SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Jul-2023

Day Change Summary
	Previous	Current
	10-Jul-2023	11-Jul-2023	Change	Change %	Previous Week
Open	438.18	440.45	2.27	0.5%	442.92
High	439.84	442.97	3.13	0.7%	444.08
Low	437.59	439.44	1.86	0.4%	437.06
Close	439.66	442.46	2.80	0.6%	438.55
Range	2.26	3.53	1.28	56.5%	7.02
ATR	3.96	3.93	-0.03	-0.8%	0.00
Volume	62,443,500	64,463,700	2,020,200	3.2%	258,004,100

Daily Pivots for day following 11-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.21	450.87	444.40
R3	448.68	447.34	443.43
R2	445.15	445.15	443.11
R1	443.81	443.81	442.78	444.48
PP	441.62	441.62	441.62	441.96
S1	440.28	440.28	442.14	440.95
S2	438.09	438.09	441.81
S3	434.56	436.75	441.49
S4	431.03	433.22	440.52

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	443.89	437.06	6.83	1.5%	3.03	0.7%	79%	False	False	70,423,600
10	444.30	431.88	12.42	2.8%	3.05	0.7%	85%	False	False	70,620,720
20	444.30	430.17	14.13	3.2%	3.49	0.8%	87%	False	False	79,606,105
40	444.30	409.07	35.23	8.0%	3.70	0.8%	95%	False	False	80,244,092
60	444.30	403.74	40.56	9.2%	3.76	0.8%	95%	False	False	79,223,435
80	444.30	386.29	58.01	13.1%	4.03	0.9%	97%	False	False	81,444,920
100	444.30	380.65	63.65	14.4%	4.33	1.0%	97%	False	False	86,036,739
120	444.30	380.65	63.65	14.4%	4.61	1.0%	97%	False	False	85,336,277

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	0.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	457.97
2.618	452.21
1.618	448.68
1.000	446.50
0.618	445.15
HIGH	442.97
0.618	441.62
0.500	441.21
0.382	440.79
LOW	439.44
0.618	437.26
1.000	435.91
1.618	433.73
2.618	430.20
4.250	424.44

Fisher Pivots for day following 11-Jul-2023
Pivot	1 day	3 day
R1	442.04	441.73
PP	441.62	441.01
S1	441.21	440.28

Download as Excel Spreadsheet

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

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