SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	383.18	381.72	-1.46	-0.4%	382.79
High	385.88	381.84	-4.04	-1.0%	384.35
Low	380.00	378.76	-1.24	-0.3%	376.42
Close	383.76	379.38	-4.38	-1.1%	382.43
Range	5.88	3.08	-2.80	-47.6%	7.93
ATR	6.88	6.75	-0.13	-2.0%	0.00
Volume	85,934,100	76,970,400	-8,963,700	-10.4%	273,542,600

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	389.23	387.39	381.07
R3	386.15	384.31	380.23
R2	383.07	383.07	379.94
R1	381.23	381.23	379.66	380.61
PP	379.99	379.99	379.99	379.69
S1	378.15	378.15	379.10	377.53
S2	376.91	376.91	378.82
S3	373.83	375.07	378.53
S4	370.75	371.99	377.69

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	377.83	8.60	2.3%	5.40	1.4%	18%	False	False	77,749,640
10	387.41	374.77	12.64	3.3%	5.86	1.5%	36%	False	False	74,944,320
20	410.49	374.77	35.72	9.4%	5.99	1.6%	13%	False	False	82,836,260
40	410.49	373.61	36.88	9.7%	5.97	1.6%	16%	False	False	81,213,797
60	410.49	348.11	62.38	16.4%	6.75	1.8%	50%	False	False	86,616,371
80	410.49	348.11	62.38	16.4%	7.06	1.9%	50%	False	False	89,884,026
100	431.73	348.11	83.62	22.0%	6.85	1.8%	37%	False	False	85,944,816
120	431.73	348.11	83.62	22.0%	6.67	1.8%	37%	False	False	82,396,316

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	True
Bear Hook	False
Bull Hook	False
Stretch	1.51
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	394.93
2.618	389.90
1.618	386.82
1.000	384.92
0.618	383.74
HIGH	381.84
0.618	380.66
0.500	380.30
0.382	379.94
LOW	378.76
0.618	376.86
1.000	375.68
1.618	373.78
2.618	370.70
4.250	365.67

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	380.30	382.13
PP	379.99	381.21
S1	379.69	380.30

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

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