SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	455.01	454.17	-0.84	-0.2%	438.18
High	456.43	455.10	-1.33	-0.3%	451.36
Low	454.11	451.44	-2.67	-0.6%	437.59
Close	455.20	452.18	-3.02	-0.7%	449.28
Range	2.32	3.66	1.34	57.9%	13.78
ATR	3.82	3.82	0.00	-0.1%	0.00
Volume	65,891,600	70,591,600	4,700,000	7.1%	361,072,700

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	463.89	461.69	454.19
R3	460.23	458.03	453.19
R2	456.57	456.57	452.85
R1	454.37	454.37	452.52	453.64
PP	452.91	452.91	452.91	452.54
S1	450.71	450.71	451.84	449.98
S2	449.25	449.25	451.51
S3	445.59	447.05	451.17
S4	441.93	443.39	450.17

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	448.49	7.94	1.8%	3.30	0.7%	46%	False	False	67,944,720
10	456.43	437.59	18.85	4.2%	3.21	0.7%	77%	False	False	71,711,460
20	456.43	431.19	25.24	5.6%	3.08	0.7%	83%	False	False	72,290,780
40	456.43	409.88	46.55	10.3%	3.57	0.8%	91%	False	False	79,558,950
60	456.43	403.74	52.69	11.7%	3.75	0.8%	92%	False	False	79,674,410
80	456.43	393.69	62.74	13.9%	3.69	0.8%	93%	False	False	77,648,897
100	456.43	380.65	75.78	16.8%	4.23	0.9%	94%	False	False	85,095,379
120	456.43	380.65	75.78	16.8%	4.44	1.0%	94%	False	False	84,710,315

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	0.67
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	470.66
2.618	464.68
1.618	461.02
1.000	458.76
0.618	457.36
HIGH	455.10
0.618	453.70
0.500	453.27
0.382	452.84
LOW	451.44
0.618	449.18
1.000	447.78
1.618	445.52
2.618	441.86
4.250	435.89

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	453.27	453.24
PP	452.91	452.89
S1	452.54	452.53

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

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