SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jan-2023

Day Change Summary
	Previous	Current
	25-Jan-2023	26-Jan-2023	Change	Change %	Previous Week
Open	395.95	403.13	7.18	1.8%	398.48
High	400.70	404.92	4.22	1.1%	400.23
Low	393.56	400.03	6.47	1.6%	387.26
Close	400.35	404.75	4.40	1.1%	395.88
Range	7.14	4.89	-2.25	-31.5%	12.97
ATR	6.29	6.19	-0.10	-1.6%	0.00
Volume	84,800,200	72,287,400	-12,512,800	-14.8%	341,074,600

Daily Pivots for day following 26-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	417.90	416.22	407.44
R3	413.01	411.33	406.09
R2	408.12	408.12	405.65
R1	406.44	406.44	405.20	407.28
PP	403.23	403.23	403.23	403.66
S1	401.55	401.55	404.30	402.39
S2	398.34	398.34	403.85
S3	393.45	396.66	403.41
S4	388.56	391.77	402.06

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	404.92	388.38	16.54	4.1%	6.03	1.5%	99%	True	False	78,519,520
10	404.92	387.26	17.66	4.4%	5.78	1.4%	99%	True	False	79,592,740
20	404.92	376.42	28.50	7.0%	5.81	1.4%	99%	True	False	78,399,685
40	410.49	374.77	35.72	8.8%	6.16	1.5%	84%	False	False	81,973,465
60	410.49	368.79	41.70	10.3%	6.07	1.5%	86%	False	False	82,080,118
80	410.49	348.11	62.38	15.4%	6.77	1.7%	91%	False	False	85,661,333
100	411.73	348.11	63.62	15.7%	6.88	1.7%	89%	False	False	87,730,745
120	431.73	348.11	83.62	20.7%	6.63	1.6%	68%	False	False	83,736,983

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	1.45
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	425.70
2.618	417.72
1.618	412.83
1.000	409.81
0.618	407.94
HIGH	404.92
0.618	403.05
0.500	402.48
0.382	401.90
LOW	400.03
0.618	397.01
1.000	395.14
1.618	392.12
2.618	387.23
4.250	379.25

Fisher Pivots for day following 26-Jan-2023
Pivot	1 day	3 day
R1	403.99	402.91
PP	403.23	401.08
S1	402.48	399.24

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

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