SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	435.05	435.96	0.91	0.2%	437.45
High	437.44	438.28	0.84	0.2%	438.37
Low	434.41	435.54	1.13	0.3%	432.47
Close	436.39	438.11	1.72	0.4%	433.21
Range	3.03	2.74	-0.29	-9.6%	5.90
ATR	4.23	4.12	-0.11	-2.5%	0.00
Volume	75,635,900	67,882,300	-7,753,600	-10.3%	315,854,100

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	445.53	444.56	439.62
R3	442.79	441.82	438.86
R2	440.05	440.05	438.61
R1	439.08	439.08	438.36	439.57
PP	437.31	437.31	437.31	437.55
S1	436.34	436.34	437.86	436.83
S2	434.57	434.57	437.61
S3	431.83	433.60	437.36
S4	429.09	430.86	436.60

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	438.28	431.19	7.09	1.6%	3.34	0.8%	98%	True	False	76,245,980
10	443.90	431.19	12.71	2.9%	3.80	0.9%	54%	False	False	82,947,840
20	443.90	416.79	27.11	6.2%	3.85	0.9%	79%	False	False	82,249,665
40	443.90	403.74	40.16	9.2%	3.86	0.9%	86%	False	False	81,494,507
60	443.90	403.74	40.16	9.2%	3.89	0.9%	86%	False	False	79,238,161
80	443.90	380.65	63.25	14.4%	4.43	1.0%	91%	False	False	87,383,485
100	443.90	380.65	63.25	14.4%	4.53	1.0%	91%	False	False	86,440,793
120	443.90	379.41	64.49	14.7%	4.78	1.1%	91%	False	False	85,663,527

Crabel Price Patterns
NR	True
NR4	True
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	0.62
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	449.93
2.618	445.45
1.618	442.71
1.000	441.02
0.618	439.97
HIGH	438.28
0.618	437.23
0.500	436.91
0.382	436.59
LOW	435.54
0.618	433.85
1.000	432.80
1.618	431.11
2.618	428.37
4.250	423.90

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	437.71	437.10
PP	437.31	436.09
S1	436.91	435.08

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

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