SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2023

Day Change Summary
	Previous	Current
	23-Aug-2023	24-Aug-2023	Change	Change %	Previous Week
Open	439.25	444.69	5.44	1.2%	444.70
High	443.67	445.22	1.55	0.3%	448.11
Low	439.10	436.86	-2.25	-0.5%	433.01
Close	443.03	436.89	-6.14	-1.4%	436.50
Range	4.57	8.37	3.80	83.0%	15.10
ATR	4.55	4.82	0.27	6.0%	0.00
Volume	68,441,000	88,517,200	20,076,200	29.3%	398,245,300

Daily Pivots for day following 24-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	464.75	459.19	441.49
R3	456.39	450.82	439.19
R2	448.02	448.02	438.42
R1	442.46	442.46	437.66	441.06
PP	439.66	439.66	439.66	438.96
S1	434.09	434.09	436.12	432.69
S2	431.29	431.29	435.36
S3	422.93	425.73	434.59
S4	414.56	417.36	432.29

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	445.22	433.01	12.21	2.8%	5.18	1.2%	32%	True	False	77,918,360
10	448.11	433.01	15.10	3.5%	4.77	1.1%	26%	False	False	75,767,610
20	458.16	433.01	25.15	5.8%	4.53	1.0%	15%	False	False	75,761,295
40	459.44	433.01	26.43	6.0%	3.86	0.9%	15%	False	False	73,019,850
60	459.44	416.22	43.22	9.9%	3.86	0.9%	48%	False	False	76,811,945
80	459.44	403.74	55.70	12.7%	3.91	0.9%	60%	False	False	77,708,630
100	459.44	403.74	55.70	12.7%	3.88	0.9%	60%	False	False	76,745,925
120	459.44	380.65	78.79	18.0%	4.25	1.0%	71%	False	False	82,636,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 106 trading days

Fibonacci Retracements and Extensions
4.250	480.77
2.618	467.12
1.618	458.75
1.000	453.59
0.618	450.39
HIGH	445.22
0.618	442.02
0.500	441.04
0.382	440.05
LOW	436.86
0.618	431.69
1.000	428.49
1.618	423.32
2.618	414.96
4.250	401.30

Fisher Pivots for day following 24-Aug-2023
Pivot	1 day	3 day
R1	441.04	441.04
PP	439.66	439.66
S1	438.27	438.27

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

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