SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Jun-2023

Day Change Summary
	Previous	Current
	22-Jun-2023	23-Jun-2023	Change	Change %	Previous Week
Open	433.95	432.93	-1.02	-0.2%	437.45
High	436.62	435.06	-1.56	-0.4%	438.37
Low	433.60	432.47	-1.13	-0.3%	432.47
Close	436.51	433.21	-3.30	-0.8%	433.21
Range	3.02	2.59	-0.43	-14.2%	5.90
ATR	4.32	4.30	-0.02	-0.5%	0.00
Volume	70,637,100	92,074,500	21,437,400	30.3%	315,854,100

Daily Pivots for day following 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	441.35	439.87	434.63
R3	438.76	437.28	433.92
R2	436.17	436.17	433.68
R1	434.69	434.69	433.45	435.43
PP	433.58	433.58	433.58	433.95
S1	432.10	432.10	432.97	432.84
S2	430.99	430.99	432.74
S3	428.40	429.51	432.50
S4	425.81	426.92	431.79

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.38	448.70	436.46
R3	446.48	442.80	434.83
R2	440.58	440.58	434.29
R1	436.90	436.90	433.75	435.79
PP	434.68	434.68	434.68	434.13
S1	431.00	431.00	432.67	429.89
S2	428.78	428.78	432.13
S3	422.88	425.10	431.59
S4	416.98	419.20	429.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	443.61	432.47	11.14	2.6%	3.25	0.8%	7%	False	True	86,003,980
10	443.90	428.87	15.03	3.5%	3.89	0.9%	29%	False	False	89,873,860
20	443.90	412.41	31.49	7.3%	3.95	0.9%	66%	False	False	86,182,850
40	443.90	403.74	40.16	9.3%	4.00	0.9%	73%	False	False	82,978,672
60	443.90	398.68	45.22	10.4%	3.88	0.9%	76%	False	False	79,865,430
80	443.90	380.65	63.25	14.6%	4.49	1.0%	83%	False	False	88,119,383
100	443.90	380.65	63.25	14.6%	4.67	1.1%	83%	False	False	87,395,858
120	443.90	377.83	66.07	15.3%	4.84	1.1%	84%	False	False	85,935,377

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	0.78
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	446.07
2.618	441.84
1.618	439.25
1.000	437.65
0.618	436.66
HIGH	435.06
0.618	434.07
0.500	433.77
0.382	433.46
LOW	432.47
0.618	430.87
1.000	429.88
1.618	428.28
2.618	425.69
4.250	421.46

Fisher Pivots for day following 23-Jun-2023
Pivot	1 day	3 day
R1	433.77	434.73
PP	433.58	434.22
S1	433.40	433.72

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

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