SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	444.69	438.68	-6.01	-1.4%	437.55
High	445.22	441.30	-3.92	-0.9%	445.22
Low	436.86	435.00	-1.86	-0.4%	435.00
Close	436.89	439.97	3.08	0.7%	439.97
Range	8.37	6.30	-2.07	-24.7%	10.22
ATR	4.82	4.93	0.11	2.2%	0.00
Volume	88,517,200	102,325,100	13,807,900	15.6%	393,065,000

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	457.66	455.11	443.44
R3	451.36	448.81	441.70
R2	445.06	445.06	441.13
R1	442.51	442.51	440.55	443.79
PP	438.76	438.76	438.76	439.39
S1	436.21	436.21	439.39	437.49
S2	432.46	432.46	438.82
S3	426.16	429.91	438.24
S4	419.86	423.61	436.51

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	470.72	465.57	445.59
R3	460.50	455.35	442.78
R2	450.28	450.28	441.84
R1	445.13	445.13	440.91	447.71
PP	440.06	440.06	440.06	441.35
S1	434.91	434.91	439.03	437.49
S2	429.84	429.84	438.10
S3	419.62	424.69	437.16
S4	409.40	414.47	434.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	445.22	435.00	10.22	2.3%	5.53	1.3%	49%	False	True	78,613,000
10	448.11	433.01	15.10	3.4%	5.06	1.1%	46%	False	False	79,131,030
20	458.16	433.01	25.15	5.7%	4.58	1.0%	28%	False	False	76,876,965
40	459.44	433.01	26.43	6.0%	3.94	0.9%	26%	False	False	73,880,920
60	459.44	416.79	42.65	9.7%	3.91	0.9%	54%	False	False	76,670,501
80	459.44	403.74	55.70	12.7%	3.90	0.9%	65%	False	False	77,687,713
100	459.44	403.74	55.70	12.7%	3.91	0.9%	65%	False	False	77,095,265
120	459.44	380.65	78.79	17.9%	4.27	1.0%	75%	False	False	82,882,630

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	0.86
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	468.08
2.618	457.79
1.618	451.49
1.000	447.60
0.618	445.19
HIGH	441.30
0.618	438.89
0.500	438.15
0.382	437.41
LOW	435.00
0.618	431.11
1.000	428.70
1.618	424.81
2.618	418.51
4.250	408.23

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	439.36	440.11
PP	438.76	440.06
S1	438.15	440.02

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

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