SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2023

Day Change Summary
	Previous	Current
	30-Dec-2022	03-Jan-2023	Change	Change %	Previous Week
Open	380.64	384.37	3.73	1.0%	382.79
High	382.58	386.43	3.85	1.0%	384.35
Low	378.43	377.83	-0.60	-0.2%	376.42
Close	382.43	380.82	-1.61	-0.4%	382.43
Range	4.15	8.60	4.45	107.2%	7.93
ATR	6.83	6.96	0.13	1.8%	0.00
Volume	84,022,200	74,850,700	-9,171,500	-10.9%	273,542,600

Daily Pivots for day following 03-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	407.49	402.75	385.55
R3	398.89	394.16	383.18
R2	390.29	390.29	382.40
R1	385.56	385.56	381.61	383.63
PP	381.69	381.69	381.69	380.73
S1	376.96	376.96	380.03	375.03
S2	373.09	373.09	379.24
S3	364.50	368.36	378.46
S4	355.90	359.76	376.09

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	404.86	401.57	386.79
R3	396.93	393.64	384.61
R2	389.00	389.00	383.88
R1	385.71	385.71	383.16	383.39
PP	381.07	381.07	381.07	379.91
S1	377.78	377.78	381.70	375.46
S2	373.14	373.14	380.98
S3	365.21	369.85	380.25
S4	357.28	361.92	378.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	386.43	376.42	10.01	2.6%	5.70	1.5%	44%	True	False	69,678,660
10	387.41	374.77	12.64	3.3%	5.96	1.6%	48%	False	False	74,084,400
20	410.49	374.77	35.72	9.4%	6.30	1.7%	17%	False	False	82,454,135
40	410.49	370.00	40.49	10.6%	6.09	1.6%	27%	False	False	81,435,985
60	410.49	348.11	62.38	16.4%	6.92	1.8%	52%	False	False	86,965,166
80	411.73	348.11	63.62	16.7%	7.06	1.9%	51%	False	False	89,672,258
100	431.73	348.11	83.62	22.0%	6.88	1.8%	39%	False	False	85,527,613
120	431.73	348.11	83.62	22.0%	6.70	1.8%	39%	False	False	82,445,155

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.40
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	422.98
2.618	408.94
1.618	400.34
1.000	395.03
0.618	391.74
HIGH	386.43
0.618	383.15
0.500	382.13
0.382	381.12
LOW	377.83
0.618	372.52
1.000	369.23
1.618	363.92
2.618	355.32
4.250	341.29

Fisher Pivots for day following 03-Jan-2023
Pivot	1 day	3 day
R1	382.13	382.13
PP	381.69	381.69
S1	381.26	381.26

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

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