SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	441.18	439.25	-1.93	-0.4%	444.70
High	441.18	443.67	2.49	0.6%	448.11
Low	437.57	439.10	1.53	0.3%	433.01
Close	438.15	443.03	4.88	1.1%	436.50
Range	3.61	4.57	0.96	26.6%	15.10
ATR	4.47	4.55	0.07	1.7%	0.00
Volume	65,062,800	68,441,000	3,378,200	5.2%	398,245,300

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	455.64	453.91	445.54
R3	451.07	449.34	444.29
R2	446.50	446.50	443.87
R1	444.77	444.77	443.45	445.64
PP	441.93	441.93	441.93	442.37
S1	440.20	440.20	442.61	441.07
S2	437.36	437.36	442.19
S3	432.79	435.63	441.77
S4	428.22	431.06	440.52

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	443.67	433.01	10.66	2.4%	4.64	1.0%	94%	True	False	79,357,180
10	451.70	433.01	18.69	4.2%	4.63	1.0%	54%	False	False	76,216,440
20	459.44	433.01	26.43	6.0%	4.50	1.0%	38%	False	False	75,945,150
40	459.44	433.01	26.43	6.0%	3.72	0.8%	38%	False	False	72,697,817
60	459.44	416.22	43.22	9.8%	3.78	0.9%	62%	False	False	76,540,256
80	459.44	403.74	55.70	12.6%	3.84	0.9%	71%	False	False	77,378,692
100	459.44	403.74	55.70	12.6%	3.85	0.9%	71%	False	False	76,981,379
120	459.44	380.65	78.79	17.8%	4.22	1.0%	79%	False	False	82,649,909

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	0.95
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	463.09
2.618	455.63
1.618	451.06
1.000	448.24
0.618	446.49
HIGH	443.67
0.618	441.92
0.500	441.39
0.382	440.85
LOW	439.10
0.618	436.28
1.000	434.53
1.618	431.71
2.618	427.14
4.250	419.68

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	442.48	441.85
PP	441.93	440.67
S1	441.39	439.50

Download as Excel Spreadsheet

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

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