SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jan-2024

Day Change Summary
	Previous	Current
	02-Jan-2024	03-Jan-2024	Change	Change %	Previous Week
Open	472.16	470.43	-1.73	-0.4%	474.07
High	473.67	471.19	-2.48	-0.5%	477.55
Low	470.49	468.17	-2.32	-0.5%	473.30
Close	472.65	468.79	-3.86	-0.8%	475.31
Range	3.18	3.02	-0.16	-5.0%	4.25
ATR	3.88	3.93	0.04	1.1%	0.00
Volume	123,007,700	103,585,800	-19,421,900	-15.8%	322,828,400

Daily Pivots for day following 03-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	478.44	476.64	470.45
R3	475.42	473.62	469.62
R2	472.40	472.40	469.34
R1	470.60	470.60	469.07	469.99
PP	469.38	469.38	469.38	469.08
S1	467.58	467.58	468.51	466.97
S2	466.36	466.36	468.24
S3	463.34	464.56	467.96
S4	460.32	461.54	467.13

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	488.14	485.97	477.65
R3	483.89	481.72	476.48
R2	479.64	479.64	476.09
R1	477.47	477.47	475.70	478.56
PP	475.39	475.39	475.39	475.93
S1	473.22	473.22	474.92	474.31
S2	471.14	471.14	474.53
S3	466.89	468.97	474.14
S4	462.64	464.72	472.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	477.55	468.17	9.38	2.0%	2.60	0.6%	7%	False	True	98,807,000
10	477.55	467.82	9.73	2.1%	3.39	0.7%	10%	False	False	86,193,240
20	477.55	454.31	23.24	5.0%	3.56	0.8%	62%	False	False	85,430,135
40	477.55	433.40	44.15	9.4%	3.43	0.7%	80%	False	False	76,934,662
60	477.55	409.21	68.34	14.6%	3.99	0.9%	87%	False	False	81,858,071
80	477.55	409.21	68.34	14.6%	4.15	0.9%	87%	False	False	83,025,122
100	477.55	409.21	68.34	14.6%	4.18	0.9%	87%	False	False	80,991,191
120	477.55	409.21	68.34	14.6%	4.14	0.9%	87%	False	False	79,501,080

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	0.92
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	484.03
2.618	479.10
1.618	476.08
1.000	474.21
0.618	473.06
HIGH	471.19
0.618	470.04
0.500	469.68
0.382	469.32
LOW	468.17
0.618	466.30
1.000	465.15
1.618	463.28
2.618	460.26
4.250	455.34

Fisher Pivots for day following 03-Jan-2024
Pivot	1 day	3 day
R1	469.68	472.60
PP	469.38	471.33
S1	469.09	470.06

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

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