SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	447.90	450.48	2.58	0.6%	438.18
High	450.38	451.36	0.98	0.2%	451.36
Low	447.45	448.49	1.04	0.2%	437.59
Close	449.56	449.28	-0.28	-0.1%	449.28
Range	2.93	2.87	-0.06	-2.0%	13.78
ATR	4.03	3.95	-0.08	-2.1%	0.00
Volume	72,425,200	69,815,800	-2,609,400	-3.6%	361,072,700

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.32	456.67	450.86
R3	455.45	453.80	450.07
R2	452.58	452.58	449.81
R1	450.93	450.93	449.54	450.32
PP	449.71	449.71	449.71	449.41
S1	448.06	448.06	449.02	447.45
S2	446.84	446.84	448.75
S3	443.97	445.19	448.49
S4	441.10	442.32	447.70

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	487.40	482.12	456.86
R3	473.63	468.34	453.07
R2	459.85	459.85	451.81
R1	454.57	454.57	450.54	457.21
PP	446.08	446.08	446.08	447.40
S1	440.79	440.79	448.02	443.43
S2	432.30	432.30	446.75
S3	418.53	427.02	445.49
S4	404.75	413.24	441.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	451.36	437.59	13.78	3.1%	2.83	0.6%	85%	True	False	72,214,540
10	451.36	437.06	14.30	3.2%	2.82	0.6%	85%	True	False	72,404,080
20	451.36	431.19	20.17	4.5%	3.31	0.7%	90%	True	False	77,675,960
40	451.36	409.88	41.48	9.2%	3.65	0.8%	95%	True	False	81,536,325
60	451.36	403.74	47.62	10.6%	3.71	0.8%	96%	True	False	79,656,896
80	451.36	389.40	61.96	13.8%	3.89	0.9%	97%	True	False	79,654,951
100	451.36	380.65	70.71	15.7%	4.28	1.0%	97%	True	False	86,104,650
120	451.36	380.65	70.71	15.7%	4.51	1.0%	97%	True	False	84,967,678

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	True
Stretch	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	463.56
2.618	458.87
1.618	456.00
1.000	454.23
0.618	453.13
HIGH	451.36
0.618	450.26
0.500	449.93
0.382	449.59
LOW	448.49
0.618	446.72
1.000	445.62
1.618	443.85
2.618	440.98
4.250	436.29

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	449.93	448.90
PP	449.71	448.52
S1	449.50	448.14

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

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