False	False	79,959,650
40	479.98	448.92	31.06	6.6%	5.42	1.2%	61%	False	False	80,701,397
60	479.98	431.54	48.44	10.4%	4.65	1.0%	75%	False	False	72,707,168
80	479.98	426.36	53.62	11.5%	4.83	1.0%	78%	False	False	78,710,285
100	479.98	426.36	53.62	11.5%	4.53	1.0%	78%	False	False	75,771,330
120	479.98	424.83	55.15	11.8%	4.25	0.9%	78%	False	False	72,195,780

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	0.99
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	493.73
2.618	484.93
1.618	479.54
1.000	476.21
0.618	474.15
HIGH	470.82
0.618	468.76
0.500	468.13
0.382	467.49
LOW	465.43
0.618	462.10
1.000	460.04
1.618	456.71
2.618	451.32
4.250	442.52

Fisher Pivots for day following 06-Jan-2022
Pivot	1 day	3 day
R1	468.13	472.71
PP	468.06	471.12
S1	468.00	469.53

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

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