SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	451.65	453.17	1.52	0.3%	442.24
High	452.83	453.67	0.84	0.2%	453.67
Low	450.16	449.68	-0.48	-0.1%	439.97
Close	450.35	451.19	0.84	0.2%	451.19
Range	2.67	3.99	1.32	49.4%	13.70
ATR	4.67	4.62	-0.05	-1.0%	0.00
Volume	66,084,500	58,944,000	-7,140,500	-10.8%	338,759,600

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	463.48	461.33	453.38
R3	459.49	457.34	452.29
R2	455.50	455.50	451.92
R1	453.35	453.35	451.56	452.43
PP	451.51	451.51	451.51	451.06
S1	449.36	449.36	450.82	448.44
S2	447.52	447.52	450.46
S3	443.53	445.37	450.09
S4	439.54	441.38	449.00

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	489.37	483.98	458.72
R3	475.67	470.28	454.96
R2	461.97	461.97	453.70
R1	456.58	456.58	452.45	459.28
PP	448.28	448.28	448.28	449.63
S1	442.89	442.89	449.93	445.58
S2	434.58	434.58	448.68
S3	420.88	429.19	447.42
S4	407.19	415.49	443.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	453.67	439.97	13.70	3.0%	3.99	0.9%	82%	True	False	67,751,920
10	453.67	435.00	18.67	4.1%	4.76	1.1%	87%	True	False	73,182,460
20	453.67	433.01	20.66	4.6%	4.67	1.0%	88%	True	False	75,013,725
40	459.44	433.01	26.43	5.9%	4.09	0.9%	69%	False	False	73,275,707
60	459.44	425.82	33.62	7.5%	3.91	0.9%	75%	False	False	75,730,720
80	459.44	408.87	50.57	11.2%	3.93	0.9%	84%	False	False	77,252,308
100	459.44	403.74	55.70	12.3%	3.94	0.9%	85%	False	False	77,297,622
120	459.44	383.71	75.73	16.8%	4.11	0.9%	89%	False	False	80,353,865

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.93
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	470.63
2.618	464.12
1.618	460.13
1.000	457.66
0.618	456.14
HIGH	453.67
0.618	452.15
0.500	451.68
0.382	451.20
LOW	449.68
0.618	447.21
1.000	445.69
1.618	443.22
2.618	439.23
4.250	432.72

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	451.68	451.23
PP	451.51	451.21
S1	451.35	451.20

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

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