SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2022

Day Change Summary
	Previous	Current
	10-Jan-2022	11-Jan-2022	Change	Change %	Previous Week
Open	462.70	465.23	2.53	0.5%	476.30
High	465.74	469.85	4.11	0.9%	479.98
Low	456.60	462.05	5.45	1.2%	464.65
Close	465.51	469.75	4.24	0.9%	466.09
Range	9.14	7.80	-1.34	-14.7%	15.33
ATR	5.86	6.00	0.14	2.4%	0.00
Volume	119,361,900	74,303,000	-45,058,900	-37.7%	420,356,000

Daily Pivots for day following 11-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	490.62	487.98	474.04
R3	482.82	480.18	471.90
R2	475.02	475.02	471.18
R1	472.38	472.38	470.47	473.70
PP	467.22	467.22	467.22	467.88
S1	464.58	464.58	469.04	465.90
S2	459.42	459.42	468.32
S3	451.62	456.78	467.61
S4	443.82	448.98	465.46

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	477.98	456.60	21.38	4.6%	7.32	1.6%	62%	False	False	94,034,820
10	479.98	456.60	23.38	5.0%	5.31	1.1%	56%	False	False	78,909,020
20	479.98	451.14	28.84	6.1%	5.57	1.2%	65%	False	False	82,590,630
40	479.98	448.92	31.06	6.6%	5.69	1.2%	67%	False	False	83,727,192
60	479.98	443.27	36.71	7.8%	4.83	1.0%	72%	False	False	73,862,260
80	479.98	426.36	53.62	11.4%	4.92	1.0%	81%	False	False	78,757,441
100	479.98	426.36	53.62	11.4%	4.60	1.0%	81%	False	False	75,810,714
120	479.98	426.36	53.62	11.4%	4.31	0.9%	81%	False	False	72,750,493

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	1.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	503.00
2.618	490.27
1.618	482.47
1.000	477.65
0.618	474.67
HIGH	469.85
0.618	466.87
0.500	465.95
0.382	465.03
LOW	462.05
0.618	457.23
1.000	454.25
1.618	449.43
2.618	441.63
4.250	428.90

Fisher Pivots for day following 11-Jan-2022
Pivot	1 day	3 day
R1	468.48	467.57
PP	467.22	465.40
S1	465.95	463.22

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

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