SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Jan-2023

Day Change Summary
	Previous	Current
	05-Jan-2023	06-Jan-2023	Change	Change %	Previous Week
Open	381.72	382.61	0.89	0.2%	384.37
High	381.84	389.25	7.41	1.9%	389.25
Low	378.76	379.41	0.65	0.2%	377.83
Close	379.38	388.08	8.70	2.3%	388.08
Range	3.08	9.84	6.76	219.4%	11.42
ATR	6.75	6.97	0.22	3.3%	0.00
Volume	76,970,400	104,189,600	27,219,200	35.4%	341,944,800

Daily Pivots for day following 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	415.09	411.42	393.49
R3	405.26	401.59	390.79
R2	395.42	395.42	389.88
R1	391.75	391.75	388.98	393.58
PP	385.58	385.58	385.58	386.50
S1	381.91	381.91	387.18	383.75
S2	375.74	375.74	386.28
S3	365.91	372.07	385.37
S4	356.07	362.24	382.67

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	419.31	415.11	394.36
R3	407.89	403.70	391.22
R2	396.47	396.47	390.17
R1	392.28	392.28	389.13	394.37
PP	385.05	385.05	385.05	386.10
S1	380.86	380.86	387.03	382.96
S2	373.63	373.63	385.99
S3	362.22	369.44	384.94
S4	350.80	358.02	381.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	389.25	377.83	11.42	2.9%	6.31	1.6%	90%	True	False	85,193,400
10	389.25	374.77	14.48	3.7%	6.38	1.6%	92%	True	False	77,546,550
20	410.49	374.77	35.72	9.2%	6.30	1.6%	37%	False	False	84,749,350
40	410.49	373.61	36.88	9.5%	6.03	1.6%	39%	False	False	81,702,512
60	410.49	348.11	62.38	16.1%	6.80	1.8%	64%	False	False	86,811,486
80	410.49	348.11	62.38	16.1%	7.05	1.8%	64%	False	False	89,649,558
100	431.73	348.11	83.62	21.5%	6.90	1.8%	48%	False	False	86,446,230
120	431.73	348.11	83.62	21.5%	6.68	1.7%	48%	False	False	82,737,866

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.78
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	431.06
2.618	415.00
1.618	405.17
1.000	399.09
0.618	395.33
HIGH	389.25
0.618	385.49
0.500	384.33
0.382	383.17
LOW	379.41
0.618	373.33
1.000	369.58
1.618	363.50
2.618	353.66
4.250	337.60

Fisher Pivots for day following 06-Jan-2023
Pivot	1 day	3 day
R1	386.83	386.72
PP	385.58	385.36
S1	384.33	384.01

Download as Excel Spreadsheet

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

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