SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Feb-2022

Day Change Summary
	Previous	Current
	01-Feb-2022	02-Feb-2022	Change	Change %	Previous Week
Open	450.68	455.50	4.82	1.1%	432.03
High	453.63	458.12	4.49	1.0%	444.04
Low	446.94	453.05	6.11	1.4%	420.76
Close	452.95	457.35	4.40	1.0%	441.95
Range	6.69	5.07	-1.62	-24.2%	23.28
ATR	9.36	9.06	-0.30	-3.2%	0.00
Volume	123,155,300	117,360,900	-5,794,400	-4.7%	921,220,700

Daily Pivots for day following 02-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	471.38	469.44	460.14
R3	466.31	464.37	458.74
R2	461.24	461.24	458.28
R1	459.30	459.30	457.81	460.27
PP	456.17	456.17	456.17	456.66
S1	454.23	454.23	456.89	455.20
S2	451.10	451.10	456.42
S3	446.03	449.16	455.96
S4	440.96	444.09	454.56

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	505.42	496.97	454.75
R3	482.14	473.69	448.35
R2	458.86	458.86	446.22
R1	450.41	450.41	444.08	454.64
PP	435.58	435.58	435.58	437.70
S1	427.13	427.13	439.82	431.36
S2	412.30	412.30	437.68
S3	389.02	403.85	435.55
S4	365.74	380.57	429.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	458.12	427.82	30.30	6.6%	9.71	2.1%	97%	True	False	141,420,640
10	458.74	420.76	37.98	8.3%	12.03	2.6%	96%	False	False	163,863,920
20	477.98	420.76	57.22	12.5%	9.43	2.1%	64%	False	False	129,135,625
40	479.98	420.76	59.22	12.9%	7.23	1.6%	62%	False	False	103,955,777
60	479.98	420.76	59.22	12.9%	6.60	1.4%	62%	False	False	95,348,748
80	479.98	420.76	59.22	12.9%	5.77	1.3%	62%	False	False	86,126,990
100	479.98	420.76	59.22	12.9%	5.69	1.2%	62%	False	False	88,500,733
120	479.98	420.76	59.22	12.9%	5.27	1.2%	62%	False	False	84,015,406

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	4.01
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	479.67
2.618	471.39
1.618	466.32
1.000	463.19
0.618	461.25
HIGH	458.12
0.618	456.18
0.500	455.59
0.382	454.99
LOW	453.05
0.618	449.92
1.000	447.98
1.618	444.85
2.618	439.78
4.250	431.50

Fisher Pivots for day following 02-Feb-2022
Pivot	1 day	3 day
R1	456.76	454.56
PP	456.17	451.76
S1	455.59	448.97

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

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