SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Aug-2023

Day Change Summary
	Previous	Current
	03-Aug-2023	04-Aug-2023	Change	Change %	Previous Week
Open	448.04	450.72	2.68	0.6%	457.41
High	450.79	452.90	2.11	0.5%	458.16
Low	447.37	446.27	-1.10	-0.2%	446.27
Close	448.84	446.81	-2.03	-0.5%	446.81
Range	3.42	6.63	3.21	93.7%	11.89
ATR	3.94	4.13	0.19	4.9%	0.00
Volume	64,419,600	100,128,900	35,709,300	55.4%	376,024,400

Daily Pivots for day following 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	468.53	464.30	450.45
R3	461.91	457.67	448.63
R2	455.28	455.28	448.02
R1	451.05	451.05	447.42	449.85
PP	448.66	448.66	448.66	448.06
S1	444.42	444.42	446.20	443.23
S2	442.03	442.03	445.60
S3	435.41	437.80	444.99
S4	428.78	431.17	443.17

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	486.08	478.34	453.35
R3	474.19	466.45	450.08
R2	462.30	462.30	448.99
R1	454.56	454.56	447.90	452.49
PP	450.41	450.41	450.41	449.38
S1	442.67	442.67	445.72	440.60
S2	438.52	438.52	444.63
S3	426.63	430.78	443.54
S4	414.74	418.89	440.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	458.16	446.27	11.89	2.7%	3.62	0.8%	5%	False	True	75,204,880
10	459.44	446.27	13.17	2.9%	4.05	0.9%	4%	False	True	72,849,770
20	459.44	437.59	21.86	4.9%	3.51	0.8%	42%	False	False	71,537,690
40	459.44	425.82	33.62	7.5%	3.53	0.8%	62%	False	False	76,089,217
60	459.44	408.87	50.57	11.3%	3.68	0.8%	75%	False	False	77,998,503
80	459.44	403.74	55.70	12.5%	3.76	0.8%	77%	False	False	77,868,596
100	459.44	383.71	75.73	16.9%	3.99	0.9%	83%	False	False	81,421,894
120	459.44	380.65	78.79	17.6%	4.24	0.9%	84%	False	False	83,840,194

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	481.05
2.618	470.24
1.618	463.61
1.000	459.52
0.618	456.99
HIGH	452.90
0.618	450.36
0.500	449.58
0.382	448.80
LOW	446.27
0.618	442.18
1.000	439.65
1.618	435.55
2.618	428.93
4.250	418.11

Fisher Pivots for day following 04-Aug-2023
Pivot	1 day	3 day
R1	449.58	449.90
PP	448.66	448.87
S1	447.73	447.84

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

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