SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2023

Day Change Summary
	Previous	Current
	03-Jan-2023	04-Jan-2023	Change	Change %	Previous Week
Open	384.37	383.18	-1.19	-0.3%	382.79
High	386.43	385.88	-0.55	-0.1%	384.35
Low	377.83	380.00	2.17	0.6%	376.42
Close	380.82	383.76	2.94	0.8%	382.43
Range	8.60	5.88	-2.72	-31.6%	7.93
ATR	6.96	6.88	-0.08	-1.1%	0.00
Volume	74,850,700	85,934,100	11,083,400	14.8%	273,542,600

Daily Pivots for day following 04-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	400.85	398.19	386.99
R3	394.97	392.31	385.38
R2	389.09	389.09	384.84
R1	386.43	386.43	384.30	387.76
PP	383.21	383.21	383.21	383.88
S1	380.55	380.55	383.22	381.88
S2	377.33	377.33	382.68
S3	371.45	374.67	382.14
S4	365.57	368.79	380.53

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%	6.17	1.6%	73%	False	False	76,537,860
10	387.41	374.77	12.64	3.3%	5.99	1.6%	71%	False	False	74,690,000
20	410.49	374.77	35.72	9.3%	6.26	1.6%	25%	False	False	82,886,350
40	410.49	373.61	36.88	9.6%	6.02	1.6%	28%	False	False	80,996,710
60	410.49	348.11	62.38	16.3%	6.81	1.8%	57%	False	False	86,600,910
80	411.73	348.11	63.62	16.6%	7.07	1.8%	56%	False	False	89,787,598
100	431.73	348.11	83.62	21.8%	6.88	1.8%	43%	False	False	85,792,057
120	431.73	348.11	83.62	21.8%	6.68	1.7%	43%	False	False	82,413,732

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	1.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	410.87
2.618	401.27
1.618	395.39
1.000	391.76
0.618	389.51
HIGH	385.88
0.618	383.63
0.500	382.94
0.382	382.25
LOW	380.00
0.618	376.37
1.000	374.12
1.618	370.49
2.618	364.61
4.250	355.01

Fisher Pivots for day following 04-Jan-2023
Pivot	1 day	3 day
R1	383.49	383.22
PP	383.21	382.67
S1	382.94	382.13

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

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