SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Jan-2024

Day Change Summary
	Previous	Current
	16-Jan-2024	17-Jan-2024	Change	Change %	Previous Week
Open	475.26	471.82	-3.44	-0.7%	468.43
High	476.61	472.79	-3.82	-0.8%	478.60
Low	473.06	469.87	-3.19	-0.7%	468.30
Close	474.93	472.29	-2.64	-0.6%	476.68
Range	3.55	2.92	-0.63	-17.7%	10.30
ATR	4.10	4.16	0.07	1.7%	0.00
Volume	85,014,800	68,843,800	-16,171,000	-19.0%	344,088,100

Daily Pivots for day following 17-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	480.41	479.27	473.90
R3	477.49	476.35	473.09
R2	474.57	474.57	472.83
R1	473.43	473.43	472.56	474.00
PP	471.65	471.65	471.65	471.94
S1	470.51	470.51	472.02	471.08
S2	468.73	468.73	471.75
S3	465.81	467.59	471.49
S4	462.89	464.67	470.68

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	505.43	501.35	482.35
R3	495.13	491.05	479.51
R2	484.83	484.83	478.57
R1	480.75	480.75	477.62	482.79
PP	474.53	474.53	474.53	475.55
S1	470.45	470.45	475.74	472.49
S2	464.23	464.23	474.79
S3	453.93	460.15	473.85
S4	443.63	449.85	471.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	478.60	469.87	8.73	1.8%	3.86	0.8%	28%	False	True	71,427,260
10	478.60	466.43	12.17	2.6%	4.02	0.9%	48%	False	False	77,188,350
20	478.60	466.43	12.17	2.6%	3.71	0.8%	48%	False	False	80,030,265
40	478.60	449.29	29.31	6.2%	3.54	0.7%	78%	False	False	77,142,800
60	478.60	409.21	69.39	14.7%	3.80	0.8%	91%	False	False	80,272,551
80	478.60	409.21	69.39	14.7%	4.21	0.9%	91%	False	False	82,726,975
100	478.60	409.21	69.39	14.7%	4.16	0.9%	91%	False	False	80,982,579
120	478.60	409.21	69.39	14.7%	4.22	0.9%	91%	False	False	80,143,007

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.76
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	485.20
2.618	480.43
1.618	477.51
1.000	475.71
0.618	474.59
HIGH	472.79
0.618	471.67
0.500	471.33
0.382	470.99
LOW	469.87
0.618	468.07
1.000	466.95
1.618	465.15
2.618	462.23
4.250	457.46

Fisher Pivots for day following 17-Jan-2024
Pivot	1 day	3 day
R1	471.97	474.24
PP	471.65	473.59
S1	471.33	472.94

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

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