SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	449.03	448.19	-0.84	-0.2%	457.41
High	449.20	451.70	2.50	0.6%	458.16
Low	444.96	444.70	-0.26	-0.1%	446.27
Close	445.75	445.91	0.16	0.0%	446.81
Range	4.24	7.00	2.76	65.1%	11.89
ATR	4.22	4.42	0.20	4.7%	0.00
Volume	78,789,500	93,005,500	14,216,000	18.0%	376,024,400

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	468.44	464.17	449.76
R3	461.44	457.17	447.84
R2	454.44	454.44	447.19
R1	450.17	450.17	446.55	448.81
PP	447.44	447.44	447.44	446.75
S1	443.17	443.17	445.27	441.81
S2	440.44	440.44	444.63
S3	433.44	436.17	443.99
S4	426.44	429.17	442.06

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	452.90	444.70	8.20	1.8%	5.23	1.2%	15%	False	True	80,328,520
10	458.16	444.70	13.46	3.0%	4.29	1.0%	9%	False	True	75,754,980
20	459.44	444.70	14.74	3.3%	3.93	0.9%	8%	False	True	72,050,530
40	459.44	431.19	28.25	6.3%	3.68	0.8%	52%	False	False	75,633,150
60	459.44	409.88	49.56	11.1%	3.74	0.8%	73%	False	False	78,172,553
80	459.44	403.74	55.70	12.5%	3.77	0.8%	76%	False	False	77,677,106
100	459.44	389.40	70.04	15.7%	3.91	0.9%	81%	False	False	78,366,466
120	459.44	380.65	78.79	17.7%	4.23	0.9%	83%	False	False	83,924,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.35
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	481.45
2.618	470.03
1.618	463.03
1.000	458.70
0.618	456.03
HIGH	451.70
0.618	449.03
0.500	448.20
0.382	447.37
LOW	444.70
0.618	440.37
1.000	437.70
1.618	433.37
2.618	426.37
4.250	414.95

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	448.20	448.20
PP	447.44	447.44
S1	446.67	446.67

Download as Excel Spreadsheet

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

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