SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jan-2022

Day Change Summary
	Previous	Current
	11-Jan-2022	12-Jan-2022	Change	Change %	Previous Week
Open	465.23	471.59	6.36	1.4%	476.30
High	469.85	473.20	3.35	0.7%	479.98
Low	462.05	468.94	6.89	1.5%	464.65
Close	469.75	471.02	1.27	0.3%	466.09
Range	7.80	4.26	-3.54	-45.4%	15.33
ATR	6.00	5.87	-0.12	-2.1%	0.00
Volume	74,303,000	67,605,400	-6,697,600	-9.0%	420,356,000

Daily Pivots for day following 12-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	483.83	481.69	473.36
R3	479.57	477.43	472.19
R2	475.31	475.31	471.80
R1	473.17	473.17	471.41	472.11
PP	471.05	471.05	471.05	470.53
S1	468.91	468.91	470.63	467.85
S2	466.79	466.79	470.24
S3	462.53	464.65	469.85
S4	458.27	460.39	468.68

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	473.20	456.60	16.60	3.5%	6.23	1.3%	87%	True	False	86,648,120
10	479.98	456.60	23.38	5.0%	5.48	1.2%	62%	False	False	80,219,270
20	479.98	451.14	28.84	6.1%	5.51	1.2%	69%	False	False	81,107,695
40	479.98	448.92	31.06	6.6%	5.73	1.2%	71%	False	False	84,242,817
60	479.98	448.27	31.71	6.7%	4.83	1.0%	72%	False	False	73,952,130
80	479.98	426.36	53.62	11.4%	4.88	1.0%	83%	False	False	77,521,940
100	479.98	426.36	53.62	11.4%	4.60	1.0%	83%	False	False	75,766,681
120	479.98	426.36	53.62	11.4%	4.32	0.9%	83%	False	False	72,782,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.67
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	491.31
2.618	484.35
1.618	480.09
1.000	477.46
0.618	475.83
HIGH	473.20
0.618	471.57
0.500	471.07
0.382	470.57
LOW	468.94
0.618	466.31
1.000	464.68
1.618	462.05
2.618	457.79
4.250	450.84

Fisher Pivots for day following 12-Jan-2022
Pivot	1 day	3 day
R1	471.07	468.98
PP	471.05	466.94
S1	471.04	464.90

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

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