SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Feb-2024

Day Change Summary
	Previous	Current
	31-Jan-2024	01-Feb-2024	Change	Change %	Previous Week
Open	488.62	484.63	-3.99	-0.8%	484.01
High	489.08	489.23	0.15	0.0%	489.12
Low	482.86	483.80	0.94	0.2%	482.78
Close	482.88	489.20	6.32	1.3%	487.41
Range	6.22	5.43	-0.79	-12.7%	6.34
ATR	4.06	4.22	0.16	4.0%	0.00
Volume	126,011,000	91,891,600	-34,119,400	-27.1%	356,721,600

Daily Pivots for day following 01-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	503.70	501.88	492.19
R3	498.27	496.45	490.69
R2	492.84	492.84	490.20
R1	491.02	491.02	489.70	491.93
PP	487.41	487.41	487.41	487.87
S1	485.59	485.59	488.70	486.50
S2	481.98	481.98	488.20
S3	476.55	480.16	487.71
S4	471.12	474.73	486.21

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	505.46	502.77	490.90
R3	499.12	496.43	489.15
R2	492.78	492.78	488.57
R1	490.09	490.09	487.99	491.44
PP	486.44	486.44	486.44	487.11
S1	483.75	483.75	486.83	485.10
S2	480.10	480.10	486.25
S3	473.76	477.41	485.67
S4	467.42	471.07	483.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	491.62	482.86	8.76	1.8%	4.00	0.8%	72%	False	False	82,897,040
10	491.62	476.54	15.08	3.1%	3.76	0.8%	84%	False	False	80,539,960
20	491.62	466.43	25.19	5.1%	3.97	0.8%	90%	False	False	78,277,675
40	491.62	454.31	37.31	7.6%	3.77	0.8%	94%	False	False	81,853,905
60	491.62	433.40	58.22	11.9%	3.61	0.7%	96%	False	False	77,382,333
80	491.62	409.21	82.41	16.8%	3.99	0.8%	97%	False	False	80,962,972
100	491.62	409.21	82.41	16.8%	4.12	0.8%	97%	False	False	82,075,633
120	491.62	409.21	82.41	16.8%	4.15	0.8%	97%	False	False	80,538,938

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.85
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	512.31
2.618	503.45
1.618	498.02
1.000	494.66
0.618	492.59
HIGH	489.23
0.618	487.16
0.500	486.52
0.382	485.87
LOW	483.80
0.618	480.44
1.000	478.37
1.618	475.01
2.618	469.58
4.250	460.72

Fisher Pivots for day following 01-Feb-2024
Pivot	1 day	3 day
R1	488.31	488.55
PP	487.41	487.89
S1	486.52	487.24

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

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