SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Feb-2023

Day Change Summary
	Previous	Current
	03-Feb-2023	06-Feb-2023	Change	Change %	Previous Week
Open	411.59	409.79	-1.80	-0.4%	402.80
High	416.97	411.29	-5.68	-1.4%	418.31
Low	411.09	408.10	-2.99	-0.7%	400.28
Close	412.35	409.83	-2.52	-0.6%	412.35
Range	5.88	3.19	-2.69	-45.7%	18.03
ATR	6.44	6.28	-0.16	-2.4%	0.00
Volume	94,736,700	60,295,300	-34,441,400	-36.4%	458,863,900

Daily Pivots for day following 06-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	419.31	417.76	411.58
R3	416.12	414.57	410.71
R2	412.93	412.93	410.41
R1	411.38	411.38	410.12	412.16
PP	409.74	409.74	409.74	410.13
S1	408.19	408.19	409.54	408.97
S2	406.55	406.55	409.25
S3	403.36	405.00	408.95
S4	400.17	401.81	408.08

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	464.40	456.41	422.27
R3	446.37	438.38	417.31
R2	428.34	428.34	415.66
R1	420.35	420.35	414.00	424.35
PP	410.31	410.31	410.31	412.31
S1	402.32	402.32	410.70	406.32
S2	392.28	392.28	409.04
S3	374.25	384.29	407.39
S4	356.22	366.26	402.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	418.31	400.77	17.54	4.3%	6.32	1.5%	52%	False	False	88,991,440
10	418.31	393.56	24.75	6.0%	5.67	1.4%	66%	False	False	80,411,780
20	418.31	386.27	32.04	7.8%	5.68	1.4%	74%	False	False	79,582,485
40	418.31	374.77	43.54	10.6%	5.99	1.5%	81%	False	False	82,165,917
60	418.31	373.61	44.70	10.9%	5.91	1.4%	81%	False	False	80,995,836
80	418.31	348.11	70.20	17.1%	6.52	1.6%	88%	False	False	85,004,236
100	418.31	348.11	70.20	17.1%	6.77	1.7%	88%	False	False	87,636,144
120	431.73	348.11	83.62	20.4%	6.70	1.6%	74%	False	False	85,302,272

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.52
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	424.85
2.618	419.64
1.618	416.45
1.000	414.48
0.618	413.26
HIGH	411.29
0.618	410.07
0.500	409.70
0.382	409.32
LOW	408.10
0.618	406.13
1.000	404.91
1.618	402.94
2.618	399.75
4.250	394.54

Fisher Pivots for day following 06-Feb-2023
Pivot	1 day	3 day
R1	409.79	413.21
PP	409.74	412.08
S1	409.70	410.96

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

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