SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Feb-2024

Day Change Summary
	Previous	Current
	06-Feb-2024	07-Feb-2024	Change	Change %	Previous Week
Open	493.52	496.29	2.77	0.6%	487.73
High	494.32	498.53	4.21	0.9%	496.05
Low	492.05	495.36	3.31	0.7%	482.86
Close	493.98	498.10	4.12	0.8%	494.35
Range	2.27	3.17	0.90	39.6%	13.19
ATR	4.24	4.26	0.02	0.5%	0.00
Volume	55,918,600	70,556,500	14,637,900	26.2%	437,071,700

Daily Pivots for day following 07-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	506.84	505.64	499.84
R3	503.67	502.47	498.97
R2	500.50	500.50	498.68
R1	499.30	499.30	498.39	499.90
PP	497.33	497.33	497.33	497.63
S1	496.13	496.13	497.81	496.73
S2	494.16	494.16	497.52
S3	490.99	492.96	497.23
S4	487.82	489.79	496.36

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	498.53	483.80	14.73	3.0%	4.35	0.9%	97%	True	False	78,670,380
10	498.53	482.86	15.67	3.1%	3.92	0.8%	97%	True	False	78,847,040
20	498.53	469.87	28.66	5.8%	3.89	0.8%	98%	True	False	77,792,620
40	498.53	459.47	39.06	7.8%	3.84	0.8%	99%	True	False	82,162,717
60	498.53	433.83	64.70	13.0%	3.65	0.7%	99%	True	False	77,789,870
80	498.53	409.21	89.32	17.9%	3.94	0.8%	100%	True	False	80,948,883
100	498.53	409.21	89.32	17.9%	4.17	0.8%	100%	True	False	82,376,481
120	498.53	409.21	89.32	17.9%	4.15	0.8%	100%	True	False	80,781,332

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.68
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	512.00
2.618	506.83
1.618	503.66
1.000	501.70
0.618	500.49
HIGH	498.53
0.618	497.32
0.500	496.95
0.382	496.57
LOW	495.36
0.618	493.40
1.000	492.19
1.618	490.23
2.618	487.06
4.250	481.89

Fisher Pivots for day following 07-Feb-2024
Pivot	1 day	3 day
R1	497.72	496.86
PP	497.33	495.62
S1	496.95	494.38

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

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