SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	442.92	441.91	-1.01	-0.2%	432.62
High	444.08	443.89	-0.19	0.0%	444.30
Low	442.63	441.90	-0.73	-0.2%	431.19
Close	443.79	443.13	-0.66	-0.1%	443.28
Range	1.45	1.99	0.54	37.2%	13.11
ATR	4.07	3.92	-0.15	-3.6%	0.00
Volume	32,793,300	58,418,400	25,625,100	78.1%	394,119,400

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	448.94	448.02	444.22
R3	446.95	446.04	443.68
R2	444.96	444.96	443.49
R1	444.05	444.05	443.31	444.50
PP	442.97	442.97	442.97	443.20
S1	442.06	442.06	442.95	442.52
S2	440.98	440.98	442.77
S3	439.00	440.07	442.58
S4	437.01	438.08	442.04

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	434.41	9.89	2.2%	2.48	0.6%	88%	False	False	67,938,780
10	444.30	431.19	13.11	3.0%	2.90	0.7%	91%	False	False	72,502,490
20	444.30	425.82	18.48	4.2%	3.48	0.8%	94%	False	False	79,770,890
40	444.30	408.87	35.43	8.0%	3.66	0.8%	97%	False	False	79,540,770
60	444.30	403.74	40.56	9.2%	3.81	0.9%	97%	False	False	79,248,673
80	444.30	380.65	63.65	14.4%	4.25	1.0%	98%	False	False	86,148,150
100	444.30	380.65	63.65	14.4%	4.43	1.0%	98%	False	False	86,127,416
120	444.30	380.65	63.65	14.4%	4.66	1.1%	98%	False	False	85,268,945

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	452.34
2.618	449.10
1.618	447.11
1.000	445.88
0.618	445.12
HIGH	443.89
0.618	443.13
0.500	442.89
0.382	442.66
LOW	441.90
0.618	440.67
1.000	439.91
1.618	438.68
2.618	436.69
4.250	433.45

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	443.05	442.99
PP	442.97	442.85
S1	442.89	442.71

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

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