Connect to new wi-fi network

Try this
https://docs.particle.io/guide/getting-started/start/photon/#step-2-connect-with-your-smartphone

To put your device into Listening Mode to set up additional WiFi networks press and hold SETUP till the RGB LED turns blue.

Once you got your device in Listening Mode you can go with the official way (see above link) or use a third party way via this
http://photonsoftap.meteor.com/
Discussion can be found here

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