SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Jul-2023

Day Change Summary
	Previous	Current
	12-Jul-2023	13-Jul-2023	Change	Change %	Previous Week
Open	446.39	447.90	1.51	0.3%	442.92
High	447.48	450.38	2.90	0.6%	444.08
Low	444.91	447.45	2.54	0.6%	437.06
Close	446.02	449.56	3.54	0.8%	438.55
Range	2.57	2.93	0.36	14.0%	7.02
ATR	4.01	4.03	0.03	0.6%	0.00
Volume	91,924,500	72,425,200	-19,499,300	-21.2%	258,004,100

Daily Pivots for day following 13-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	457.92	456.67	451.17
R3	454.99	453.74	450.37
R2	452.06	452.06	450.10
R1	450.81	450.81	449.83	451.44
PP	449.13	449.13	449.13	449.44
S1	447.88	447.88	449.29	448.51
S2	446.20	446.20	449.02
S3	443.27	444.95	448.75
S4	440.34	442.02	447.95

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	450.38	437.59	12.80	2.8%	3.12	0.7%	94%	True	False	75,478,200
10	450.38	435.54	14.84	3.3%	2.80	0.6%	94%	True	False	72,210,730
20	450.38	431.19	19.19	4.3%	3.44	0.8%	96%	True	False	79,215,770
40	450.38	409.88	40.50	9.0%	3.64	0.8%	98%	True	False	81,233,565
60	450.38	403.74	46.64	10.4%	3.72	0.8%	98%	True	False	79,552,631
80	450.38	389.40	60.98	13.6%	3.90	0.9%	99%	True	False	79,945,450
100	450.38	380.65	69.73	15.5%	4.29	1.0%	99%	True	False	86,299,070
120	450.38	380.65	69.73	15.5%	4.55	1.0%	99%	True	False	85,150,932

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	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	462.83
2.618	458.05
1.618	455.12
1.000	453.31
0.618	452.19
HIGH	450.38
0.618	449.26
0.500	448.92
0.382	448.57
LOW	447.45
0.618	445.64
1.000	444.52
1.618	442.71
2.618	439.78
4.250	435.00

Fisher Pivots for day following 13-Jul-2023
Pivot	1 day	3 day
R1	449.35	448.01
PP	449.13	446.46
S1	448.92	444.91

Download as Excel Spreadsheet

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

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