SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Jan-2024

Day Change Summary
	Previous	Current
	09-Jan-2024	10-Jan-2024	Change	Change %	Previous Week
Open	471.87	474.16	2.29	0.5%	472.16
High	474.93	477.45	2.52	0.5%	473.67
Low	471.35	473.87	2.52	0.5%	466.43
Close	473.88	476.56	2.68	0.6%	467.92
Range	3.58	3.58	0.00	-0.1%	7.24
ATR	4.10	4.06	-0.04	-0.9%	0.00
Volume	65,931,400	67,310,600	1,379,200	2.1%	396,944,500

Daily Pivots for day following 10-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	486.69	485.20	478.53
R3	483.12	481.63	477.54
R2	479.54	479.54	477.22
R1	478.05	478.05	476.89	478.79
PP	475.96	475.96	475.96	476.33
S1	474.47	474.47	476.23	475.22
S2	472.38	472.38	475.90
S3	468.80	470.89	475.58
S4	465.23	467.31	474.59

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	477.45	466.43	11.02	2.3%	4.31	0.9%	92%	True	False	75,694,400
10	477.55	466.43	11.12	2.3%	3.45	0.7%	91%	False	False	87,250,700
20	477.55	460.60	16.95	3.6%	3.83	0.8%	94%	False	False	86,648,235
40	477.55	438.42	39.13	8.2%	3.44	0.7%	97%	False	False	77,232,310
60	477.55	409.21	68.34	14.3%	3.91	0.8%	99%	False	False	81,536,130
80	477.55	409.21	68.34	14.3%	4.22	0.9%	99%	False	False	82,965,718
100	477.55	409.21	68.34	14.3%	4.18	0.9%	99%	False	False	81,095,068
120	477.55	409.21	68.34	14.3%	4.18	0.9%	99%	False	False	79,823,984

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.72
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	492.66
2.618	486.82
1.618	483.24
1.000	481.03
0.618	479.66
HIGH	477.45
0.618	476.08
0.500	475.66
0.382	475.24
LOW	473.87
0.618	471.66
1.000	470.29
1.618	468.08
2.618	464.50
4.250	458.66

Fisher Pivots for day following 10-Jan-2024
Pivot	1 day	3 day
R1	476.26	475.33
PP	475.96	474.10
S1	475.66	472.87

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

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