SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2023

Day Change Summary
	Previous	Current
	13-Sep-2023	14-Sep-2023	Change	Change %	Previous Week
Open	446.22	449.07	2.85	0.6%	450.73
High	447.71	451.08	3.37	0.8%	451.06
Low	445.08	447.72	2.64	0.6%	442.75
Close	446.51	450.36	3.85	0.9%	445.52
Range	2.63	3.37	0.73	27.9%	8.31
ATR	4.04	4.08	0.04	0.9%	0.00
Volume	60,199,200	83,430,800	23,231,600	38.6%	258,348,500

Daily Pivots for day following 14-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	459.81	458.45	452.21
R3	456.45	455.09	451.29
R2	453.08	453.08	450.98
R1	451.72	451.72	450.67	452.40
PP	449.72	449.72	449.72	450.06
S1	448.36	448.36	450.05	449.04
S2	446.35	446.35	449.74
S3	442.99	444.99	449.43
S4	439.62	441.63	448.51

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	451.08	444.53	6.55	1.5%	2.80	0.6%	89%	True	False	66,688,780
10	453.67	442.75	10.92	2.4%	3.01	0.7%	70%	False	False	65,475,250
20	453.67	433.01	20.66	4.6%	4.06	0.9%	84%	False	False	72,805,590
40	459.44	433.01	26.43	5.9%	4.08	0.9%	66%	False	False	72,509,085
60	459.44	431.19	28.25	6.3%	3.73	0.8%	68%	False	False	72,542,826
80	459.44	409.88	49.56	11.0%	3.82	0.8%	82%	False	False	75,910,940
100	459.44	403.74	55.70	12.4%	3.87	0.9%	84%	False	False	76,745,684
120	459.44	389.40	70.04	15.6%	3.84	0.9%	87%	False	False	76,245,447

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	0.74
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	465.38
2.618	459.89
1.618	456.52
1.000	454.45
0.618	453.16
HIGH	451.08
0.618	449.79
0.500	449.40
0.382	449.00
LOW	447.72
0.618	445.64
1.000	444.35
1.618	442.27
2.618	438.91
4.250	433.41

Fisher Pivots for day following 14-Sep-2023
Pivot	1 day	3 day
R1	450.04	449.60
PP	449.72	448.84
S1	449.40	448.08

Download as Excel Spreadsheet

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

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