SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	442.68	444.01	1.33	0.3%	448.24
High	443.29	444.44	1.15	0.3%	451.08
Low	439.94	438.43	-1.51	-0.3%	442.92
Close	442.71	438.64	-4.07	-0.9%	443.37
Range	3.35	6.01	2.66	79.3%	8.16
ATR	4.15	4.28	0.13	3.2%	0.00
Volume	66,514,600	82,562,600	16,048,000	24.1%	383,224,300

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.52	454.58	441.94
R3	452.51	448.58	440.29
R2	446.51	446.51	439.74
R1	442.57	442.57	439.19	441.54
PP	440.50	440.50	440.50	439.98
S1	436.57	436.57	438.09	435.53
S2	434.50	434.50	437.54
S3	428.49	430.56	436.99
S4	422.49	424.56	435.34

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	438.43	12.65	2.9%	3.94	0.9%	2%	False	True	80,021,800
10	451.08	438.43	12.65	2.9%	3.31	0.8%	2%	False	True	72,047,750
20	453.67	435.00	18.67	4.3%	3.95	0.9%	19%	False	False	72,222,255
40	459.44	433.01	26.43	6.0%	4.20	1.0%	21%	False	False	74,148,997
60	459.44	431.88	27.56	6.3%	3.80	0.9%	25%	False	False	72,612,175
80	459.44	415.25	44.19	10.1%	3.84	0.9%	53%	False	False	75,778,117
100	459.44	403.74	55.70	12.7%	3.86	0.9%	63%	False	False	76,557,326
120	459.44	401.76	57.68	13.1%	3.85	0.9%	64%	False	False	76,199,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	469.96
2.618	460.16
1.618	454.15
1.000	450.44
0.618	448.15
HIGH	444.44
0.618	442.14
0.500	441.43
0.382	440.72
LOW	438.43
0.618	434.72
1.000	432.43
1.618	428.71
2.618	422.71
4.250	412.91

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	441.43	441.70
PP	440.50	440.68
S1	439.57	439.66

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

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