SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Jul-2023

Day Change Summary
	Previous	Current
	30-Jun-2023	03-Jul-2023	Change	Change %	Previous Week
Open	441.44	442.92	1.48	0.3%	432.62
High	444.30	444.08	-0.22	0.0%	444.30
Low	441.11	442.63	1.52	0.3%	431.19
Close	443.28	443.79	0.51	0.1%	443.28
Range	3.19	1.45	-1.74	-54.5%	13.11
ATR	4.27	4.07	-0.20	-4.7%	0.00
Volume	104,964,000	32,793,300	-72,170,700	-68.8%	394,119,400

Daily Pivots for day following 03-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	447.85	447.27	444.59
R3	446.40	445.82	444.19
R2	444.95	444.95	444.06
R1	444.37	444.37	443.92	444.66
PP	443.50	443.50	443.50	443.65
S1	442.92	442.92	443.66	443.21
S2	442.05	442.05	443.52
S3	440.60	441.47	443.39
S4	439.15	440.02	442.99

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	431.88	12.42	2.8%	3.07	0.7%	96%	False	False	70,817,840
10	444.30	431.19	13.11	3.0%	3.04	0.7%	96%	False	False	74,276,680
20	444.30	425.82	18.48	4.2%	3.54	0.8%	97%	False	False	80,122,975
40	444.30	408.64	35.66	8.0%	3.73	0.8%	99%	False	False	80,277,602
60	444.30	403.74	40.56	9.1%	3.84	0.9%	99%	False	False	79,337,421
80	444.30	380.65	63.65	14.3%	4.37	1.0%	99%	False	False	86,817,236
100	444.30	380.65	63.65	14.3%	4.46	1.0%	99%	False	False	86,305,506
120	444.30	380.65	63.65	14.3%	4.68	1.1%	99%	False	False	85,326,775

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	450.24
2.618	447.88
1.618	446.43
1.000	445.53
0.618	444.98
HIGH	444.08
0.618	443.53
0.500	443.36
0.382	443.18
LOW	442.63
0.618	441.73
1.000	441.18
1.618	440.28
2.618	438.83
4.250	436.47

Fisher Pivots for day following 03-Jul-2023
Pivot	1 day	3 day
R1	443.65	442.50
PP	443.50	441.21
S1	443.36	439.92

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

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