SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	450.73	448.40	-2.33	-0.5%	442.24
High	451.06	448.51	-2.55	-0.6%	453.67
Low	449.17	443.81	-5.36	-1.2%	439.97
Close	449.24	446.22	-3.02	-0.7%	451.19
Range	1.89	4.70	2.81	148.7%	13.70
ATR	4.44	4.51	0.07	1.6%	0.00
Volume	55,166,200	70,758,500	15,592,300	28.3%	338,759,600

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	460.28	457.95	448.81
R3	455.58	453.25	447.51
R2	450.88	450.88	447.08
R1	448.55	448.55	446.65	447.37
PP	446.18	446.18	446.18	445.59
S1	443.85	443.85	445.79	442.67
S2	441.48	441.48	445.36
S3	436.78	439.15	444.93
S4	432.08	434.45	443.64

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	443.81	9.86	2.2%	3.23	0.7%	24%	False	True	64,001,420
10	453.67	435.00	18.67	4.2%	4.58	1.0%	60%	False	False	72,396,760
20	453.67	433.01	20.66	4.6%	4.59	1.0%	64%	False	False	74,824,025
40	459.44	433.01	26.43	5.9%	4.11	0.9%	50%	False	False	73,251,145
60	459.44	430.17	29.27	6.6%	3.90	0.9%	55%	False	False	75,369,465
80	459.44	409.07	50.37	11.3%	3.91	0.9%	74%	False	False	76,747,618
100	459.44	403.74	55.70	12.5%	3.90	0.9%	76%	False	False	76,834,519
120	459.44	386.29	73.15	16.4%	4.06	0.9%	82%	False	False	78,713,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	468.49
2.618	460.81
1.618	456.11
1.000	453.21
0.618	451.41
HIGH	448.51
0.618	446.71
0.500	446.16
0.382	445.61
LOW	443.81
0.618	440.91
1.000	439.11
1.618	436.21
2.618	431.51
4.250	423.84

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	446.20	448.74
PP	446.18	447.90
S1	446.16	447.06

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

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