SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jan-2023

Day Change Summary
	Previous	Current
	10-Jan-2023	11-Jan-2023	Change	Change %	Previous Week
Open	387.25	392.23	4.98	1.3%	384.37
High	390.65	395.60	4.95	1.3%	389.25
Low	386.27	391.38	5.11	1.3%	377.83
Close	390.58	395.52	4.94	1.3%	388.08
Range	4.38	4.22	-0.16	-3.7%	11.42
ATR	6.72	6.60	-0.12	-1.8%	0.00
Volume	65,358,000	68,881,000	3,523,000	5.4%	341,944,800

Daily Pivots for day following 11-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	406.83	405.39	397.84
R3	402.61	401.17	396.68
R2	398.39	398.39	396.29
R1	396.95	396.95	395.91	397.67
PP	394.17	394.17	394.17	394.53
S1	392.73	392.73	395.13	393.45
S2	389.95	389.95	394.75
S3	385.73	388.51	394.36
S4	381.51	384.29	393.20

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	395.60	378.76	16.84	4.3%	5.51	1.4%	100%	True	False	77,875,400
10	395.60	376.42	19.18	4.8%	5.84	1.5%	100%	True	False	77,206,630
20	410.49	374.77	35.72	9.0%	6.33	1.6%	58%	False	False	84,280,630
40	410.49	374.77	35.72	9.0%	5.83	1.5%	58%	False	False	79,063,162
60	410.49	357.28	53.21	13.5%	6.44	1.6%	72%	False	False	84,482,048
80	410.49	348.11	62.38	15.8%	7.02	1.8%	76%	False	False	88,805,492
100	425.26	348.11	77.15	19.5%	6.92	1.7%	61%	False	False	86,809,645
120	431.73	348.11	83.62	21.1%	6.63	1.7%	57%	False	False	82,679,230

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	1.72
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	413.54
2.618	406.65
1.618	402.43
1.000	399.82
0.618	398.21
HIGH	395.60
0.618	393.99
0.500	393.49
0.382	392.99
LOW	391.38
0.618	388.77
1.000	387.16
1.618	384.55
2.618	380.33
4.250	373.45

Fisher Pivots for day following 11-Jan-2023
Pivot	1 day	3 day
R1	394.84	393.99
PP	394.17	392.46
S1	393.49	390.94

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

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