SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jan-2022

Day Change Summary
	Previous	Current
	26-Jan-2022	27-Jan-2022	Change	Change %	Previous Week
Open	440.72	438.26	-2.46	-0.6%	459.74
High	444.04	441.59	-2.45	-0.6%	459.96
Low	428.86	429.45	0.59	0.1%	437.95
Close	433.38	431.24	-2.14	-0.5%	437.98
Range	15.18	12.14	-3.04	-20.0%	22.01
ATR	8.91	9.14	0.23	2.6%	0.00
Volume	186,391,100	149,878,300	-36,512,800	-19.6%	543,880,700

Daily Pivots for day following 27-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	470.51	463.02	437.92
R3	458.37	450.88	434.58
R2	446.23	446.23	433.47
R1	438.74	438.74	432.35	436.42
PP	434.09	434.09	434.09	432.93
S1	426.60	426.60	430.13	424.28
S2	421.95	421.95	429.01
S3	409.81	414.46	427.90
S4	397.67	402.32	424.56

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	448.06	420.76	27.30	6.3%	13.92	3.2%	38%	False	False	191,806,920
10	472.88	420.76	52.12	12.1%	11.13	2.6%	20%	False	False	148,770,810
20	479.98	420.76	59.22	13.7%	8.30	1.9%	18%	False	False	114,495,040
40	479.98	420.76	59.22	13.7%	7.36	1.7%	18%	False	False	102,435,970
60	479.98	420.76	59.22	13.7%	6.19	1.4%	18%	False	False	89,739,261
80	479.98	420.76	59.22	13.7%	5.56	1.3%	18%	False	False	83,545,548
100	479.98	420.76	59.22	13.7%	5.48	1.3%	18%	False	False	85,486,203
120	479.98	420.76	59.22	13.7%	5.02	1.2%	18%	False	False	80,768,019

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3.21
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	493.19
2.618	473.37
1.618	461.23
1.000	453.73
0.618	449.09
HIGH	441.59
0.618	436.95
0.500	435.52
0.382	434.09
LOW	429.45
0.618	421.95
1.000	417.31
1.618	409.81
2.618	397.67
4.250	377.86

Fisher Pivots for day following 27-Jan-2022
Pivot	1 day	3 day
R1	435.52	435.60
PP	434.09	434.14
S1	432.67	432.69

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

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