SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	433.37	437.55	4.18	1.0%	444.70
High	437.57	440.11	2.54	0.6%	448.11
Low	433.01	435.32	2.31	0.5%	433.01
Close	436.50	439.34	2.84	0.7%	436.50
Range	4.56	4.79	0.23	5.0%	15.10
ATR	4.52	4.54	0.02	0.4%	0.00
Volume	98,851,900	68,718,900	-30,133,000	-30.5%	398,245,300

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.63	450.77	441.97
R3	447.84	445.98	440.66
R2	443.05	443.05	440.22
R1	441.19	441.19	439.78	442.12
PP	438.26	438.26	438.26	438.72
S1	436.40	436.40	438.90	437.33
S2	433.47	433.47	438.46
S3	428.68	431.61	438.02
S4	423.89	426.82	436.71

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	484.51	475.60	444.81
R3	469.41	460.50	440.65
R2	454.31	454.31	439.27
R1	445.40	445.40	437.88	442.31
PP	439.21	439.21	439.21	437.66
S1	430.30	430.30	435.12	427.21
S2	424.11	424.11	433.73
S3	409.01	415.20	432.35
S4	393.91	400.10	428.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	446.64	433.01	13.63	3.1%	4.80	1.1%	46%	False	False	83,819,360
10	451.70	433.01	18.69	4.3%	4.78	1.1%	34%	False	False	77,881,140
20	459.44	433.01	26.43	6.0%	4.42	1.0%	24%	False	False	75,582,160
40	459.44	431.19	28.25	6.4%	3.73	0.8%	29%	False	False	73,001,152
60	459.44	412.41	47.03	10.7%	3.80	0.9%	57%	False	False	77,395,051
80	459.44	403.74	55.70	12.7%	3.86	0.9%	64%	False	False	77,989,912
100	459.44	398.68	60.76	13.8%	3.82	0.9%	67%	False	False	77,119,719
120	459.44	380.65	78.79	17.9%	4.24	1.0%	74%	False	False	83,079,973

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	1.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	460.47
2.618	452.65
1.618	447.86
1.000	444.90
0.618	443.07
HIGH	440.11
0.618	438.28
0.500	437.72
0.382	437.15
LOW	435.32
0.618	432.36
1.000	430.53
1.618	427.57
2.618	422.78
4.250	414.96

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	438.80	438.63
PP	438.26	437.93
S1	437.72	437.22

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

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