SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	401.13	405.21	4.08	1.0%	396.72
High	406.53	413.67	7.14	1.8%	408.16
Low	400.77	402.35	1.58	0.4%	393.56
Close	406.48	410.80	4.32	1.1%	405.68
Range	5.76	11.32	5.56	96.5%	14.60
ATR	6.03	6.40	0.38	6.3%	0.00
Volume	86,811,700	101,459,100	14,647,400	16.9%	369,137,400

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	442.90	438.17	417.03
R3	431.58	426.85	413.91
R2	420.26	420.26	412.88
R1	415.53	415.53	411.84	417.90
PP	408.94	408.94	408.94	410.12
S1	404.21	404.21	409.76	406.58
S2	397.62	397.62	408.72
S3	386.30	392.89	407.69
S4	374.98	381.57	404.57

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	413.67	400.03	13.64	3.3%	6.31	1.5%	79%	True	False	80,621,260
10	413.67	387.26	26.41	6.4%	6.06	1.5%	89%	True	False	81,037,540
20	413.67	378.76	34.91	8.5%	5.89	1.4%	92%	True	False	80,102,870
40	413.67	374.77	38.90	9.5%	6.10	1.5%	93%	True	False	81,278,502
60	413.67	370.00	43.67	10.6%	6.03	1.5%	93%	True	False	80,991,613
80	413.67	348.11	65.56	16.0%	6.66	1.6%	96%	True	False	85,249,592
100	413.67	348.11	65.56	16.0%	6.82	1.7%	96%	True	False	87,758,381
120	431.73	348.11	83.62	20.4%	6.72	1.6%	75%	False	False	84,623,489

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.56
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	461.78
2.618	443.31
1.618	431.99
1.000	424.99
0.618	420.67
HIGH	413.67
0.618	409.35
0.500	408.01
0.382	406.67
LOW	402.35
0.618	395.35
1.000	391.03
1.618	384.03
2.618	372.71
4.250	354.24

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	409.87	409.53
PP	408.94	408.25
S1	408.01	406.98

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

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