SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	447.14	443.05	-4.09	-0.9%	448.24
High	447.48	444.97	-2.51	-0.6%	451.08
Low	442.92	442.56	-0.36	-0.1%	442.92
Close	443.37	443.63	0.26	0.1%	443.37
Range	4.56	2.41	-2.15	-47.1%	8.16
ATR	4.32	4.18	-0.14	-3.2%	0.00
Volume	111,848,800	55,752,200	-56,096,600	-50.2%	383,224,300

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	450.95	449.70	444.96
R3	448.54	447.29	444.29
R2	446.13	446.13	444.07
R1	444.88	444.88	443.85	445.51
PP	443.72	443.72	443.72	444.03
S1	442.47	442.47	443.41	443.10
S2	441.31	441.31	443.19
S3	438.90	440.06	442.97
S4	436.49	437.65	442.30

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	442.56	8.52	1.9%	3.22	0.7%	13%	False	True	75,759,280
10	451.08	442.56	8.52	1.9%	3.04	0.7%	13%	False	True	69,732,500
20	453.67	435.00	18.67	4.2%	3.90	0.9%	46%	False	False	71,457,480
40	459.44	433.01	26.43	6.0%	4.11	0.9%	40%	False	False	73,152,430
60	459.44	431.19	28.25	6.4%	3.75	0.8%	44%	False	False	72,875,855
80	459.44	409.88	49.56	11.2%	3.80	0.9%	68%	False	False	76,166,842
100	459.44	403.74	55.70	12.6%	3.86	0.9%	72%	False	False	76,800,707
120	459.44	393.69	65.75	14.8%	3.82	0.9%	76%	False	False	76,127,285

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.66
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	455.21
2.618	451.28
1.618	448.87
1.000	447.38
0.618	446.46
HIGH	444.97
0.618	444.05
0.500	443.77
0.382	443.48
LOW	442.56
0.618	441.07
1.000	440.15
1.618	438.66
2.618	436.25
4.250	432.32

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	443.77	446.82
PP	443.72	445.76
S1	443.68	444.69

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

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