SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Jan-2024

Day Change Summary
	Previous	Current
	05-Jan-2024	08-Jan-2024	Change	Change %	Previous Week
Open	467.49	468.43	0.94	0.2%	472.16
High	470.44	474.75	4.31	0.9%	473.67
Low	466.43	468.30	1.87	0.4%	466.43
Close	467.92	474.60	6.68	1.4%	467.92
Range	4.01	6.45	2.44	60.8%	7.24
ATR	3.93	4.14	0.21	5.3%	0.00
Volume	86,118,900	74,879,000	-11,239,900	-13.1%	396,944,500

Daily Pivots for day following 08-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	491.90	489.70	478.15
R3	485.45	483.25	476.37
R2	479.00	479.00	475.78
R1	476.80	476.80	475.19	477.90
PP	472.55	472.55	472.55	473.10
S1	470.35	470.35	474.01	471.45
S2	466.10	466.10	473.42
S3	459.65	463.90	472.83
S4	453.20	457.45	471.05

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	474.75	466.43	8.32	1.8%	4.11	0.9%	98%	True	False	94,364,700
10	477.55	466.43	11.12	2.3%	3.36	0.7%	73%	False	False	86,181,230
20	477.55	457.21	20.34	4.3%	3.78	0.8%	85%	False	False	87,395,965
40	477.55	433.40	44.15	9.3%	3.57	0.8%	93%	False	False	78,219,570
60	477.55	409.21	68.34	14.4%	4.00	0.8%	96%	False	False	82,254,685
80	477.55	409.21	68.34	14.4%	4.23	0.9%	96%	False	False	83,741,188
100	477.55	409.21	68.34	14.4%	4.21	0.9%	96%	False	False	81,520,833
120	477.55	409.21	68.34	14.4%	4.17	0.9%	96%	False	False	79,850,994

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	0.80
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	502.16
2.618	491.64
1.618	485.19
1.000	481.20
0.618	478.74
HIGH	474.75
0.618	472.29
0.500	471.53
0.382	470.76
LOW	468.30
0.618	464.31
1.000	461.85
1.618	457.86
2.618	451.41
4.250	440.89

Fisher Pivots for day following 08-Jan-2024
Pivot	1 day	3 day
R1	473.58	473.26
PP	472.55	471.93
S1	471.53	470.59

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

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