SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Feb-2024

Day Change Summary
	Previous	Current
	05-Feb-2024	06-Feb-2024	Change	Change %	Previous Week
Open	493.70	493.52	-0.18	0.0%	487.73
High	494.38	494.32	-0.06	0.0%	496.05
Low	490.23	492.05	1.82	0.4%	482.86
Close	492.55	493.98	1.43	0.3%	494.35
Range	4.15	2.27	-1.88	-45.3%	13.19
ATR	4.39	4.24	-0.15	-3.4%	0.00
Volume	75,757,100	55,918,600	-19,838,500	-26.2%	437,071,700

Daily Pivots for day following 06-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	500.26	499.39	495.23
R3	497.99	497.12	494.60
R2	495.72	495.72	494.40
R1	494.85	494.85	494.19	495.29
PP	493.45	493.45	493.45	493.67
S1	492.58	492.58	493.77	493.02
S2	491.18	491.18	493.56
S3	488.91	490.31	493.36
S4	486.64	488.04	492.73

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%	4.96	1.0%	84%	False	False	89,761,280
10	496.05	482.86	13.19	2.7%	4.00	0.8%	84%	False	False	79,967,890
20	496.05	469.87	26.18	5.3%	3.91	0.8%	92%	False	False	77,561,365
40	496.05	457.21	38.84	7.9%	3.85	0.8%	95%	False	False	82,478,665
60	496.05	433.40	62.65	12.7%	3.68	0.7%	97%	False	False	78,000,168
80	496.05	409.21	86.84	17.6%	3.98	0.8%	98%	False	False	81,081,355
100	496.05	409.21	86.84	17.6%	4.17	0.8%	98%	False	False	82,505,224
120	496.05	409.21	86.84	17.6%	4.16	0.8%	98%	False	False	80,860,921

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.69
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	503.97
2.618	500.26
1.618	497.99
1.000	496.59
0.618	495.72
HIGH	494.32
0.618	493.45
0.500	493.19
0.382	492.92
LOW	492.05
0.618	490.65
1.000	489.78
1.618	488.38
2.618	486.11
4.250	482.40

Fisher Pivots for day following 06-Feb-2024
Pivot	1 day	3 day
R1	493.72	493.55
PP	493.45	493.11
S1	493.19	492.68

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

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