SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jan-2024

Day Change Summary
	Previous	Current
	04-Jan-2024	05-Jan-2024	Change	Change %	Previous Week
Open	468.30	467.49	-0.81	-0.2%	472.16
High	470.96	470.44	-0.52	-0.1%	473.67
Low	467.05	466.43	-0.62	-0.1%	466.43
Close	467.28	467.92	0.64	0.1%	467.92
Range	3.91	4.01	0.10	2.6%	7.24
ATR	3.93	3.93	0.01	0.2%	0.00
Volume	84,232,100	86,118,900	1,886,800	2.2%	396,944,500

Daily Pivots for day following 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	480.29	478.12	470.13
R3	476.28	474.11	469.02
R2	472.27	472.27	468.66
R1	470.10	470.10	468.29	471.19
PP	468.26	468.26	468.26	468.81
S1	466.09	466.09	467.55	467.18
S2	464.25	464.25	467.18
S3	460.24	462.08	466.82
S4	456.23	458.07	465.71

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	491.06	486.73	471.90
R3	483.82	479.49	469.91
R2	476.58	476.58	469.25
R1	472.25	472.25	468.58	470.80
PP	469.34	469.34	469.34	468.61
S1	465.01	465.01	467.26	463.56
S2	462.10	462.10	466.59
S3	454.86	457.77	465.93
S4	447.62	450.53	463.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	477.03	466.43	10.60	2.3%	3.57	0.8%	14%	False	True	103,845,520
10	477.55	466.43	11.12	2.4%	3.13	0.7%	13%	False	True	87,360,070
20	477.55	456.29	21.26	4.5%	3.59	0.8%	55%	False	False	87,001,785
40	477.55	433.40	44.15	9.4%	3.49	0.7%	78%	False	False	77,891,245
60	477.55	409.21	68.34	14.6%	3.95	0.8%	86%	False	False	82,047,563
80	477.55	409.21	68.34	14.6%	4.18	0.9%	86%	False	False	83,557,691
100	477.55	409.21	68.34	14.6%	4.19	0.9%	86%	False	False	81,529,118
120	477.55	409.21	68.34	14.6%	4.16	0.9%	86%	False	False	79,899,872

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	0.95
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	487.48
2.618	480.94
1.618	476.93
1.000	474.45
0.618	472.92
HIGH	470.44
0.618	468.91
0.500	468.44
0.382	467.96
LOW	466.43
0.618	463.95
1.000	462.42
1.618	459.94
2.618	455.93
4.250	449.39

Fisher Pivots for day following 05-Jan-2024
Pivot	1 day	3 day
R1	468.44	468.81
PP	468.26	468.51
S1	468.09	468.22

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

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