SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	443.02	437.45	-5.57	-1.3%	430.92
High	443.61	438.37	-5.24	-1.2%	443.90
Low	438.97	435.03	-3.94	-0.9%	430.17
Close	439.46	437.18	-2.28	-0.5%	439.46
Range	4.64	3.34	-1.30	-28.0%	13.73
ATR	4.55	4.54	-0.01	-0.2%	0.00
Volume	114,165,800	76,160,300	-38,005,500	-33.3%	497,237,300

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	446.88	445.37	439.02
R3	443.54	442.03	438.10
R2	440.20	440.20	437.79
R1	438.69	438.69	437.49	437.78
PP	436.86	436.86	436.86	436.40
S1	435.35	435.35	436.87	434.44
S2	433.52	433.52	436.57
S3	430.18	432.01	436.26
S4	426.84	428.67	435.34

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	479.03	472.98	447.01
R3	465.30	459.25	443.24
R2	451.57	451.57	441.98
R1	445.52	445.52	440.72	448.55
PP	437.84	437.84	437.84	439.36
S1	431.79	431.79	438.20	434.82
S2	424.11	424.11	436.94
S3	410.38	418.06	435.68
S4	396.65	404.33	431.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	443.90	433.59	10.31	2.4%	4.76	1.1%	35%	False	False	99,428,180
10	443.90	425.82	18.08	4.1%	4.05	0.9%	63%	False	False	87,039,290
20	443.90	409.88	34.02	7.8%	4.09	0.9%	80%	False	False	86,015,280
40	443.90	403.74	40.16	9.2%	4.09	0.9%	83%	False	False	83,049,970
60	443.90	389.40	54.50	12.5%	3.95	0.9%	88%	False	False	79,948,068
80	443.90	380.65	63.25	14.5%	4.53	1.0%	89%	False	False	88,686,681
100	443.90	380.65	63.25	14.5%	4.73	1.1%	89%	False	False	87,147,275
120	443.90	376.42	67.48	15.4%	4.90	1.1%	90%	False	False	85,517,265

Crabel Price Patterns
NR	True
NR4	True
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	0.88
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	452.57
2.618	447.11
1.618	443.77
1.000	441.71
0.618	440.43
HIGH	438.37
0.618	437.09
0.500	436.70
0.382	436.31
LOW	435.03
0.618	432.97
1.000	431.69
1.618	429.63
2.618	426.29
4.250	420.84

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	437.02	439.47
PP	436.86	438.70
S1	436.70	437.94

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

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