SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jan-2023

Day Change Summary
	Previous	Current
	11-Jan-2023	12-Jan-2023	Change	Change %	Previous Week
Open	392.23	396.67	4.44	1.1%	384.37
High	395.60	398.49	2.89	0.7%	389.25
Low	391.38	392.42	1.04	0.3%	377.83
Close	395.52	396.96	1.44	0.4%	388.08
Range	4.22	6.07	1.85	43.7%	11.42
ATR	6.60	6.56	-0.04	-0.6%	0.00
Volume	68,881,000	90,157,600	21,276,600	30.9%	341,944,800

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	414.15	411.62	400.30
R3	408.09	405.56	398.63
R2	402.02	402.02	398.07
R1	399.49	399.49	397.52	400.76
PP	395.96	395.96	395.96	396.59
S1	393.43	393.43	396.40	394.69
S2	389.89	389.89	395.85
S3	383.83	387.36	395.29
S4	377.76	381.30	393.62

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	398.49	379.41	19.07	4.8%	6.11	1.5%	92%	True	False	80,512,840
10	398.49	377.83	20.65	5.2%	5.75	1.4%	93%	True	False	79,131,240
20	405.50	374.77	30.73	7.7%	6.06	1.5%	72%	False	False	82,599,385
40	410.49	374.77	35.72	9.0%	5.85	1.5%	62%	False	False	79,519,775
60	410.49	363.54	46.95	11.8%	6.36	1.6%	71%	False	False	84,431,871
80	410.49	348.11	62.38	15.7%	7.02	1.8%	78%	False	False	89,016,482
100	419.96	348.11	71.85	18.1%	6.94	1.7%	68%	False	False	87,031,052
120	431.73	348.11	83.62	21.1%	6.62	1.7%	58%	False	False	82,828,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.69
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	424.26
2.618	414.36
1.618	408.30
1.000	404.55
0.618	402.23
HIGH	398.49
0.618	396.17
0.500	395.45
0.382	394.74
LOW	392.42
0.618	388.67
1.000	386.36
1.618	382.61
2.618	376.54
4.250	366.64

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	396.46	395.43
PP	395.96	393.91
S1	395.45	392.38

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

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