SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	432.45	429.17	-3.28	-0.8%	443.05
High	434.10	432.27	-1.83	-0.4%	444.97
Low	429.99	428.72	-1.27	-0.3%	429.99
Close	430.42	432.23	1.81	0.4%	430.42
Range	4.11	3.55	-0.56	-13.6%	14.98
ATR	4.47	4.41	-0.07	-1.5%	0.00
Volume	100,829,600	70,874,500	-29,955,100	-29.7%	409,754,800

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	441.72	440.53	434.18
R3	438.17	436.98	433.21
R2	434.62	434.62	432.88
R1	433.43	433.43	432.56	434.03
PP	431.07	431.07	431.07	431.37
S1	429.88	429.88	431.90	430.48
S2	427.52	427.52	431.58
S3	423.97	426.33	431.25
S4	420.42	422.78	430.28

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	444.44	428.72	15.72	3.6%	4.35	1.0%	22%	False	True	84,975,420
10	451.08	428.72	22.36	5.2%	3.79	0.9%	16%	False	True	80,367,350
20	453.67	428.72	24.95	5.8%	3.60	0.8%	14%	False	True	73,048,085
40	458.16	428.72	29.44	6.8%	4.09	0.9%	12%	False	True	74,962,525
60	459.44	428.72	30.72	7.1%	3.83	0.9%	11%	False	True	73,603,308
80	459.44	416.79	42.65	9.9%	3.84	0.9%	36%	False	False	75,764,897
100	459.44	403.74	55.70	12.9%	3.84	0.9%	51%	False	False	76,759,788
120	459.44	403.74	55.70	12.9%	3.86	0.9%	51%	False	False	76,420,735

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.83
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	447.36
2.618	441.56
1.618	438.01
1.000	435.82
0.618	434.46
HIGH	432.27
0.618	430.91
0.500	430.50
0.382	430.08
LOW	428.72
0.618	426.53
1.000	425.17
1.618	422.98
2.618	419.43
4.250	413.63

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	431.65	432.35
PP	431.07	432.31
S1	430.50	432.27

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

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