SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	467.89	467.95	0.06	0.0%	476.30
High	470.82	469.20	-1.62	-0.3%	479.98
Low	465.43	464.65	-0.78	-0.2%	464.65
Close	467.94	466.09	-1.85	-0.4%	466.09
Range	5.39	4.55	-0.84	-15.6%	15.33
ATR	5.66	5.58	-0.08	-1.4%	0.00
Volume	86,858,800	85,111,500	-1,747,300	-2.0%	420,356,000

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	480.30	477.74	468.59
R3	475.75	473.19	467.34
R2	471.20	471.20	466.92
R1	468.64	468.64	466.51	467.65
PP	466.65	466.65	466.65	466.15
S1	464.09	464.09	465.67	463.10
S2	462.10	462.10	465.26
S3	457.55	459.54	464.84
S4	453.00	454.99	463.59

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	516.23	506.49	474.52
R3	500.90	491.16	470.31
R2	485.57	485.57	468.90
R1	475.83	475.83	467.50	473.04
PP	470.24	470.24	470.24	468.84
S1	460.50	460.50	464.68	457.71
S2	454.91	454.91	463.28
S3	439.58	445.17	461.87
S4	424.25	429.84	457.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	479.98	464.65	15.33	3.3%	5.61	1.2%	9%	False	True	84,071,200
10	479.98	464.65	15.33	3.3%	4.42	0.9%	9%	False	True	69,950,840
20	479.98	451.14	28.84	6.2%	5.16	1.1%	52%	False	False	81,151,600
40	479.98	448.92	31.06	6.7%	5.40	1.2%	55%	False	False	81,093,445
60	479.98	438.58	41.40	8.9%	4.65	1.0%	66%	False	False	72,909,461
80	479.98	426.36	53.62	11.5%	4.82	1.0%	74%	False	False	78,789,276
100	479.98	426.36	53.62	11.5%	4.54	1.0%	74%	False	False	75,695,706
120	479.98	426.36	53.62	11.5%	4.22	0.9%	74%	False	False	72,074,976

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	1.11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	488.54
2.618	481.11
1.618	476.56
1.000	473.75
0.618	472.01
HIGH	469.20
0.618	467.46
0.500	466.93
0.382	466.39
LOW	464.65
0.618	461.84
1.000	460.10
1.618	457.29
2.618	452.74
4.250	445.31

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	466.93	471.32
PP	466.65	469.57
S1	466.37	467.83

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

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