SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Jul-2023

Day Change Summary
	Previous	Current
	28-Jul-2023	31-Jul-2023	Change	Change %	Previous Week
Open	455.88	457.41	1.53	0.3%	453.37
High	457.78	458.16	0.38	0.1%	459.44
Low	452.49	456.05	3.55	0.8%	451.55
Close	456.92	457.79	0.87	0.2%	456.92
Range	5.29	2.12	-3.17	-60.0%	7.89
ATR	3.98	3.85	-0.13	-3.4%	0.00
Volume	80,011,700	62,040,400	-17,971,300	-22.5%	352,473,300

Daily Pivots for day following 31-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	463.68	462.85	458.95
R3	461.56	460.73	458.37
R2	459.45	459.45	458.18
R1	458.62	458.62	457.98	459.03
PP	457.33	457.33	457.33	457.54
S1	456.50	456.50	457.60	456.92
S2	455.22	455.22	457.40
S3	453.10	454.39	457.21
S4	450.99	452.27	456.63

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	479.64	476.17	461.26
R3	471.75	468.28	459.09
R2	463.86	463.86	458.37
R1	460.39	460.39	457.64	462.13
PP	455.97	455.97	455.97	456.84
S1	452.50	452.50	456.20	454.24
S2	448.08	448.08	455.47
S3	440.19	444.61	454.75
S4	432.30	436.72	452.58

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%	4.35	1.0%	79%	False	False	72,098,080
10	459.44	450.05	9.39	2.1%	3.73	0.8%	82%	False	False	70,301,690
20	459.44	437.06	22.38	4.9%	3.26	0.7%	93%	False	False	68,738,695
40	459.44	423.95	35.49	7.8%	3.48	0.8%	95%	False	False	75,896,655
60	459.44	403.74	55.70	12.2%	3.61	0.8%	97%	False	False	77,466,441
80	459.44	403.74	55.70	12.2%	3.71	0.8%	97%	False	False	77,092,826
100	459.44	380.65	78.79	17.2%	4.16	0.9%	98%	False	False	83,621,061
120	459.44	380.65	78.79	17.2%	4.32	0.9%	98%	False	False	83,862,682

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.78
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	467.15
2.618	463.70
1.618	461.58
1.000	460.28
0.618	459.47
HIGH	458.16
0.618	457.35
0.500	457.10
0.382	456.85
LOW	456.05
0.618	454.74
1.000	453.93
1.618	452.62
2.618	450.51
4.250	447.06

Fisher Pivots for day following 31-Jul-2023
Pivot	1 day	3 day
R1	457.56	457.03
PP	457.33	456.26
S1	457.10	455.50

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

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