SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	443.11	444.90	1.79	0.4%	450.73
High	445.55	447.11	1.56	0.4%	451.06
Low	442.75	444.53	1.78	0.4%	442.75
Close	444.85	445.52	0.67	0.2%	445.52
Range	2.80	2.58	-0.22	-7.9%	8.31
ATR	4.43	4.30	-0.13	-3.0%	0.00
Volume	70,355,400	62,068,400	-8,287,000	-11.8%	258,348,500

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	453.46	452.07	446.94
R3	450.88	449.49	446.23
R2	448.30	448.30	445.99
R1	446.91	446.91	445.76	447.61
PP	445.72	445.72	445.72	446.07
S1	444.33	444.33	445.28	445.03
S2	443.14	443.14	445.05
S3	440.56	441.75	444.81
S4	437.98	439.17	444.10

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	471.37	466.76	450.09
R3	463.06	458.45	447.81
R2	454.75	454.75	447.04
R1	450.14	450.14	446.28	448.29
PP	446.44	446.44	446.44	445.52
S1	441.83	441.83	444.76	439.98
S2	438.13	438.13	444.00
S3	429.82	433.52	443.23
S4	421.51	425.21	440.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	453.67	442.75	10.92	2.5%	3.19	0.7%	25%	False	False	63,458,500
10	453.67	435.00	18.67	4.2%	3.82	0.9%	56%	False	False	69,943,320
20	453.67	433.01	20.66	4.6%	4.29	1.0%	61%	False	False	72,855,465
40	459.44	433.01	26.43	5.9%	4.11	0.9%	47%	False	False	72,452,997
60	459.44	431.19	28.25	6.3%	3.89	0.9%	51%	False	False	74,707,255
80	459.44	409.88	49.56	11.1%	3.88	0.9%	72%	False	False	76,843,281
100	459.44	403.74	55.70	12.5%	3.87	0.9%	75%	False	False	76,712,778
120	459.44	389.40	70.04	15.7%	3.97	0.9%	80%	False	False	77,447,965

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.76
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	458.08
2.618	453.86
1.618	451.28
1.000	449.69
0.618	448.70
HIGH	447.11
0.618	446.12
0.500	445.82
0.382	445.52
LOW	444.53
0.618	442.94
1.000	441.95
1.618	440.36
2.618	437.78
4.250	433.57

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	445.82	445.63
PP	445.72	445.59
S1	445.62	445.56

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

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