SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	403.13	403.65	0.52	0.1%	396.72
High	404.92	408.16	3.24	0.8%	408.16
Low	400.03	403.44	3.41	0.9%	393.56
Close	404.75	405.68	0.93	0.2%	405.68
Range	4.89	4.72	-0.17	-3.5%	14.60
ATR	6.19	6.08	-0.10	-1.7%	0.00
Volume	72,287,400	68,346,100	-3,941,300	-5.5%	369,137,400

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	419.92	417.52	408.28
R3	415.20	412.80	406.98
R2	410.48	410.48	406.55
R1	408.08	408.08	406.11	409.28
PP	405.76	405.76	405.76	406.36
S1	403.36	403.36	405.25	404.56
S2	401.04	401.04	404.81
S3	396.32	398.64	404.38
S4	391.60	393.92	403.08

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	446.27	440.57	413.71
R3	431.67	425.97	409.70
R2	417.07	417.07	408.36
R1	411.37	411.37	407.02	414.22
PP	402.47	402.47	402.47	403.89
S1	396.77	396.77	404.34	399.62
S2	387.87	387.87	403.00
S3	373.27	382.17	401.67
S4	358.67	367.57	397.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	408.16	393.56	14.60	3.6%	5.44	1.3%	83%	True	False	73,827,480
10	408.16	387.26	20.90	5.2%	5.64	1.4%	88%	True	False	77,411,590
20	408.16	377.83	30.33	7.5%	5.70	1.4%	92%	True	False	78,271,415
40	410.49	374.77	35.72	8.8%	6.18	1.5%	87%	False	False	82,374,367
60	410.49	368.79	41.70	10.3%	6.10	1.5%	88%	False	False	81,608,700
80	410.49	348.11	62.38	15.4%	6.71	1.7%	92%	False	False	85,393,705
100	411.73	348.11	63.62	15.7%	6.81	1.7%	90%	False	False	87,417,885
120	431.73	348.11	83.62	20.6%	6.63	1.6%	69%	False	False	83,833,076

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	1.29
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	428.22
2.618	420.52
1.618	415.80
1.000	412.88
0.618	411.08
HIGH	408.16
0.618	406.36
0.500	405.80
0.382	405.24
LOW	403.44
0.618	400.52
1.000	398.72
1.618	395.80
2.618	391.08
4.250	383.38

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	405.80	404.07
PP	405.76	402.47
S1	405.72	400.86

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

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