SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Aug-2023

Day Change Summary
	Previous	Current
	04-Aug-2023	07-Aug-2023	Change	Change %	Previous Week
Open	450.72	448.71	-2.01	-0.4%	457.41
High	452.90	450.87	-2.03	-0.4%	458.16
Low	446.27	447.99	1.72	0.4%	446.27
Close	446.81	450.71	3.90	0.9%	446.81
Range	6.63	2.88	-3.75	-56.6%	11.89
ATR	4.13	4.13	-0.01	-0.1%	0.00
Volume	100,128,900	58,357,400	-41,771,500	-41.7%	376,024,400

Daily Pivots for day following 07-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.48	457.47	452.29
R3	455.61	454.60	451.50
R2	452.73	452.73	451.24
R1	451.72	451.72	450.97	452.23
PP	449.86	449.86	449.86	450.11
S1	448.85	448.85	450.45	449.35
S2	446.98	446.98	450.18
S3	444.11	445.97	449.92
S4	441.23	443.10	449.13

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	457.25	446.27	10.98	2.4%	3.77	0.8%	40%	False	False	74,468,280
10	459.44	446.27	13.17	2.9%	4.06	0.9%	34%	False	False	73,283,180
20	459.44	439.44	20.00	4.4%	3.54	0.8%	56%	False	False	71,333,385
40	459.44	428.87	30.57	6.8%	3.50	0.8%	71%	False	False	75,999,332
60	459.44	409.07	50.37	11.2%	3.63	0.8%	83%	False	False	77,368,745
80	459.44	403.74	55.70	12.4%	3.73	0.8%	84%	False	False	77,517,810
100	459.44	383.71	75.73	16.8%	3.96	0.9%	88%	False	False	80,507,945
120	459.44	380.65	78.79	17.5%	4.22	0.9%	89%	False	False	83,785,560

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.88
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	463.08
2.618	458.39
1.618	455.52
1.000	453.74
0.618	452.64
HIGH	450.87
0.618	449.77
0.500	449.43
0.382	449.09
LOW	447.99
0.618	446.21
1.000	445.12
1.618	443.34
2.618	440.46
4.250	435.77

Fisher Pivots for day following 07-Aug-2023
Pivot	1 day	3 day
R1	450.28	450.33
PP	449.86	449.96
S1	449.43	449.58

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

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