SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Aug-2023

Day Change Summary
	Previous	Current
	07-Aug-2023	08-Aug-2023	Change	Change %	Previous Week
Open	448.71	448.08	-0.63	-0.1%	457.41
High	450.87	450.70	-0.17	0.0%	458.16
Low	447.99	445.27	-2.72	-0.6%	446.27
Close	450.71	448.75	-1.96	-0.4%	446.81
Range	2.88	5.42	2.55	88.7%	11.89
ATR	4.13	4.22	0.09	2.3%	0.00
Volume	58,357,400	71,361,300	13,003,900	22.3%	376,024,400

Daily Pivots for day following 08-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	464.51	462.06	451.73
R3	459.09	456.63	450.24
R2	453.66	453.66	449.74
R1	451.21	451.21	449.25	452.43
PP	448.24	448.24	448.24	448.85
S1	445.78	445.78	448.25	447.01
S2	442.81	442.81	447.76
S3	437.39	440.36	447.26
S4	431.96	434.93	445.77

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	453.52	445.27	8.25	1.8%	4.50	1.0%	42%	False	True	77,640,100
10	459.44	445.27	14.17	3.2%	4.32	1.0%	25%	False	True	74,900,190
20	459.44	444.91	14.53	3.2%	3.64	0.8%	26%	False	False	71,678,265
40	459.44	430.17	29.27	6.5%	3.56	0.8%	63%	False	False	75,642,185
60	459.44	409.07	50.37	11.2%	3.68	0.8%	79%	False	False	77,388,816
80	459.44	403.74	55.70	12.4%	3.73	0.8%	81%	False	False	77,337,142
100	459.44	386.29	73.15	16.3%	3.95	0.9%	85%	False	False	79,491,589
120	459.44	380.65	78.79	17.6%	4.21	0.9%	86%	False	False	83,643,660

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	1.14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	473.75
2.618	464.90
1.618	459.47
1.000	456.12
0.618	454.05
HIGH	450.70
0.618	448.62
0.500	447.98
0.382	447.34
LOW	445.27
0.618	441.92
1.000	439.85
1.618	436.49
2.618	431.07
4.250	422.22

Fisher Pivots for day following 08-Aug-2023
Pivot	1 day	3 day
R1	448.49	449.08
PP	448.24	448.97
S1	447.98	448.86

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols