SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Aug-2023

Day Change Summary
	Previous	Current
	25-Aug-2023	28-Aug-2023	Change	Change %	Previous Week
Open	438.68	442.24	3.56	0.8%	437.55
High	441.30	443.40	2.10	0.5%	445.22
Low	435.00	439.97	4.97	1.1%	435.00
Close	439.97	442.76	2.79	0.6%	439.97
Range	6.30	3.43	-2.87	-45.6%	10.22
ATR	4.93	4.82	-0.11	-2.2%	0.00
Volume	102,325,100	61,595,300	-40,729,800	-39.8%	393,065,000

Daily Pivots for day following 28-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.33	450.97	444.64
R3	448.90	447.54	443.70
R2	445.47	445.47	443.39
R1	444.12	444.12	443.07	444.79
PP	442.04	442.04	442.04	442.38
S1	440.69	440.69	442.45	441.37
S2	438.62	438.62	442.13
S3	435.19	437.26	441.82
S4	431.76	433.83	440.88

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%	5.25	1.2%	76%	False	False	77,188,280
10	446.64	433.01	13.63	3.1%	5.03	1.1%	72%	False	False	80,503,820
20	457.25	433.01	24.24	5.5%	4.64	1.0%	40%	False	False	76,854,710
40	459.44	433.01	26.43	6.0%	3.95	0.9%	37%	False	False	72,796,702
60	459.44	423.95	35.49	8.0%	3.87	0.9%	53%	False	False	76,216,006
80	459.44	403.74	55.70	12.6%	3.87	0.9%	70%	False	False	77,313,508
100	459.44	403.74	55.70	12.6%	3.90	0.9%	70%	False	False	77,045,203
120	459.44	380.65	78.79	17.8%	4.24	1.0%	79%	False	False	82,493,335

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	False
Stretch	0.94
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	457.97
2.618	452.37
1.618	448.95
1.000	446.83
0.618	445.52
HIGH	443.40
0.618	442.09
0.500	441.69
0.382	441.28
LOW	439.97
0.618	437.85
1.000	436.55
1.618	434.43
2.618	431.00
4.250	425.41

Fisher Pivots for day following 28-Aug-2023
Pivot	1 day	3 day
R1	442.40	441.88
PP	442.04	440.99
S1	441.69	440.11

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

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