SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	432.35	435.05	2.70	0.6%	437.45
High	436.81	437.44	0.63	0.1%	438.37
Low	431.88	434.41	2.53	0.6%	432.47
Close	436.17	436.39	0.22	0.1%	433.21
Range	4.93	3.03	-1.90	-38.5%	5.90
ATR	4.32	4.23	-0.09	-2.1%	0.00
Volume	72,813,700	75,635,900	2,822,200	3.9%	315,854,100

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	445.17	443.81	438.06
R3	442.14	440.78	437.22
R2	439.11	439.11	436.95
R1	437.75	437.75	436.67	438.43
PP	436.08	436.08	436.08	436.42
S1	434.72	434.72	436.11	435.40
S2	433.05	433.05	435.83
S3	430.02	431.69	435.56
S4	426.99	428.66	434.72

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	437.44	431.19	6.25	1.4%	3.40	0.8%	83%	True	False	76,796,940
10	443.90	431.19	12.71	2.9%	4.08	0.9%	41%	False	False	86,220,810
20	443.90	416.22	27.68	6.3%	3.87	0.9%	73%	False	False	84,396,135
40	443.90	403.74	40.16	9.2%	3.97	0.9%	81%	False	False	82,397,410
60	443.90	403.74	40.16	9.2%	3.89	0.9%	81%	False	False	79,229,975
80	443.90	380.65	63.25	14.5%	4.44	1.0%	88%	False	False	87,444,905
100	443.90	380.65	63.25	14.5%	4.56	1.0%	88%	False	False	86,709,337
120	443.90	378.76	65.14	14.9%	4.78	1.1%	88%	False	False	85,739,261

Crabel Price Patterns
NR	True
NR4	False
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	0.78
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	450.32
2.618	445.37
1.618	442.34
1.000	440.47
0.618	439.31
HIGH	437.44
0.618	436.28
0.500	435.93
0.382	435.57
LOW	434.41
0.618	432.54
1.000	431.38
1.618	429.51
2.618	426.48
4.250	421.53

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	436.24	435.70
PP	436.08	435.01
S1	435.93	434.32

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

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