SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jan-2023

Day Change Summary
	Previous	Current
	13-Jan-2023	17-Jan-2023	Change	Change %	Previous Week
Open	393.62	398.48	4.86	1.2%	390.37
High	399.10	400.23	1.13	0.3%	399.10
Low	393.34	397.06	3.72	0.9%	386.27
Close	398.50	397.77	-0.73	-0.2%	398.50
Range	5.76	3.17	-2.59	-45.0%	12.83
ATR	6.51	6.27	-0.24	-3.7%	0.00
Volume	63,903,900	62,677,200	-1,226,700	-1.9%	362,278,500

Daily Pivots for day following 17-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	407.86	405.99	399.51
R3	404.69	402.82	398.64
R2	401.52	401.52	398.35
R1	399.65	399.65	398.06	399.00
PP	398.35	398.35	398.35	398.03
S1	396.48	396.48	397.48	395.83
S2	395.18	395.18	397.19
S3	392.01	393.31	396.90
S4	388.84	390.14	396.03

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	433.11	428.64	405.56
R3	420.28	415.81	402.03
R2	407.45	407.45	400.85
R1	402.98	402.98	399.68	405.22
PP	394.62	394.62	394.62	395.74
S1	390.15	390.15	397.32	392.39
S2	381.79	381.79	396.15
S3	368.96	377.32	394.97
S4	356.13	364.49	391.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	400.23	386.27	13.96	3.5%	4.72	1.2%	82%	True	False	70,195,540
10	400.23	377.83	22.40	5.6%	5.70	1.4%	89%	True	False	76,690,050
20	400.23	374.77	25.46	6.4%	5.68	1.4%	90%	True	False	77,637,585
40	410.49	374.77	35.72	9.0%	5.80	1.5%	64%	False	False	78,641,732
60	410.49	363.54	46.95	11.8%	6.27	1.6%	73%	False	False	83,593,063
80	410.49	348.11	62.38	15.7%	6.92	1.7%	80%	False	False	88,298,480
100	419.96	348.11	71.85	18.1%	6.95	1.7%	69%	False	False	87,028,855
120	431.73	348.11	83.62	21.0%	6.63	1.7%	59%	False	False	82,995,594

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	False
Bear Hook	False
Bull Hook	False
Stretch	1.61
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	413.70
2.618	408.53
1.618	405.36
1.000	403.40
0.618	402.19
HIGH	400.23
0.618	399.02
0.500	398.65
0.382	398.27
LOW	397.06
0.618	395.10
1.000	393.89
1.618	391.93
2.618	388.76
4.250	383.59

Fisher Pivots for day following 17-Jan-2023
Pivot	1 day	3 day
R1	398.65	397.29
PP	398.35	396.81
S1	398.06	396.33

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

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