SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	450.50	455.01	4.51	1.0%	438.18
High	454.86	456.43	1.57	0.3%	451.36
Low	450.05	454.11	4.06	0.9%	437.59
Close	454.19	455.20	1.01	0.2%	449.28
Range	4.81	2.32	-2.49	-51.8%	13.78
ATR	3.94	3.82	-0.12	-2.9%	0.00
Volume	80,744,400	65,891,600	-14,852,800	-18.4%	361,072,700

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	462.20	461.02	456.47
R3	459.88	458.70	455.84
R2	457.57	457.57	455.62
R1	456.38	456.38	455.41	456.97
PP	455.25	455.25	455.25	455.54
S1	454.06	454.06	454.99	454.66
S2	452.93	452.93	454.78
S3	450.61	451.75	454.56
S4	448.29	449.43	453.93

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	456.43	447.45	8.98	2.0%	3.16	0.7%	86%	True	False	68,311,440
10	456.43	437.06	19.37	4.3%	3.15	0.7%	94%	True	False	72,718,130
20	456.43	431.19	25.24	5.5%	3.03	0.7%	95%	True	False	72,610,310
40	456.43	409.88	46.55	10.2%	3.56	0.8%	97%	True	False	79,312,795
60	456.43	403.74	52.69	11.6%	3.73	0.8%	98%	True	False	79,570,083
80	456.43	389.40	67.03	14.7%	3.72	0.8%	98%	True	False	78,113,628
100	456.43	380.65	75.78	16.6%	4.23	0.9%	98%	True	False	85,471,407
120	456.43	380.65	75.78	16.6%	4.45	1.0%	98%	True	False	84,724,447

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.64
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	466.28
2.618	462.50
1.618	460.18
1.000	458.75
0.618	457.86
HIGH	456.43
0.618	455.54
0.500	455.27
0.382	455.00
LOW	454.11
0.618	452.68
1.000	451.79
1.618	450.36
2.618	448.04
4.250	444.26

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	455.27	454.39
PP	455.25	453.57
S1	455.22	452.76

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

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