SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	456.27	453.25	-3.02	-0.7%	453.37
High	457.25	453.52	-3.73	-0.8%	459.44
Low	455.49	449.35	-6.14	-1.3%	451.55
Close	456.48	450.13	-6.35	-1.4%	456.92
Range	1.76	4.17	2.41	136.9%	7.89
ATR	3.74	3.98	0.24	6.5%	0.00
Volume	55,502,200	93,933,300	38,431,100	69.2%	352,473,300

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	463.51	460.99	452.42
R3	459.34	456.82	451.28
R2	455.17	455.17	450.89
R1	452.65	452.65	450.51	451.83
PP	451.00	451.00	451.00	450.59
S1	448.48	448.48	449.75	447.65
S2	446.83	446.83	449.37
S3	442.66	444.31	448.98
S4	438.49	440.14	447.84

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	449.35	10.09	2.2%	4.24	0.9%	8%	False	True	76,736,380
10	459.44	449.35	10.09	2.2%	3.61	0.8%	8%	False	True	70,581,640
20	459.44	437.06	22.38	5.0%	3.38	0.8%	58%	False	False	71,649,885
40	459.44	425.82	33.62	7.5%	3.43	0.8%	72%	False	False	75,710,387
60	459.44	408.87	50.57	11.2%	3.56	0.8%	82%	False	False	76,910,475
80	459.44	403.74	55.70	12.4%	3.70	0.8%	83%	False	False	77,348,976
100	459.44	380.65	78.79	17.5%	4.08	0.9%	88%	False	False	83,248,497
120	459.44	380.65	78.79	17.5%	4.25	0.9%	88%	False	False	83,714,494

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	471.24
2.618	464.44
1.618	460.27
1.000	457.69
0.618	456.10
HIGH	453.52
0.618	451.93
0.500	451.43
0.382	450.94
LOW	449.35
0.618	446.77
1.000	445.18
1.618	442.60
2.618	438.43
4.250	431.63

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	451.43	453.75
PP	451.00	452.55
S1	450.56	451.34

Download as Excel Spreadsheet

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

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