SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Aug-2023

Day Change Summary
	Previous	Current
	31-Jul-2023	01-Aug-2023	Change	Change %	Previous Week
Open	457.41	456.27	-1.14	-0.2%	453.37
High	458.16	457.25	-0.91	-0.2%	459.44
Low	456.05	455.49	-0.56	-0.1%	451.55
Close	457.79	456.48	-1.31	-0.3%	456.92
Range	2.12	1.76	-0.36	-16.8%	7.89
ATR	3.85	3.74	-0.11	-2.9%	0.00
Volume	62,040,400	55,502,200	-6,538,200	-10.5%	352,473,300

Daily Pivots for day following 01-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.69	460.84	457.45
R3	459.93	459.08	456.96
R2	458.17	458.17	456.80
R1	457.32	457.32	456.64	457.75
PP	456.41	456.41	456.41	456.62
S1	455.56	455.56	456.32	455.99
S2	454.65	454.65	456.16
S3	452.89	453.80	456.00
S4	451.13	452.04	455.51

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%	4.13	0.9%	62%	False	False	72,160,280
10	459.44	451.44	8.00	1.8%	3.42	0.8%	63%	False	False	67,777,470
20	459.44	437.06	22.38	4.9%	3.27	0.7%	87%	False	False	69,874,140
40	459.44	425.82	33.62	7.4%	3.41	0.7%	91%	False	False	74,998,557
60	459.44	408.64	50.80	11.1%	3.58	0.8%	94%	False	False	76,809,781
80	459.44	403.74	55.70	12.2%	3.70	0.8%	95%	False	False	76,971,601
100	459.44	380.65	78.79	17.3%	4.15	0.9%	96%	False	False	83,428,617
120	459.44	380.65	78.79	17.3%	4.26	0.9%	96%	False	False	83,566,945

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.81
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	464.73
2.618	461.86
1.618	460.10
1.000	459.01
0.618	458.34
HIGH	457.25
0.618	456.58
0.500	456.37
0.382	456.16
LOW	455.49
0.618	454.40
1.000	453.73
1.618	452.64
2.618	450.88
4.250	448.01

Fisher Pivots for day following 01-Aug-2023
Pivot	1 day	3 day
R1	456.44	456.10
PP	456.41	455.71
S1	456.37	455.33

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

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