SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Jul-2023

Day Change Summary
	Previous	Current
	11-Jul-2023	12-Jul-2023	Change	Change %	Previous Week
Open	440.45	446.39	5.94	1.3%	442.92
High	442.97	447.48	4.51	1.0%	444.08
Low	439.44	444.91	5.47	1.2%	437.06
Close	442.46	446.02	3.56	0.8%	438.55
Range	3.53	2.57	-0.96	-27.2%	7.02
ATR	3.93	4.01	0.08	2.0%	0.00
Volume	64,463,700	91,924,500	27,460,800	42.6%	258,004,100

Daily Pivots for day following 12-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	453.85	452.50	447.43
R3	451.28	449.93	446.73
R2	448.71	448.71	446.49
R1	447.36	447.36	446.26	446.75
PP	446.14	446.14	446.14	445.83
S1	444.79	444.79	445.78	444.18
S2	443.57	443.57	445.55
S3	441.00	442.22	445.31
S4	438.43	439.65	444.61

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	447.48	437.06	10.42	2.3%	3.15	0.7%	86%	True	False	77,124,820
10	447.48	434.41	13.07	2.9%	2.81	0.6%	89%	True	False	72,531,800
20	447.48	431.19	16.29	3.7%	3.43	0.8%	91%	True	False	80,389,495
40	447.48	409.88	37.60	8.4%	3.65	0.8%	96%	True	False	80,780,167
60	447.48	403.74	43.74	9.8%	3.71	0.8%	97%	True	False	79,452,818
80	447.48	388.55	58.93	13.2%	3.94	0.9%	98%	True	False	80,797,052
100	447.48	380.65	66.83	15.0%	4.31	1.0%	98%	True	False	86,339,132
120	447.48	380.65	66.83	15.0%	4.56	1.0%	98%	True	False	85,272,046

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	458.40
2.618	454.21
1.618	451.64
1.000	450.05
0.618	449.07
HIGH	447.48
0.618	446.50
0.500	446.19
0.382	445.89
LOW	444.91
0.618	443.32
1.000	442.34
1.618	440.75
2.618	438.18
4.250	433.99

Fisher Pivots for day following 12-Jul-2023
Pivot	1 day	3 day
R1	446.19	444.86
PP	446.14	443.69
S1	446.08	442.53

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

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