SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jan-2023

Day Change Summary
	Previous	Current
	20-Jan-2023	23-Jan-2023	Change	Change %	Previous Week
Open	390.10	396.72	6.62	1.7%	398.48
High	396.04	402.65	6.61	1.7%	400.23
Low	388.38	395.72	7.34	1.9%	387.26
Close	395.88	400.63	4.75	1.2%	395.88
Range	7.66	6.93	-0.74	-9.6%	12.97
ATR	6.39	6.43	0.04	0.6%	0.00
Volume	91,806,300	84,178,800	-7,627,500	-8.3%	341,074,600

Daily Pivots for day following 23-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	420.44	417.46	404.44
R3	413.52	410.54	402.53
R2	406.59	406.59	401.90
R1	403.61	403.61	401.26	405.10
PP	399.67	399.67	399.67	400.41
S1	396.69	396.69	400.00	398.18
S2	392.74	392.74	399.36
S3	385.82	389.76	398.73
S4	378.89	382.84	396.82

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	433.37	427.59	403.01
R3	420.40	414.62	399.45
R2	407.43	407.43	398.26
R1	401.65	401.65	397.07	398.06
PP	394.46	394.46	394.46	392.66
S1	388.68	388.68	394.69	385.09
S2	381.49	381.49	393.50
S3	368.52	375.71	392.31
S4	355.55	362.74	388.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	402.65	387.26	15.39	3.8%	6.08	1.5%	87%	True	False	85,050,680
10	402.65	386.27	16.38	4.1%	5.69	1.4%	88%	True	False	78,753,190
20	402.65	374.77	27.88	7.0%	6.03	1.5%	93%	True	False	78,149,870
40	410.49	374.77	35.72	8.9%	6.04	1.5%	72%	False	False	80,728,870
60	410.49	368.79	41.70	10.4%	6.18	1.5%	76%	False	False	83,242,591
80	410.49	348.11	62.38	15.6%	6.90	1.7%	84%	False	False	87,671,998
100	411.73	348.11	63.62	15.9%	6.93	1.7%	83%	False	False	87,968,840
120	431.73	348.11	83.62	20.9%	6.62	1.7%	63%	False	False	83,406,149

Crabel Price Patterns
NR	True
NR4	False
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	1.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	432.08
2.618	420.77
1.618	413.85
1.000	409.57
0.618	406.92
HIGH	402.65
0.618	400.00
0.500	399.18
0.382	398.37
LOW	395.72
0.618	391.44
1.000	388.80
1.618	384.52
2.618	377.59
4.250	366.29

Fisher Pivots for day following 23-Jan-2023
Pivot	1 day	3 day
R1	400.15	398.74
PP	399.67	396.85
S1	399.18	394.95

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

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