SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Jun-2023

Day Change Summary
	Previous	Current
	21-Jun-2023	22-Jun-2023	Change	Change %	Previous Week
Open	436.16	433.95	-2.21	-0.5%	430.92
High	436.99	436.62	-0.37	-0.1%	443.90
Low	434.33	433.60	-0.73	-0.2%	430.17
Close	434.94	436.51	1.57	0.4%	439.46
Range	2.66	3.02	0.36	13.5%	13.73
ATR	4.42	4.32	-0.10	-2.3%	0.00
Volume	76,982,200	70,637,100	-6,345,100	-8.2%	497,237,300

Daily Pivots for day following 22-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	444.64	443.59	438.17
R3	441.62	440.57	437.34
R2	438.60	438.60	437.06
R1	437.55	437.55	436.79	438.08
PP	435.58	435.58	435.58	435.84
S1	434.53	434.53	436.23	435.06
S2	432.56	432.56	435.96
S3	429.54	431.51	435.68
S4	426.52	428.49	434.85

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	433.60	10.30	2.4%	4.27	1.0%	28%	False	True	89,649,700
10	443.90	425.82	18.08	4.1%	4.01	0.9%	59%	False	False	86,861,690
20	443.90	409.88	34.02	7.8%	3.97	0.9%	78%	False	False	86,039,805
40	443.90	403.74	40.16	9.2%	4.04	0.9%	82%	False	False	82,687,985
60	443.90	393.69	50.21	11.5%	3.88	0.9%	85%	False	False	79,378,715
80	443.90	380.65	63.25	14.5%	4.50	1.0%	88%	False	False	88,173,933
100	443.90	380.65	63.25	14.5%	4.70	1.1%	88%	False	False	87,217,133
120	443.90	377.83	66.07	15.1%	4.86	1.1%	89%	False	False	85,726,180

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.82
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	449.46
2.618	444.53
1.618	441.51
1.000	439.64
0.618	438.49
HIGH	436.62
0.618	435.47
0.500	435.11
0.382	434.75
LOW	433.60
0.618	431.73
1.000	430.58
1.618	428.71
2.618	425.69
4.250	420.77

Fisher Pivots for day following 22-Jun-2023
Pivot	1 day	3 day
R1	436.04	436.34
PP	435.58	436.16
S1	435.11	435.99

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

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