SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Jul-2023

Day Change Summary
	Previous	Current
	20-Jul-2023	21-Jul-2023	Change	Change %	Previous Week
Open	454.17	453.96	-0.21	0.0%	449.13
High	455.10	454.17	-0.94	-0.2%	456.43
Low	451.44	452.17	0.73	0.2%	449.08
Close	452.18	452.18	0.00	0.0%	452.18
Range	3.66	2.00	-1.67	-45.5%	7.35
ATR	3.82	3.69	-0.13	-3.4%	0.00
Volume	70,591,600	71,275,600	684,000	1.0%	341,183,400

Daily Pivots for day following 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.82	457.50	453.28
R3	456.83	455.50	452.73
R2	454.83	454.83	452.55
R1	453.51	453.51	452.36	453.17
PP	452.84	452.84	452.84	452.67
S1	451.51	451.51	452.00	451.18
S2	450.84	450.84	451.81
S3	448.85	449.52	451.63
S4	446.85	447.52	451.08

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	474.61	470.75	456.22
R3	467.26	463.40	454.20
R2	459.91	459.91	453.53
R1	456.05	456.05	452.85	457.98
PP	452.56	452.56	452.56	453.53
S1	448.70	448.70	451.51	450.63
S2	445.21	445.21	450.83
S3	437.86	441.35	450.16
S4	430.51	434.00	448.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	456.43	449.08	7.35	1.6%	3.13	0.7%	42%	False	False	68,236,680
10	456.43	437.59	18.85	4.2%	2.98	0.7%	77%	False	False	70,225,610
20	456.43	431.19	25.24	5.6%	3.03	0.7%	83%	False	False	72,322,705
40	456.43	409.88	46.55	10.3%	3.50	0.8%	91%	False	False	79,181,255
60	456.43	403.74	52.69	11.7%	3.70	0.8%	92%	False	False	79,232,891
80	456.43	393.69	62.74	13.9%	3.67	0.8%	93%	False	False	77,614,712
100	456.43	380.65	75.78	16.8%	4.20	0.9%	94%	False	False	85,003,688
120	456.43	380.65	75.78	16.8%	4.42	1.0%	94%	False	False	84,734,728

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	462.64
2.618	459.39
1.618	457.39
1.000	456.16
0.618	455.40
HIGH	454.17
0.618	453.40
0.500	453.17
0.382	452.93
LOW	452.17
0.618	450.94
1.000	450.18
1.618	448.94
2.618	446.95
4.250	443.69

Fisher Pivots for day following 21-Jul-2023
Pivot	1 day	3 day
R1	453.17	453.94
PP	452.84	453.35
S1	452.51	452.77

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

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