SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	437.55	441.18	3.63	0.8%	444.70
High	440.11	441.18	1.07	0.2%	448.11
Low	435.32	437.57	2.25	0.5%	433.01
Close	439.34	438.15	-1.19	-0.3%	436.50
Range	4.79	3.61	-1.18	-24.6%	15.10
ATR	4.54	4.47	-0.07	-1.5%	0.00
Volume	68,718,900	65,062,800	-3,656,100	-5.3%	398,245,300

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	449.80	447.58	440.14
R3	446.19	443.97	439.14
R2	442.58	442.58	438.81
R1	440.36	440.36	438.48	439.67
PP	438.97	438.97	438.97	438.62
S1	436.75	436.75	437.82	436.06
S2	435.36	435.36	437.49
S3	431.75	433.14	437.16
S4	428.14	429.53	436.16

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	444.18	433.01	11.17	2.5%	4.66	1.1%	46%	False	False	81,690,420
10	451.70	433.01	18.69	4.3%	4.60	1.0%	28%	False	False	77,251,290
20	459.44	433.01	26.43	6.0%	4.46	1.0%	19%	False	False	76,075,740
40	459.44	431.88	27.56	6.3%	3.73	0.9%	23%	False	False	72,807,135
60	459.44	415.25	44.19	10.1%	3.80	0.9%	52%	False	False	76,963,405
80	459.44	403.74	55.70	12.7%	3.83	0.9%	62%	False	False	77,641,093
100	459.44	401.76	57.68	13.2%	3.83	0.9%	63%	False	False	76,995,369
120	459.44	380.65	78.79	18.0%	4.24	1.0%	73%	False	False	82,791,273

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	True
Stretch	0.96
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	456.52
2.618	450.63
1.618	447.02
1.000	444.79
0.618	443.41
HIGH	441.18
0.618	439.80
0.500	439.38
0.382	438.95
LOW	437.57
0.618	435.34
1.000	433.96
1.618	431.73
2.618	428.12
4.250	422.23

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	439.38	437.80
PP	438.97	437.45
S1	438.56	437.10

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

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