SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	443.05	442.68	-0.37	-0.1%	448.24
High	444.97	443.29	-1.68	-0.4%	451.08
Low	442.56	439.94	-2.62	-0.6%	442.92
Close	443.63	442.71	-0.92	-0.2%	443.37
Range	2.41	3.35	0.94	39.0%	8.16
ATR	4.18	4.15	-0.04	-0.8%	0.00
Volume	55,752,200	66,514,600	10,762,400	19.3%	383,224,300

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.03	450.72	444.55
R3	448.68	447.37	443.63
R2	445.33	445.33	443.32
R1	444.02	444.02	443.02	444.68
PP	441.98	441.98	441.98	442.31
S1	440.67	440.67	442.40	441.33
S2	438.63	438.63	442.10
S3	435.28	437.32	441.79
S4	431.93	433.97	440.87

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	439.94	11.14	2.5%	3.26	0.7%	25%	False	True	75,549,120
10	451.08	439.94	11.14	2.5%	3.18	0.7%	25%	False	True	70,867,340
20	453.67	435.00	18.67	4.2%	3.83	0.9%	41%	False	False	71,347,265
40	459.44	433.01	26.43	6.0%	4.12	0.9%	37%	False	False	73,464,712
60	459.44	431.19	28.25	6.4%	3.76	0.8%	41%	False	False	72,449,856
80	459.44	412.41	47.03	10.6%	3.81	0.9%	64%	False	False	75,883,105
100	459.44	403.74	55.70	12.6%	3.86	0.9%	70%	False	False	76,661,383
120	459.44	398.68	60.76	13.7%	3.82	0.9%	72%	False	False	76,157,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.69
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	457.53
2.618	452.06
1.618	448.71
1.000	446.64
0.618	445.36
HIGH	443.29
0.618	442.01
0.500	441.62
0.382	441.22
LOW	439.94
0.618	437.87
1.000	436.59
1.618	434.52
2.618	431.17
4.250	425.70

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	442.35	443.71
PP	441.98	443.38
S1	441.62	443.04

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

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