SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	449.51	451.65	2.14	0.5%	437.55
High	451.67	452.83	1.16	0.3%	445.22
Low	448.78	450.16	1.38	0.3%	435.00
Close	451.01	450.35	-0.66	-0.1%	439.97
Range	2.89	2.67	-0.22	-7.6%	10.22
ATR	4.82	4.67	-0.15	-3.2%	0.00
Volume	69,053,900	66,084,500	-2,969,400	-4.3%	393,065,000

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	459.12	457.41	451.82
R3	456.45	454.74	451.08
R2	453.78	453.78	450.84
R1	452.07	452.07	450.59	451.59
PP	451.11	451.11	451.11	450.88
S1	449.40	449.40	450.11	448.92
S2	448.44	448.44	449.86
S3	445.77	446.73	449.62
S4	443.10	444.06	448.88

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	452.83	435.00	17.83	4.0%	4.46	1.0%	86%	True	False	76,428,140
10	452.83	433.01	19.82	4.4%	4.82	1.1%	87%	True	False	77,173,250
20	452.90	433.01	19.89	4.4%	4.80	1.1%	87%	False	False	77,072,970
40	459.44	433.01	26.43	5.9%	4.10	0.9%	66%	False	False	73,955,460
60	459.44	425.82	33.62	7.5%	3.90	0.9%	73%	False	False	76,171,206
80	459.44	408.87	50.57	11.2%	3.89	0.9%	82%	False	False	77,130,760
100	459.44	403.74	55.70	12.4%	3.92	0.9%	84%	False	False	77,301,161
120	459.44	380.65	78.79	17.5%	4.15	0.9%	88%	False	False	81,177,581

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	464.18
2.618	459.82
1.618	457.15
1.000	455.50
0.618	454.48
HIGH	452.83
0.618	451.81
0.500	451.50
0.382	451.18
LOW	450.16
0.618	448.51
1.000	447.49
1.618	445.84
2.618	443.17
4.250	438.81

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	451.50	449.45
PP	451.11	448.55
S1	450.73	447.65

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

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