SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	444.70	446.27	1.57	0.4%	448.71
High	448.11	446.64	-1.47	-0.3%	451.70
Low	444.38	442.30	-2.08	-0.5%	443.35
Close	448.11	442.89	-5.22	-1.2%	445.65
Range	3.73	4.34	0.61	16.4%	8.36
ATR	4.30	4.41	0.11	2.5%	0.00
Volume	47,867,400	75,707,500	27,840,100	58.2%	370,204,600

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	456.96	454.27	445.28
R3	452.62	449.93	444.08
R2	448.28	448.28	443.69
R1	445.59	445.59	443.29	444.77
PP	443.94	443.94	443.94	443.53
S1	441.25	441.25	442.49	440.43
S2	439.60	439.60	442.09
S3	435.26	436.91	441.70
S4	430.92	432.57	440.50

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	442.30	9.40	2.1%	4.53	1.0%	6%	False	True	72,812,160
10	453.52	442.30	11.22	2.5%	4.52	1.0%	5%	False	True	75,226,130
20	459.44	442.30	17.14	3.9%	3.97	0.9%	3%	False	True	71,501,800
40	459.44	431.19	28.25	6.4%	3.52	0.8%	41%	False	False	72,312,772
60	459.44	409.88	49.56	11.2%	3.71	0.8%	67%	False	False	77,340,825
80	459.44	403.74	55.70	12.6%	3.79	0.9%	70%	False	False	77,647,585
100	459.44	389.40	70.04	15.8%	3.84	0.9%	76%	False	False	77,325,860
120	459.44	380.65	78.79	17.8%	4.21	1.0%	79%	False	False	83,396,062

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 3 trading days

Fibonacci Retracements and Extensions
4.250	465.09
2.618	458.00
1.618	453.66
1.000	450.98
0.618	449.32
HIGH	446.64
0.618	444.98
0.500	444.47
0.382	443.96
LOW	442.30
0.618	439.62
1.000	437.96
1.618	435.28
2.618	430.94
4.250	423.86

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	444.47	445.21
PP	443.94	444.43
S1	443.42	443.66

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

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