SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Jan-2024

Day Change Summary
	Previous	Current
	03-Jan-2024	04-Jan-2024	Change	Change %	Previous Week
Open	470.43	468.30	-2.13	-0.5%	474.07
High	471.19	470.96	-0.23	0.0%	477.55
Low	468.17	467.05	-1.12	-0.2%	473.30
Close	468.79	467.28	-1.51	-0.3%	475.31
Range	3.02	3.91	0.89	29.5%	4.25
ATR	3.93	3.93	0.00	0.0%	0.00
Volume	103,585,800	84,232,100	-19,353,700	-18.7%	322,828,400

Daily Pivots for day following 04-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	480.16	477.63	469.43
R3	476.25	473.72	468.36
R2	472.34	472.34	468.00
R1	469.81	469.81	467.64	469.12
PP	468.43	468.43	468.43	468.09
S1	465.90	465.90	466.92	465.21
S2	464.52	464.52	466.56
S3	460.61	461.99	466.20
S4	456.70	458.08	465.13

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	467.05	10.50	2.2%	3.03	0.6%	2%	False	True	102,053,360
10	477.55	467.05	10.50	2.2%	3.54	0.8%	2%	False	True	89,040,270
20	477.55	454.31	23.24	5.0%	3.62	0.8%	56%	False	False	86,152,070
40	477.55	433.40	44.15	9.4%	3.46	0.7%	77%	False	False	77,344,675
60	477.55	409.21	68.34	14.6%	3.96	0.8%	85%	False	False	81,922,368
80	477.55	409.21	68.34	14.6%	4.17	0.9%	85%	False	False	83,325,772
100	477.55	409.21	68.34	14.6%	4.19	0.9%	85%	False	False	81,146,603
120	477.55	409.21	68.34	14.6%	4.15	0.9%	85%	False	False	79,621,216

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	1.04
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	487.58
2.618	481.20
1.618	477.29
1.000	474.87
0.618	473.38
HIGH	470.96
0.618	469.47
0.500	469.01
0.382	468.54
LOW	467.05
0.618	464.63
1.000	463.14
1.618	460.72
2.618	456.81
4.250	450.43

Fisher Pivots for day following 04-Jan-2024
Pivot	1 day	3 day
R1	469.01	470.36
PP	468.43	469.33
S1	467.86	468.31

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

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