SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	435.70	432.45	-3.25	-0.7%	443.05
High	435.97	434.10	-1.87	-0.4%	444.97
Low	431.23	429.99	-1.24	-0.3%	429.99
Close	431.39	430.42	-0.97	-0.2%	430.42
Range	4.74	4.11	-0.63	-13.3%	14.98
ATR	4.50	4.47	-0.03	-0.6%	0.00
Volume	104,095,800	100,829,600	-3,266,200	-3.1%	409,754,800

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	443.83	441.24	432.68
R3	439.72	437.13	431.55
R2	435.61	435.61	431.17
R1	433.02	433.02	430.80	432.26
PP	431.50	431.50	431.50	431.13
S1	428.91	428.91	430.04	428.15
S2	427.39	427.39	429.67
S3	423.28	424.80	429.29
S4	419.17	420.69	428.16

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	480.07	470.22	438.66
R3	465.09	455.24	434.54
R2	450.11	450.11	433.17
R1	440.26	440.26	431.79	437.70
PP	435.13	435.13	435.13	433.84
S1	425.28	425.28	429.05	422.72
S2	420.15	420.15	427.67
S3	405.17	410.30	426.30
S4	390.19	395.32	422.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	444.97	429.99	14.98	3.5%	4.12	1.0%	3%	False	True	81,950,960
10	451.08	429.99	21.09	4.9%	3.66	0.9%	2%	False	True	79,297,910
20	453.67	429.99	23.68	5.5%	3.74	0.9%	2%	False	True	74,620,615
40	458.16	429.99	28.17	6.5%	4.14	1.0%	2%	False	True	75,190,955
60	459.44	429.99	29.45	6.8%	3.82	0.9%	1%	False	True	73,553,438
80	459.44	416.22	43.22	10.0%	3.83	0.9%	33%	False	False	76,264,112
100	459.44	403.74	55.70	12.9%	3.88	0.9%	48%	False	False	77,091,027
120	459.44	403.74	55.70	12.9%	3.86	0.9%	48%	False	False	76,391,706

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	0.84
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	451.57
2.618	444.86
1.618	440.75
1.000	438.21
0.618	436.64
HIGH	434.10
0.618	432.53
0.500	432.05
0.382	431.56
LOW	429.99
0.618	427.45
1.000	425.88
1.618	423.34
2.618	419.23
4.250	412.52

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	432.05	437.21
PP	431.50	434.95
S1	430.96	432.68

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

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