SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	443.97	444.70	0.73	0.2%	448.71
High	446.70	448.11	1.41	0.3%	451.70
Low	443.35	444.38	1.04	0.2%	443.35
Close	445.65	448.11	2.46	0.6%	445.65
Range	3.36	3.73	0.37	11.2%	8.36
ATR	4.35	4.30	-0.04	-1.0%	0.00
Volume	68,690,900	47,867,400	-20,823,500	-30.3%	370,204,600

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.06	456.81	450.16
R3	454.33	453.08	449.14
R2	450.60	450.60	448.79
R1	449.35	449.35	448.45	449.98
PP	446.87	446.87	446.87	447.18
S1	445.62	445.62	447.77	446.25
S2	443.14	443.14	447.43
S3	439.41	441.89	447.08
S4	435.68	438.16	446.06

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%	4.75	1.1%	57%	False	False	71,942,920
10	457.25	443.35	13.91	3.1%	4.26	1.0%	34%	False	False	73,205,600
20	459.44	443.35	16.10	3.6%	3.99	0.9%	30%	False	False	71,753,645
40	459.44	431.19	28.25	6.3%	3.53	0.8%	60%	False	False	73,274,230
60	459.44	409.88	49.56	11.1%	3.73	0.8%	77%	False	False	77,698,653
80	459.44	403.74	55.70	12.4%	3.78	0.8%	80%	False	False	77,649,245
100	459.44	389.40	70.04	15.6%	3.90	0.9%	84%	False	False	77,686,250
120	459.44	380.65	78.79	17.6%	4.21	0.9%	86%	False	False	83,463,018

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	1.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	463.96
2.618	457.88
1.618	454.15
1.000	451.84
0.618	450.42
HIGH	448.11
0.618	446.69
0.500	446.25
0.382	445.80
LOW	444.38
0.618	442.07
1.000	440.65
1.618	438.34
2.618	434.61
4.250	428.53

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	447.49	447.91
PP	446.87	447.72
S1	446.25	447.52

Download as Excel Spreadsheet

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

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