SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	453.17	450.73	-2.44	-0.5%	442.24
High	453.67	451.06	-2.61	-0.6%	453.67
Low	449.68	449.17	-0.51	-0.1%	439.97
Close	451.19	449.24	-1.95	-0.4%	451.19
Range	3.99	1.89	-2.10	-52.6%	13.70
ATR	4.62	4.44	-0.19	-4.0%	0.00
Volume	58,944,000	55,166,200	-3,777,800	-6.4%	338,759,600

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	455.49	454.26	450.28
R3	453.60	452.37	449.76
R2	451.71	451.71	449.59
R1	450.48	450.48	449.41	450.15
PP	449.82	449.82	449.82	449.66
S1	448.59	448.59	449.07	448.26
S2	447.93	447.93	448.89
S3	446.04	446.70	448.72
S4	444.15	444.81	448.20

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	442.46	11.21	2.5%	3.69	0.8%	60%	False	False	66,466,100
10	453.67	435.00	18.67	4.2%	4.47	1.0%	76%	False	False	71,827,190
20	453.67	433.01	20.66	4.6%	4.62	1.0%	79%	False	False	74,854,165
40	459.44	433.01	26.43	5.9%	4.08	0.9%	61%	False	False	73,093,775
60	459.44	428.87	30.57	6.8%	3.88	0.9%	67%	False	False	75,617,610
80	459.44	409.07	50.37	11.2%	3.88	0.9%	80%	False	False	76,740,100
100	459.44	403.74	55.70	12.4%	3.91	0.9%	82%	False	False	76,985,081
120	459.44	383.71	75.73	16.9%	4.07	0.9%	87%	False	False	79,565,648

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	459.09
2.618	456.01
1.618	454.12
1.000	452.95
0.618	452.23
HIGH	451.06
0.618	450.34
0.500	450.12
0.382	449.89
LOW	449.17
0.618	448.00
1.000	447.28
1.618	446.11
2.618	444.22
4.250	441.14

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	450.12	451.42
PP	449.82	450.69
S1	449.53	449.97

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

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