SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	439.42	438.63	-0.79	-0.2%	442.92
High	440.10	442.64	2.54	0.6%	444.08
Low	437.06	438.30	1.24	0.3%	437.06
Close	439.66	438.55	-1.11	-0.3%	438.55
Range	3.04	4.34	1.30	42.8%	7.02
ATR	4.07	4.09	0.02	0.5%	0.00
Volume	80,658,300	86,134,100	5,475,800	6.8%	258,004,100

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.85	450.04	440.94
R3	448.51	445.70	439.74
R2	444.17	444.17	439.35
R1	441.36	441.36	438.95	440.60
PP	439.83	439.83	439.83	439.45
S1	437.02	437.02	438.15	436.26
S2	435.49	435.49	437.75
S3	431.15	432.68	437.36
S4	426.81	428.34	436.16

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	460.96	456.77	442.41
R3	453.94	449.75	440.48
R2	446.92	446.92	439.84
R1	442.73	442.73	439.19	441.32
PP	439.90	439.90	439.90	439.19
S1	435.71	435.71	437.91	434.30
S2	432.88	432.88	437.26
S3	425.86	428.69	436.62
S4	418.84	421.67	434.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444.30	437.06	7.24	1.7%	2.80	0.6%	21%	False	False	72,593,620
10	444.30	431.19	13.11	3.0%	3.07	0.7%	56%	False	False	74,419,800
20	444.30	425.82	18.48	4.2%	3.54	0.8%	69%	False	False	80,640,745
40	444.30	408.87	35.43	8.1%	3.76	0.9%	84%	False	False	81,228,910
60	444.30	403.74	40.56	9.2%	3.84	0.9%	86%	False	False	79,978,898
80	444.30	383.71	60.59	13.8%	4.11	0.9%	91%	False	False	83,892,945
100	444.30	380.65	63.65	14.5%	4.38	1.0%	91%	False	False	86,300,695
120	444.30	380.65	63.65	14.5%	4.64	1.1%	91%	False	False	85,333,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	461.09
2.618	454.00
1.618	449.66
1.000	446.98
0.618	445.32
HIGH	442.64
0.618	440.98
0.500	440.47
0.382	439.96
LOW	438.30
0.618	435.62
1.000	433.96
1.618	431.28
2.618	426.94
4.250	419.86

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	440.47	440.47
PP	439.83	439.83
S1	439.19	439.19

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

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