SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jan-2024

Day Change Summary
	Previous	Current
	19-Jan-2024	22-Jan-2024	Change	Change %	Previous Week
Open	477.65	484.01	6.36	1.3%	475.26
High	482.72	485.22	2.50	0.5%	482.72
Low	476.54	482.78	6.24	1.3%	469.87
Close	482.43	483.45	1.02	0.2%	482.43
Range	6.18	2.44	-3.74	-60.5%	12.85
ATR	4.35	4.24	-0.11	-2.6%	0.00
Volume	110,834,400	75,844,900	-34,989,500	-31.6%	356,549,200

Daily Pivots for day following 22-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	491.14	489.73	484.79
R3	488.70	487.29	484.12
R2	486.26	486.26	483.90
R1	484.85	484.85	483.67	484.34
PP	483.82	483.82	483.82	483.56
S1	482.41	482.41	483.23	481.90
S2	481.38	481.38	483.00
S3	478.94	479.97	482.78
S4	476.50	477.53	482.11

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	516.89	512.51	489.50
R3	504.04	499.66	485.96
R2	491.19	491.19	484.79
R1	486.81	486.81	483.61	489.00
PP	478.34	478.34	478.34	479.44
S1	473.96	473.96	481.25	476.15
S2	465.49	465.49	480.07
S3	452.64	461.11	478.90
S4	439.79	448.26	475.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	485.22	469.87	15.35	3.2%	3.95	0.8%	88%	True	False	86,478,820
10	485.22	468.30	16.92	3.5%	4.26	0.9%	90%	True	False	77,648,220
20	485.22	466.43	18.79	3.9%	3.69	0.8%	91%	True	False	82,504,145
40	485.22	453.34	31.88	6.6%	3.65	0.8%	94%	True	False	79,043,835
60	485.22	409.21	76.01	15.7%	3.75	0.8%	98%	True	False	80,006,158
80	485.22	409.21	76.01	15.7%	4.22	0.9%	98%	True	False	82,860,262
100	485.22	409.21	76.01	15.7%	4.11	0.9%	98%	True	False	81,243,558
120	485.22	409.21	76.01	15.7%	4.20	0.9%	98%	True	False	80,512,083

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	0.85
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	495.59
2.618	491.61
1.618	489.17
1.000	487.66
0.618	486.73
HIGH	485.22
0.618	484.29
0.500	484.00
0.382	483.71
LOW	482.78
0.618	481.27
1.000	480.34
1.618	478.83
2.618	476.39
4.250	472.41

Fisher Pivots for day following 22-Jan-2024
Pivot	1 day	3 day
R1	484.00	481.91
PP	483.82	480.36
S1	483.63	478.82

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols