SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	446.27	442.46	-3.81	-0.9%	448.71
High	446.64	444.18	-2.46	-0.6%	451.70
Low	442.30	439.53	-2.77	-0.6%	443.35
Close	442.89	439.64	-3.25	-0.7%	445.65
Range	4.34	4.65	0.31	7.1%	8.36
ATR	4.41	4.43	0.02	0.4%	0.00
Volume	75,707,500	80,107,200	4,399,700	5.8%	370,204,600

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	455.07	452.00	442.20
R3	450.42	447.35	440.92
R2	445.77	445.77	440.49
R1	442.70	442.70	440.07	441.91
PP	441.12	441.12	441.12	440.72
S1	438.05	438.05	439.21	437.26
S2	436.47	436.47	438.79
S3	431.82	433.40	438.36
S4	427.17	428.75	437.08

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	439.53	12.17	2.8%	4.62	1.0%	1%	False	True	73,075,700
10	452.90	439.53	13.37	3.0%	4.57	1.0%	1%	False	True	73,843,520
20	459.44	439.53	19.91	4.5%	4.09	0.9%	1%	False	True	72,212,580
40	459.44	431.19	28.25	6.4%	3.56	0.8%	30%	False	False	72,411,445
60	459.44	409.88	49.56	11.3%	3.74	0.8%	60%	False	False	76,946,056
80	459.44	403.74	55.70	12.7%	3.82	0.9%	64%	False	False	77,730,707
100	459.44	389.40	70.04	15.9%	3.79	0.9%	72%	False	False	76,933,419
120	459.44	380.65	78.79	17.9%	4.20	1.0%	75%	False	False	83,261,602

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	1.29
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	463.94
2.618	456.35
1.618	451.70
1.000	448.83
0.618	447.05
HIGH	444.18
0.618	442.40
0.500	441.86
0.382	441.31
LOW	439.53
0.618	436.66
1.000	434.88
1.618	432.01
2.618	427.36
4.250	419.77

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	441.86	443.82
PP	441.12	442.43
S1	440.38	441.03

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