SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	449.07	447.14	-1.93	-0.4%	448.24
High	451.08	447.48	-3.60	-0.8%	451.08
Low	447.72	442.92	-4.80	-1.1%	442.92
Close	450.36	443.37	-6.99	-1.6%	443.37
Range	3.37	4.56	1.20	35.5%	8.16
ATR	4.08	4.32	0.24	5.9%	0.00
Volume	83,430,800	111,848,800	28,418,000	34.1%	383,224,300

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.27	455.38	445.88
R3	453.71	450.82	444.62
R2	449.15	449.15	444.21
R1	446.26	446.26	443.79	445.43
PP	444.59	444.59	444.59	444.17
S1	441.70	441.70	442.95	440.87
S2	440.03	440.03	442.53
S3	435.47	437.14	442.12
S4	430.91	432.58	440.86

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	470.27	464.98	447.86
R3	462.11	456.82	445.61
R2	453.95	453.95	444.87
R1	448.66	448.66	444.12	447.23
PP	445.79	445.79	445.79	445.07
S1	440.50	440.50	442.62	439.07
S2	437.63	437.63	441.87
S3	429.47	432.34	441.13
S4	421.31	424.18	438.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	451.08	442.92	8.16	1.8%	3.20	0.7%	6%	False	True	76,644,860
10	453.67	442.75	10.92	2.5%	3.20	0.7%	6%	False	False	70,051,680
20	453.67	433.01	20.66	4.7%	4.01	0.9%	50%	False	False	73,612,465
40	459.44	433.01	26.43	6.0%	4.10	0.9%	39%	False	False	73,540,515
60	459.44	431.19	28.25	6.4%	3.76	0.8%	43%	False	False	73,123,936
80	459.44	409.88	49.56	11.2%	3.84	0.9%	68%	False	False	76,549,732
100	459.44	403.74	55.70	12.6%	3.89	0.9%	71%	False	False	77,220,852
120	459.44	393.69	65.75	14.8%	3.82	0.9%	76%	False	False	76,279,436

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	466.86
2.618	459.42
1.618	454.86
1.000	452.04
0.618	450.30
HIGH	447.48
0.618	445.74
0.500	445.20
0.382	444.66
LOW	442.92
0.618	440.10
1.000	438.36
1.618	435.54
2.618	430.98
4.250	423.54

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	445.20	447.00
PP	444.59	445.79
S1	443.98	444.58

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

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