SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jan-2022

Day Change Summary
	Previous	Current
	20-Jan-2022	21-Jan-2022	Change	Change %	Previous Week
Open	453.75	445.56	-8.19	-1.8%	459.74
High	458.74	448.06	-10.68	-2.3%	459.96
Low	444.50	437.95	-6.55	-1.5%	437.95
Close	446.75	437.98	-8.77	-2.0%	437.98
Range	14.24	10.11	-4.13	-29.0%	22.01
ATR	6.99	7.21	0.22	3.2%	0.00
Volume	122,379,700	202,271,200	79,891,500	65.3%	543,880,700

Daily Pivots for day following 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	471.66	464.93	443.54
R3	461.55	454.82	440.76
R2	451.44	451.44	439.83
R1	444.71	444.71	438.91	443.02
PP	441.33	441.33	441.33	440.49
S1	434.60	434.60	437.05	432.91
S2	431.22	431.22	436.13
S3	421.11	424.49	435.20
S4	411.00	414.38	432.42

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	511.33	496.66	450.09
R3	489.32	474.65	444.03
R2	467.31	467.31	442.02
R1	452.64	452.64	440.00	448.97
PP	445.30	445.30	445.30	443.46
S1	430.63	430.63	435.96	426.96
S2	423.29	423.29	433.94
S3	401.28	408.62	431.93
S4	379.27	386.61	425.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	465.09	437.95	27.14	6.2%	8.47	1.9%	0%	False	True	127,954,320
10	473.20	437.95	35.25	8.0%	7.75	1.8%	0%	False	True	107,732,650
20	479.98	437.95	42.03	9.6%	6.04	1.4%	0%	False	True	87,408,155
40	479.98	437.95	42.03	9.6%	6.47	1.5%	0%	False	True	93,750,805
60	479.98	437.95	42.03	9.6%	5.41	1.2%	0%	False	True	81,167,736
80	479.98	426.36	53.62	12.2%	5.16	1.2%	22%	False	False	80,094,070
100	479.98	426.36	53.62	12.2%	4.96	1.1%	22%	False	False	79,899,435
120	479.98	426.36	53.62	12.2%	4.61	1.1%	22%	False	False	76,050,704

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	2.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	491.03
2.618	474.53
1.618	464.42
1.000	458.17
0.618	454.31
HIGH	448.06
0.618	444.20
0.500	443.01
0.382	441.81
LOW	437.95
0.618	431.70
1.000	427.84
1.618	421.59
2.618	411.48
4.250	394.98

Fisher Pivots for day following 21-Jan-2022
Pivot	1 day	3 day
R1	443.01	448.78
PP	441.33	445.18
S1	439.66	441.58

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

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