SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Jun-2023

Day Change Summary
	Previous	Current
	29-Jun-2023	30-Jun-2023	Change	Change %	Previous Week
Open	435.96	441.44	5.48	1.3%	432.62
High	438.28	444.30	6.02	1.4%	444.30
Low	435.54	441.11	5.57	1.3%	431.19
Close	438.11	443.28	5.17	1.2%	443.28
Range	2.74	3.19	0.45	16.4%	13.11
ATR	4.12	4.27	0.15	3.6%	0.00
Volume	67,882,300	104,964,000	37,081,700	54.6%	394,119,400

Daily Pivots for day following 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.47	451.06	445.03
R3	449.28	447.87	444.16
R2	446.09	446.09	443.86
R1	444.68	444.68	443.57	445.39
PP	442.90	442.90	442.90	443.25
S1	441.49	441.49	442.99	442.20
S2	439.71	439.71	442.70
S3	436.52	438.30	442.40
S4	433.33	435.11	441.53

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	478.92	474.21	450.49
R3	465.81	461.10	446.89
R2	452.70	452.70	445.68
R1	447.99	447.99	444.48	450.35
PP	439.59	439.59	439.59	440.77
S1	434.88	434.88	442.08	437.24
S2	426.48	426.48	440.88
S3	413.37	421.77	439.67
S4	400.26	408.66	436.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444.30	431.19	13.11	3.0%	3.46	0.8%	92%	True	False	78,823,880
10	444.30	431.19	13.11	3.0%	3.36	0.8%	92%	True	False	82,413,930
20	444.30	423.95	20.35	4.6%	3.71	0.8%	95%	True	False	83,054,615
40	444.30	403.74	40.56	9.1%	3.79	0.9%	97%	True	False	81,830,315
60	444.30	403.74	40.56	9.1%	3.87	0.9%	97%	True	False	79,877,536
80	444.30	380.65	63.65	14.4%	4.39	1.0%	98%	True	False	87,341,652
100	444.30	380.65	63.65	14.4%	4.53	1.0%	98%	True	False	86,887,480
120	444.30	380.65	63.65	14.4%	4.72	1.1%	98%	True	False	85,669,980

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	457.86
2.618	452.65
1.618	449.46
1.000	447.49
0.618	446.27
HIGH	444.30
0.618	443.08
0.500	442.71
0.382	442.33
LOW	441.11
0.618	439.14
1.000	437.92
1.618	435.95
2.618	432.76
4.250	427.55

Fisher Pivots for day following 30-Jun-2023
Pivot	1 day	3 day
R1	443.09	441.97
PP	442.90	440.66
S1	442.71	439.36

Download as Excel Spreadsheet

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

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