SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jun-2023

Day Change Summary
	Previous	Current
	20-Jun-2023	21-Jun-2023	Change	Change %	Previous Week
Open	437.45	436.16	-1.29	-0.3%	430.92
High	438.37	436.99	-1.38	-0.3%	443.90
Low	435.03	434.33	-0.70	-0.2%	430.17
Close	437.18	434.94	-2.24	-0.5%	439.46
Range	3.34	2.66	-0.68	-20.4%	13.73
ATR	4.54	4.42	-0.12	-2.7%	0.00
Volume	76,160,300	76,982,200	821,900	1.1%	497,237,300

Daily Pivots for day following 21-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	443.40	441.83	436.40
R3	440.74	439.17	435.67
R2	438.08	438.08	435.43
R1	436.51	436.51	435.18	435.97
PP	435.42	435.42	435.42	435.15
S1	433.85	433.85	434.70	433.31
S2	432.76	432.76	434.45
S3	430.10	431.19	434.21
S4	427.44	428.53	433.48

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%	13%	False	False	95,644,680
10	443.90	425.82	18.08	4.2%	4.06	0.9%	50%	False	False	88,335,300
20	443.90	409.88	34.02	7.8%	4.07	0.9%	74%	False	False	86,827,120
40	443.90	403.74	40.16	9.2%	4.09	0.9%	78%	False	False	83,366,225
60	443.90	393.69	50.21	11.5%	3.89	0.9%	82%	False	False	79,434,936
80	443.90	380.65	63.25	14.5%	4.52	1.0%	86%	False	False	88,296,528
100	443.90	380.65	63.25	14.5%	4.71	1.1%	86%	False	False	87,194,223
120	443.90	376.42	67.48	15.5%	4.90	1.1%	87%	False	False	85,728,466

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.90
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	448.30
2.618	443.95
1.618	441.29
1.000	439.65
0.618	438.63
HIGH	436.99
0.618	435.97
0.500	435.66
0.382	435.35
LOW	434.33
0.618	432.69
1.000	431.67
1.618	430.03
2.618	427.37
4.250	423.03

Fisher Pivots for day following 21-Jun-2023
Pivot	1 day	3 day
R1	435.66	438.97
PP	435.42	437.63
S1	435.18	436.28

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

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