SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Jul-2023

Day Change Summary
	Previous	Current
	25-Jul-2023	26-Jul-2023	Change	Change %	Previous Week
Open	453.92	454.47	0.55	0.1%	449.13
High	456.74	456.99	0.26	0.1%	456.43
Low	453.87	453.38	-0.49	-0.1%	449.08
Close	455.44	455.51	0.07	0.0%	452.18
Range	2.87	3.61	0.75	26.0%	7.35
ATR	3.57	3.58	0.00	0.1%	0.00
Volume	55,191,200	71,052,800	15,861,600	28.7%	341,183,400

Daily Pivots for day following 26-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	466.12	464.43	457.50
R3	462.51	460.82	456.50
R2	458.90	458.90	456.17
R1	457.21	457.21	455.84	458.06
PP	455.29	455.29	455.29	455.72
S1	453.60	453.60	455.18	454.45
S2	451.68	451.68	454.85
S3	448.07	449.99	454.52
S4	444.46	446.38	453.52

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	456.99	451.44	5.55	1.2%	2.97	0.7%	73%	True	False	64,426,900
10	456.99	447.45	9.54	2.1%	3.07	0.7%	84%	True	False	66,369,170
20	456.99	434.41	22.58	5.0%	2.94	0.6%	93%	True	False	69,450,485
40	456.99	416.22	40.77	9.0%	3.42	0.8%	96%	True	False	76,837,810
60	456.99	403.74	53.25	11.7%	3.61	0.8%	97%	True	False	77,856,540
80	456.99	403.74	53.25	11.7%	3.68	0.8%	97%	True	False	77,240,436
100	456.99	380.65	76.34	16.8%	4.17	0.9%	98%	True	False	83,990,861
120	456.99	380.65	76.34	16.8%	4.31	0.9%	98%	True	False	84,049,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	472.33
2.618	466.44
1.618	462.83
1.000	460.60
0.618	459.22
HIGH	456.99
0.618	455.61
0.500	455.19
0.382	454.76
LOW	453.38
0.618	451.15
1.000	449.77
1.618	447.54
2.618	443.93
4.250	438.04

Fisher Pivots for day following 26-Jul-2023
Pivot	1 day	3 day
R1	455.40	455.22
PP	455.29	454.93
S1	455.19	454.64

Download as Excel Spreadsheet

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

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