SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	444.01	435.70	-8.31	-1.9%	448.24
High	444.44	435.97	-8.47	-1.9%	451.08
Low	438.43	431.23	-7.20	-1.6%	442.92
Close	438.64	431.39	-7.25	-1.7%	443.37
Range	6.01	4.74	-1.27	-21.1%	8.16
ATR	4.28	4.50	0.22	5.2%	0.00
Volume	82,562,600	104,095,800	21,533,200	26.1%	383,224,300

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	447.08	443.98	434.00
R3	442.34	439.24	432.69
R2	437.60	437.60	432.26
R1	434.50	434.50	431.82	433.68
PP	432.86	432.86	432.86	432.46
S1	429.76	429.76	430.96	428.94
S2	428.12	428.12	430.52
S3	423.38	425.02	430.09
S4	418.64	420.28	428.78

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	447.48	431.23	16.25	3.8%	4.21	1.0%	1%	False	True	84,154,800
10	451.08	431.23	19.85	4.6%	3.51	0.8%	1%	False	True	75,421,790
20	453.67	431.23	22.44	5.2%	3.96	0.9%	1%	False	True	74,004,995
40	459.44	431.23	28.21	6.5%	4.23	1.0%	1%	False	True	74,975,072
60	459.44	431.23	28.21	6.5%	3.80	0.9%	1%	False	True	73,133,543
80	459.44	416.22	43.22	10.0%	3.83	0.9%	35%	False	False	75,906,441
100	459.44	403.74	55.70	12.9%	3.86	0.9%	50%	False	False	76,703,953
120	459.44	403.74	55.70	12.9%	3.86	0.9%	50%	False	False	76,485,315

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.71
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	456.12
2.618	448.38
1.618	443.64
1.000	440.71
0.618	438.90
HIGH	435.97
0.618	434.16
0.500	433.60
0.382	433.04
LOW	431.23
0.618	428.30
1.000	426.49
1.618	423.56
2.618	418.82
4.250	411.09

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	433.60	437.83
PP	432.86	435.69
S1	432.13	433.54

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

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