SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	403.65	402.80	-0.85	-0.2%	396.72
High	408.16	405.13	-3.03	-0.7%	408.16
Low	403.44	400.28	-3.16	-0.8%	393.56
Close	405.68	400.59	-5.09	-1.3%	405.68
Range	4.72	4.85	0.13	2.8%	14.60
ATR	6.08	6.03	-0.05	-0.8%	0.00
Volume	68,346,100	74,202,000	5,855,900	8.6%	369,137,400

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	416.55	413.42	403.26
R3	411.70	408.57	401.92
R2	406.85	406.85	401.48
R1	403.72	403.72	401.03	402.86
PP	402.00	402.00	402.00	401.57
S1	398.87	398.87	400.15	398.01
S2	397.15	397.15	399.70
S3	392.30	394.02	399.26
S4	387.45	389.17	397.92

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%	5.02	1.3%	48%	False	False	71,832,120
10	408.16	387.26	20.90	5.2%	5.55	1.4%	64%	False	False	78,441,400
20	408.16	377.83	30.33	7.6%	5.68	1.4%	75%	False	False	78,632,975
40	410.49	374.77	35.72	8.9%	5.94	1.5%	72%	False	False	80,615,252
60	410.49	368.79	41.70	10.4%	6.06	1.5%	76%	False	False	81,421,940
80	410.49	348.11	62.38	15.6%	6.63	1.7%	84%	False	False	85,026,196
100	411.73	348.11	63.62	15.9%	6.80	1.7%	82%	False	False	87,393,531
120	431.73	348.11	83.62	20.9%	6.62	1.7%	63%	False	False	84,001,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	425.74
2.618	417.83
1.618	412.98
1.000	409.98
0.618	408.13
HIGH	405.13
0.618	403.28
0.500	402.71
0.382	402.13
LOW	400.28
0.618	397.28
1.000	395.43
1.618	392.43
2.618	387.58
4.250	379.67

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	402.71	404.10
PP	402.00	402.93
S1	401.30	401.76

Download as Excel Spreadsheet

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

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