SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Feb-2022

Day Change Summary
	Previous	Current
	03-Feb-2022	04-Feb-2022	Change	Change %	Previous Week
Open	450.95	446.35	-4.60	-1.0%	441.24
High	452.97	452.78	-0.19	0.0%	458.12
Low	445.71	443.83	-1.88	-0.4%	439.81
Close	446.60	448.70	2.10	0.5%	448.70
Range	7.26	8.95	1.69	23.3%	18.31
ATR	9.25	9.23	-0.02	-0.2%	0.00
Volume	118,024,400	118,454,300	429,900	0.4%	629,246,300

Daily Pivots for day following 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	475.29	470.94	453.62
R3	466.34	461.99	451.16
R2	457.39	457.39	450.34
R1	453.04	453.04	449.52	455.22
PP	448.44	448.44	448.44	449.52
S1	444.09	444.09	447.88	446.27
S2	439.49	439.49	447.06
S3	430.54	435.14	446.24
S4	421.59	426.19	443.78

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	503.81	494.56	458.77
R3	485.50	476.25	453.74
R2	467.19	467.19	452.06
R1	457.94	457.94	450.38	462.57
PP	448.88	448.88	448.88	451.19
S1	439.63	439.63	447.02	444.26
S2	430.57	430.57	445.34
S3	412.26	421.32	443.66
S4	393.95	403.01	438.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	458.12	439.81	18.31	4.1%	7.69	1.7%	49%	False	False	125,849,260
10	458.12	420.76	37.36	8.3%	11.21	2.5%	75%	False	False	155,046,700
20	473.20	420.76	52.44	11.7%	9.48	2.1%	53%	False	False	131,389,675
40	479.98	420.76	59.22	13.2%	7.30	1.6%	47%	False	False	105,674,662
60	479.98	420.76	59.22	13.2%	6.77	1.5%	47%	False	False	97,597,490
80	479.98	420.76	59.22	13.2%	5.86	1.3%	47%	False	False	87,377,795
100	479.98	420.76	59.22	13.2%	5.76	1.3%	47%	False	False	89,246,163
120	479.98	420.76	59.22	13.2%	5.36	1.2%	47%	False	False	85,041,054

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	3.71
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	490.82
2.618	476.21
1.618	467.26
1.000	461.73
0.618	458.31
HIGH	452.78
0.618	449.36
0.500	448.31
0.382	447.25
LOW	443.83
0.618	438.30
1.000	434.88
1.618	429.35
2.618	420.40
4.250	405.79

Fisher Pivots for day following 04-Feb-2022
Pivot	1 day	3 day
R1	448.57	450.98
PP	448.44	450.22
S1	448.31	449.46

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

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