SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Aug-2023

Day Change Summary
	Previous	Current
	28-Aug-2023	29-Aug-2023	Change	Change %	Previous Week
Open	442.24	442.65	0.41	0.1%	437.55
High	443.40	449.45	6.05	1.4%	445.22
Low	439.97	442.46	2.49	0.6%	435.00
Close	442.76	449.16	6.40	1.4%	439.97
Range	3.43	6.99	3.56	104.0%	10.22
ATR	4.82	4.97	0.16	3.2%	0.00
Volume	61,595,300	83,081,900	21,486,600	34.9%	393,065,000

Daily Pivots for day following 29-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	467.99	465.57	453.00
R3	461.00	458.58	451.08
R2	454.01	454.01	450.44
R1	451.59	451.59	449.80	452.80
PP	447.02	447.02	447.02	447.63
S1	444.60	444.60	448.52	445.81
S2	440.03	440.03	447.88
S3	433.04	437.61	447.24
S4	426.05	430.62	445.32

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	449.45	435.00	14.45	3.2%	5.93	1.3%	98%	True	False	80,792,100
10	449.45	433.01	16.44	3.7%	5.29	1.2%	98%	True	False	81,241,260
20	453.52	433.01	20.51	4.6%	4.91	1.1%	79%	False	False	78,233,695
40	459.44	433.01	26.43	5.9%	4.09	0.9%	61%	False	False	74,053,917
60	459.44	425.82	33.62	7.5%	3.91	0.9%	69%	False	False	76,076,936
80	459.44	408.64	50.80	11.3%	3.91	0.9%	80%	False	False	77,165,760
100	459.44	403.74	55.70	12.4%	3.94	0.9%	82%	False	False	77,224,020
120	459.44	380.65	78.79	17.5%	4.27	1.0%	87%	False	False	82,562,796

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	0.92
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	479.16
2.618	467.75
1.618	460.76
1.000	456.44
0.618	453.77
HIGH	449.45
0.618	446.78
0.500	445.96
0.382	445.13
LOW	442.46
0.618	438.14
1.000	435.47
1.618	431.15
2.618	424.16
4.250	412.75

Fisher Pivots for day following 29-Aug-2023
Pivot	1 day	3 day
R1	448.09	446.85
PP	447.02	444.54
S1	445.96	442.23

Download as Excel Spreadsheet

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

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