SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	446.95	446.22	-0.73	-0.2%	450.73
High	448.53	447.71	-0.82	-0.2%	451.06
Low	445.39	445.08	-0.31	-0.1%	442.75
Close	445.99	446.51	0.52	0.1%	445.52
Range	3.14	2.63	-0.51	-16.2%	8.31
ATR	4.15	4.04	-0.11	-2.6%	0.00
Volume	67,565,400	60,199,200	-7,366,200	-10.9%	258,348,500

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	454.33	453.05	447.96
R3	451.69	450.42	447.23
R2	449.06	449.06	446.99
R1	447.79	447.79	446.75	448.43
PP	446.43	446.43	446.43	446.75
S1	445.16	445.16	446.27	445.79
S2	443.80	443.80	446.03
S3	441.17	442.53	445.79
S4	438.54	439.89	445.06

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%	2.69	0.6%	62%	False	False	64,073,700
10	453.67	442.75	10.92	2.4%	2.96	0.7%	34%	False	False	64,037,560
20	453.67	433.01	20.66	4.6%	4.13	0.9%	65%	False	False	72,639,410
40	459.44	433.01	26.43	5.9%	4.05	0.9%	51%	False	False	72,070,605
60	459.44	431.19	28.25	6.3%	3.73	0.8%	54%	False	False	72,421,651
80	459.44	409.88	49.56	11.1%	3.82	0.9%	74%	False	False	76,165,471
100	459.44	403.74	55.70	12.5%	3.86	0.9%	77%	False	False	76,645,950
120	459.44	389.40	70.04	15.7%	3.89	0.9%	82%	False	False	76,544,785

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	458.89
2.618	454.60
1.618	451.97
1.000	450.34
0.618	449.34
HIGH	447.71
0.618	446.71
0.500	446.39
0.382	446.08
LOW	445.08
0.618	443.45
1.000	442.45
1.618	440.82
2.618	438.19
4.250	433.90

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	446.47	446.92
PP	446.43	446.79
S1	446.39	446.65

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

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