SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2023

Day Change Summary
	Previous	Current
	10-Aug-2023	11-Aug-2023	Change	Change %	Previous Week
Open	448.19	443.97	-4.22	-0.9%	448.71
High	451.70	446.70	-5.00	-1.1%	451.70
Low	444.70	443.35	-1.36	-0.3%	443.35
Close	445.91	445.65	-0.26	-0.1%	445.65
Range	7.00	3.36	-3.64	-52.1%	8.36
ATR	4.42	4.35	-0.08	-1.7%	0.00
Volume	93,005,500	68,690,900	-24,314,600	-26.1%	370,204,600

Daily Pivots for day following 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	455.30	453.83	447.50
R3	451.94	450.47	446.57
R2	448.59	448.59	446.27
R1	447.12	447.12	445.96	447.85
PP	445.23	445.23	445.23	445.60
S1	443.76	443.76	445.34	444.50
S2	441.88	441.88	445.03
S3	438.52	440.41	444.73
S4	435.16	437.05	443.80

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	471.96	467.16	450.25
R3	463.61	458.81	447.95
R2	455.25	455.25	447.18
R1	450.45	450.45	446.42	448.68
PP	446.90	446.90	446.90	446.01
S1	442.10	442.10	444.88	440.32
S2	438.54	438.54	444.12
S3	430.19	433.74	443.35
S4	421.83	425.39	441.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	451.70	443.35	8.36	1.9%	4.58	1.0%	28%	False	True	74,040,920
10	458.16	443.35	14.82	3.3%	4.10	0.9%	16%	False	True	74,622,900
20	459.44	443.35	16.10	3.6%	3.95	0.9%	14%	False	True	71,994,285
40	459.44	431.19	28.25	6.3%	3.63	0.8%	51%	False	False	74,835,122
60	459.44	409.88	49.56	11.1%	3.75	0.8%	72%	False	False	78,355,645
80	459.44	403.74	55.70	12.5%	3.77	0.8%	75%	False	False	77,741,243
100	459.44	389.40	70.04	15.7%	3.90	0.9%	80%	False	False	78,122,818
120	459.44	380.65	78.79	17.7%	4.23	0.9%	82%	False	False	83,752,922

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	1.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	460.96
2.618	455.49
1.618	452.13
1.000	450.06
0.618	448.77
HIGH	446.70
0.618	445.42
0.500	445.02
0.382	444.63
LOW	443.35
0.618	441.27
1.000	439.99
1.618	437.92
2.618	434.56
4.250	429.08

Fisher Pivots for day following 11-Aug-2023
Pivot	1 day	3 day
R1	445.44	447.52
PP	445.23	446.90
S1	445.02	446.27

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

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