SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jan-2022

Day Change Summary
	Previous	Current
	19-Jan-2022	20-Jan-2022	Change	Change %	Previous Week
Open	458.13	453.75	-4.38	-1.0%	462.70
High	459.61	458.74	-0.87	-0.2%	473.20
Low	451.46	444.50	-6.96	-1.5%	456.60
Close	451.75	446.75	-5.00	-1.1%	464.72
Range	8.15	14.24	6.09	74.7%	16.60
ATR	6.43	6.99	0.56	8.7%	0.00
Volume	109,357,500	122,379,700	13,022,200	11.9%	448,334,300

Daily Pivots for day following 20-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	492.72	483.97	454.58
R3	478.48	469.73	450.67
R2	464.24	464.24	449.36
R1	455.49	455.49	448.06	452.75
PP	450.00	450.00	450.00	448.62
S1	441.25	441.25	445.44	438.51
S2	435.76	435.76	444.14
S3	421.52	427.01	442.83
S4	407.28	412.77	438.92

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	514.65	506.29	473.85
R3	498.04	489.68	469.29
R2	481.44	481.44	467.76
R1	473.08	473.08	466.24	477.26
PP	464.84	464.84	464.84	466.93
S1	456.48	456.48	463.20	460.66
S2	448.24	448.24	461.68
S3	431.63	439.88	460.15
S4	415.03	423.27	455.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	472.88	444.50	28.38	6.4%	8.33	1.9%	8%	False	True	105,734,700
10	473.20	444.50	28.70	6.4%	7.28	1.6%	8%	False	True	96,191,410
20	479.98	444.50	35.48	7.9%	5.80	1.3%	6%	False	True	80,239,105
40	479.98	444.50	35.48	7.9%	6.34	1.4%	6%	False	True	90,524,187
60	479.98	444.50	35.48	7.9%	5.29	1.2%	6%	False	True	78,731,135
80	479.98	426.36	53.62	12.0%	5.13	1.1%	38%	False	False	79,196,133
100	479.98	426.36	53.62	12.0%	4.88	1.1%	38%	False	False	78,360,296
120	479.98	426.36	53.62	12.0%	4.56	1.0%	38%	False	False	74,854,970

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	2.02
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	519.26
2.618	496.02
1.618	481.78
1.000	472.98
0.618	467.54
HIGH	458.74
0.618	453.30
0.500	451.62
0.382	449.94
LOW	444.50
0.618	435.70
1.000	430.26
1.618	421.46
2.618	407.22
4.250	383.98

Fisher Pivots for day following 20-Jan-2022
Pivot	1 day	3 day
R1	451.62	452.23
PP	450.00	450.40
S1	448.37	448.58

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

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