SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Feb-2024

Day Change Summary
	Previous	Current
	02-Feb-2024	05-Feb-2024	Change	Change %	Previous Week
Open	489.65	493.70	4.05	0.8%	487.73
High	496.05	494.38	-1.67	-0.3%	496.05
Low	489.30	490.23	0.93	0.2%	482.86
Close	494.35	492.55	-1.80	-0.4%	494.35
Range	6.75	4.15	-2.60	-38.6%	13.19
ATR	4.41	4.39	-0.02	-0.4%	0.00
Volume	99,228,100	75,757,100	-23,471,000	-23.7%	437,071,700

Daily Pivots for day following 05-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	504.83	502.84	494.83
R3	500.68	498.69	493.69
R2	496.53	496.53	493.31
R1	494.54	494.54	492.93	493.46
PP	492.39	492.39	492.39	491.85
S1	490.39	490.39	492.17	489.32
S2	488.24	488.24	491.79
S3	484.09	486.25	491.41
S4	479.94	482.10	490.27

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	530.66	525.69	501.60
R3	517.47	512.50	497.98
R2	504.28	504.28	496.77
R1	499.31	499.31	495.56	501.80
PP	491.09	491.09	491.09	492.33
S1	486.12	486.12	493.14	488.61
S2	477.90	477.90	491.93
S3	464.71	472.93	490.72
S4	451.52	459.74	487.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	496.05	482.86	13.19	2.7%	4.81	1.0%	73%	False	False	90,301,220
10	496.05	482.86	13.19	2.7%	3.99	0.8%	73%	False	False	79,370,550
20	496.05	468.30	27.75	5.6%	4.12	0.8%	87%	False	False	78,509,385
40	496.05	456.29	39.76	8.1%	3.86	0.8%	91%	False	False	82,755,585
60	496.05	433.40	62.65	12.7%	3.70	0.8%	94%	False	False	78,097,291
80	496.05	409.21	86.84	17.6%	3.99	0.8%	96%	False	False	81,163,018
100	496.05	409.21	86.84	17.6%	4.17	0.8%	96%	False	False	82,548,030
120	496.05	409.21	86.84	17.6%	4.18	0.8%	96%	False	False	81,025,829

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	512.01
2.618	505.24
1.618	501.09
1.000	498.53
0.618	496.94
HIGH	494.38
0.618	492.79
0.500	492.30
0.382	491.81
LOW	490.23
0.618	487.67
1.000	486.08
1.618	483.52
2.618	479.37
4.250	472.60

Fisher Pivots for day following 05-Feb-2024
Pivot	1 day	3 day
R1	492.47	491.68
PP	492.39	490.80
S1	492.30	489.93

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

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