SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	448.24	446.95	-1.29	-0.3%	450.73
High	448.77	448.53	-0.24	-0.1%	451.06
Low	446.47	445.39	-1.08	-0.2%	442.75
Close	448.45	445.99	-2.46	-0.5%	445.52
Range	2.30	3.14	0.84	36.5%	8.31
ATR	4.23	4.15	-0.08	-1.8%	0.00
Volume	60,180,100	67,565,400	7,385,300	12.3%	258,348,500

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	456.06	454.16	447.72
R3	452.92	451.02	446.85
R2	449.78	449.78	446.57
R1	447.88	447.88	446.28	447.26
PP	446.64	446.64	446.64	446.33
S1	444.74	444.74	445.70	444.12
S2	443.50	443.50	445.41
S3	440.36	441.60	445.13
S4	437.22	438.46	444.26

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	448.77	442.75	6.02	1.3%	3.10	0.7%	54%	False	False	66,185,560
10	453.67	442.46	11.21	2.5%	3.40	0.8%	31%	False	False	66,325,830
20	453.67	433.01	20.66	4.6%	4.21	0.9%	63%	False	False	73,414,825
40	459.44	433.01	26.43	5.9%	4.10	0.9%	49%	False	False	72,584,235
60	459.44	431.19	28.25	6.3%	3.76	0.8%	52%	False	False	73,321,095
80	459.44	409.88	49.56	11.1%	3.85	0.9%	73%	False	False	76,627,696
100	459.44	403.74	55.70	12.5%	3.87	0.9%	76%	False	False	76,802,361
120	459.44	389.40	70.04	15.7%	3.95	0.9%	81%	False	False	76,974,345

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	461.88
2.618	456.75
1.618	453.61
1.000	451.67
0.618	450.47
HIGH	448.53
0.618	447.33
0.500	446.96
0.382	446.59
LOW	445.39
0.618	443.45
1.000	442.25
1.618	440.31
2.618	437.17
4.250	432.05

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	446.96	446.65
PP	446.64	446.43
S1	446.31	446.21

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

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