SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	454.47	459.02	4.55	1.0%	449.13
High	456.99	459.44	2.45	0.5%	456.43
Low	453.38	451.55	-1.83	-0.4%	449.08
Close	455.51	452.49	-3.02	-0.7%	452.18
Range	3.61	7.89	4.28	118.6%	7.35
ATR	3.58	3.88	0.31	8.6%	0.00
Volume	71,052,800	92,194,300	21,141,500	29.8%	341,183,400

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	478.16	473.22	456.83
R3	470.27	465.33	454.66
R2	462.38	462.38	453.94
R1	457.44	457.44	453.21	455.97
PP	454.49	454.49	454.49	453.76
S1	449.55	449.55	451.77	448.08
S2	446.60	446.60	451.04
S3	438.71	441.66	450.32
S4	430.82	433.77	448.15

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	459.44	451.55	7.89	1.7%	3.82	0.8%	12%	True	True	68,747,440
10	459.44	448.49	10.95	2.4%	3.56	0.8%	37%	True	False	68,346,080
20	459.44	435.54	23.90	5.3%	3.18	0.7%	71%	True	False	70,278,405
40	459.44	416.22	43.22	9.6%	3.52	0.8%	84%	True	False	77,337,270
60	459.44	403.74	55.70	12.3%	3.70	0.8%	88%	True	False	78,357,741
80	459.44	403.74	55.70	12.3%	3.72	0.8%	88%	True	False	76,992,082
100	459.44	380.65	78.79	17.4%	4.19	0.9%	91%	True	False	84,011,605
120	459.44	380.65	78.79	17.4%	4.33	1.0%	91%	True	False	83,970,848

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	492.97
2.618	480.10
1.618	472.21
1.000	467.33
0.618	464.32
HIGH	459.44
0.618	456.43
0.500	455.50
0.382	454.56
LOW	451.55
0.618	446.67
1.000	443.66
1.618	438.78
2.618	430.89
4.250	418.02

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	455.50	455.50
PP	454.49	454.49
S1	453.49	453.49

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols