SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Aug-2023

Day Change Summary
	Previous	Current
	16-Aug-2023	17-Aug-2023	Change	Change %	Previous Week
Open	442.46	441.16	-1.30	-0.3%	448.71
High	444.18	441.43	-2.75	-0.6%	451.70
Low	439.53	435.75	-3.78	-0.9%	443.35
Close	439.64	436.29	-3.35	-0.8%	445.65
Range	4.65	5.68	1.03	22.2%	8.36
ATR	4.43	4.52	0.09	2.0%	0.00
Volume	80,107,200	95,711,300	15,604,100	19.5%	370,204,600

Daily Pivots for day following 17-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	454.86	451.26	439.41
R3	449.18	445.58	437.85
R2	443.50	443.50	437.33
R1	439.90	439.90	436.81	438.86
PP	437.82	437.82	437.82	437.31
S1	434.22	434.22	435.77	433.18
S2	432.14	432.14	435.25
S3	426.46	428.54	434.73
S4	420.78	422.86	433.17

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	448.11	435.75	12.36	2.8%	4.35	1.0%	4%	False	True	73,616,860
10	452.90	435.75	17.15	3.9%	4.79	1.1%	3%	False	True	76,972,690
20	459.44	435.75	23.69	5.4%	4.19	1.0%	2%	False	True	73,468,565
40	459.44	431.19	28.25	6.5%	3.63	0.8%	18%	False	False	72,879,672
60	459.44	409.88	49.56	11.4%	3.78	0.9%	53%	False	False	77,528,821
80	459.44	403.74	55.70	12.8%	3.86	0.9%	58%	False	False	78,122,948
100	459.44	393.69	65.75	15.1%	3.79	0.9%	65%	False	False	76,812,831
120	459.44	380.65	78.79	18.1%	4.22	1.0%	71%	False	False	83,157,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.25
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	465.57
2.618	456.30
1.618	450.62
1.000	447.11
0.618	444.94
HIGH	441.43
0.618	439.26
0.500	438.59
0.382	437.92
LOW	435.75
0.618	432.24
1.000	430.07
1.618	426.56
2.618	420.88
4.250	411.61

Fisher Pivots for day following 17-Aug-2023
Pivot	1 day	3 day
R1	438.59	441.20
PP	437.82	439.56
S1	437.06	437.93

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

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