SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Jul-2023

Day Change Summary
	Previous	Current
	17-Jul-2023	18-Jul-2023	Change	Change %	Previous Week
Open	449.13	450.50	1.37	0.3%	438.18
High	451.93	454.86	2.93	0.6%	451.36
Low	449.08	450.05	0.97	0.2%	437.59
Close	450.84	454.19	3.35	0.7%	449.28
Range	2.85	4.81	1.96	68.8%	13.78
ATR	3.87	3.94	0.07	1.7%	0.00
Volume	52,680,200	80,744,400	28,064,200	53.3%	361,072,700

Daily Pivots for day following 18-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	467.47	465.64	456.84
R3	462.66	460.83	455.51
R2	457.84	457.84	455.07
R1	456.02	456.02	454.63	456.93
PP	453.03	453.03	453.03	453.49
S1	451.21	451.21	453.75	452.12
S2	448.22	448.22	453.31
S3	443.41	446.39	452.87
S4	438.60	441.58	451.54

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	454.86	444.91	9.95	2.2%	3.21	0.7%	93%	True	False	73,518,020
10	454.86	437.06	17.80	3.9%	3.12	0.7%	96%	True	False	71,970,810
20	454.86	431.19	23.67	5.2%	3.08	0.7%	97%	True	False	73,123,745
40	454.86	409.88	44.98	9.9%	3.59	0.8%	99%	True	False	80,260,337
60	454.86	403.74	51.12	11.3%	3.74	0.8%	99%	True	False	79,696,180
80	454.86	389.40	65.46	14.4%	3.80	0.8%	99%	True	False	78,781,875
100	454.86	380.65	74.21	16.3%	4.26	0.9%	99%	True	False	85,774,915
120	454.86	380.65	74.21	16.3%	4.49	1.0%	99%	True	False	84,882,019

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	0.55
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	475.31
2.618	467.46
1.618	462.65
1.000	459.67
0.618	457.83
HIGH	454.86
0.618	453.02
0.500	452.45
0.382	451.89
LOW	450.05
0.618	447.07
1.000	445.24
1.618	442.26
2.618	437.45
4.250	429.60

Fisher Pivots for day following 18-Jul-2023
Pivot	1 day	3 day
R1	453.61	453.35
PP	453.03	452.51
S1	452.45	451.68

Download as Excel Spreadsheet

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

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