SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	471.82	474.01	2.19	0.5%	468.43
High	472.79	477.06	4.27	0.9%	478.60
Low	469.87	472.42	2.55	0.5%	468.30
Close	472.29	476.49	4.20	0.9%	476.68
Range	2.92	4.64	1.72	58.9%	10.30
ATR	4.16	4.21	0.04	1.0%	0.00
Volume	68,843,800	91,856,200	23,012,400	33.4%	344,088,100

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	489.24	487.51	479.04
R3	484.60	482.87	477.77
R2	479.96	479.96	477.34
R1	478.23	478.23	476.92	479.10
PP	475.32	475.32	475.32	475.76
S1	473.59	473.59	476.06	474.46
S2	470.68	470.68	475.64
S3	466.04	468.95	475.21
S4	461.40	464.31	473.94

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%	4.07	0.9%	76%	False	False	76,336,380
10	478.60	466.43	12.17	2.6%	4.19	0.9%	83%	False	False	76,015,390
20	478.60	466.43	12.17	2.6%	3.79	0.8%	83%	False	False	81,104,315
40	478.60	450.52	28.08	5.9%	3.60	0.8%	92%	False	False	77,359,357
60	478.60	409.21	69.39	14.6%	3.78	0.8%	97%	False	False	79,738,158
80	478.60	409.21	69.39	14.6%	4.22	0.9%	97%	False	False	82,614,807
100	478.60	409.21	69.39	14.6%	4.12	0.9%	97%	False	False	81,015,969
120	478.60	409.21	69.39	14.6%	4.19	0.9%	97%	False	False	80,140,190

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.84
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	496.78
2.618	489.21
1.618	484.57
1.000	481.70
0.618	479.93
HIGH	477.06
0.618	475.29
0.500	474.74
0.382	474.19
LOW	472.42
0.618	469.55
1.000	467.78
1.618	464.91
2.618	460.27
4.250	452.70

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	475.91	475.48
PP	475.32	474.47
S1	474.74	473.47

Download as Excel Spreadsheet

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

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