SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Jul-2023

Day Change Summary
	Previous	Current
	21-Jul-2023	24-Jul-2023	Change	Change %	Previous Week
Open	453.96	453.37	-0.59	-0.1%	449.13
High	454.17	455.04	0.88	0.2%	456.43
Low	452.17	452.30	0.13	0.0%	449.08
Close	452.18	454.20	2.02	0.4%	452.18
Range	2.00	2.74	0.75	37.4%	7.35
ATR	3.69	3.63	-0.06	-1.6%	0.00
Volume	71,275,600	54,023,300	-17,252,300	-24.2%	341,183,400

Daily Pivots for day following 24-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	462.07	460.88	455.71
R3	459.33	458.14	454.95
R2	456.59	456.59	454.70
R1	455.39	455.39	454.45	455.99
PP	453.85	453.85	453.85	454.14
S1	452.65	452.65	453.95	453.25
S2	451.10	451.10	453.70
S3	448.36	449.91	453.45
S4	445.62	447.17	452.69

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	450.05	6.38	1.4%	3.11	0.7%	65%	False	False	68,505,300
10	456.43	439.44	16.99	3.7%	3.03	0.7%	87%	False	False	69,383,590
20	456.43	431.19	25.24	5.6%	3.03	0.7%	91%	False	False	70,420,145
40	456.43	412.41	44.02	9.7%	3.49	0.8%	95%	False	False	78,301,497
60	456.43	403.74	52.69	11.6%	3.68	0.8%	96%	False	False	78,792,496
80	456.43	398.68	57.75	12.7%	3.67	0.8%	96%	False	False	77,504,108
100	456.43	380.65	75.78	16.7%	4.20	0.9%	97%	False	False	84,579,536
120	456.43	380.65	75.78	16.7%	4.40	1.0%	97%	False	False	84,566,572

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.70
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	466.69
2.618	462.22
1.618	459.48
1.000	457.78
0.618	456.73
HIGH	455.04
0.618	453.99
0.500	453.67
0.382	453.35
LOW	452.30
0.618	450.60
1.000	449.56
1.618	447.86
2.618	445.12
4.250	440.64

Fisher Pivots for day following 24-Jul-2023
Pivot	1 day	3 day
R1	454.02	453.89
PP	453.85	453.58
S1	453.67	453.27

Download as Excel Spreadsheet

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

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