SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jan-2022

Day Change Summary
	Previous	Current
	21-Jan-2022	24-Jan-2022	Change	Change %	Previous Week
Open	445.56	432.03	-13.53	-3.0%	459.74
High	448.06	440.38	-7.68	-1.7%	459.96
Low	437.95	420.76	-17.19	-3.9%	437.95
Close	437.98	439.84	1.86	0.4%	437.98
Range	10.11	19.62	9.51	94.1%	22.01
ATR	7.21	8.10	0.89	12.3%	0.00
Volume	202,271,200	252,496,700	50,225,500	24.8%	543,880,700

Daily Pivots for day following 24-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	492.52	485.80	450.63
R3	472.90	466.18	445.24
R2	453.28	453.28	443.44
R1	446.56	446.56	441.64	449.92
PP	433.66	433.66	433.66	435.34
S1	426.94	426.94	438.04	430.30
S2	414.04	414.04	436.24
S3	394.42	407.32	434.44
S4	374.80	387.70	429.05

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	459.96	420.76	39.20	8.9%	11.35	2.6%	49%	False	True	159,275,480
10	473.20	420.76	52.44	11.9%	9.26	2.1%	36%	False	True	124,471,170
20	479.98	420.76	59.22	13.5%	6.84	1.6%	32%	False	True	97,211,005
40	479.98	420.76	59.22	13.5%	6.85	1.6%	32%	False	True	98,516,752
60	479.98	420.76	59.22	13.5%	5.69	1.3%	32%	False	True	84,168,715
80	479.98	420.76	59.22	13.5%	5.37	1.2%	32%	False	True	82,221,163
100	479.98	420.76	59.22	13.5%	5.14	1.2%	32%	False	True	81,831,400
120	479.98	420.76	59.22	13.5%	4.73	1.1%	32%	False	True	77,671,061

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	2.74
Widest range in 467 trading days

Fibonacci Retracements and Extensions
4.250	523.77
2.618	491.75
1.618	472.13
1.000	460.00
0.618	452.51
HIGH	440.38
0.618	432.89
0.500	430.57
0.382	428.25
LOW	420.76
0.618	408.63
1.000	401.14
1.618	389.01
2.618	369.39
4.250	337.38

Fisher Pivots for day following 24-Jan-2022
Pivot	1 day	3 day
R1	436.75	439.81
PP	433.66	439.78
S1	430.57	439.75

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

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