SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	432.62	432.35	-0.27	-0.1%	437.45
High	434.61	436.81	2.20	0.5%	438.37
Low	431.19	431.88	0.69	0.2%	432.47
Close	431.44	436.17	4.73	1.1%	433.21
Range	3.42	4.93	1.51	44.2%	5.90
ATR	4.24	4.32	0.08	1.9%	0.00
Volume	72,823,500	72,813,700	-9,800	0.0%	315,854,100

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	449.74	447.89	438.88
R3	444.81	442.96	437.53
R2	439.88	439.88	437.07
R1	438.03	438.03	436.62	438.96
PP	434.95	434.95	434.95	435.42
S1	433.10	433.10	435.72	434.03
S2	430.02	430.02	435.27
S3	425.09	428.17	434.81
S4	420.16	423.24	433.46

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	436.99	431.19	5.80	1.3%	3.32	0.8%	86%	False	False	77,066,200
10	443.90	431.19	12.71	2.9%	4.04	0.9%	39%	False	False	88,247,190
20	443.90	416.22	27.68	6.3%	3.91	0.9%	72%	False	False	84,225,135
40	443.90	403.74	40.16	9.2%	3.95	0.9%	81%	False	False	82,059,567
60	443.90	403.74	40.16	9.2%	3.93	0.9%	81%	False	False	79,837,086
80	443.90	380.65	63.25	14.5%	4.47	1.0%	88%	False	False	87,625,955
100	443.90	380.65	63.25	14.5%	4.59	1.1%	88%	False	False	86,969,522
120	443.90	378.76	65.14	14.9%	4.80	1.1%	88%	False	False	85,825,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.79
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	457.76
2.618	449.72
1.618	444.79
1.000	441.74
0.618	439.86
HIGH	436.81
0.618	434.93
0.500	434.35
0.382	433.76
LOW	431.88
0.618	428.83
1.000	426.95
1.618	423.90
2.618	418.97
4.250	410.93

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	435.56	435.45
PP	434.95	434.72
S1	434.35	434.00

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

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