SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	429.17	429.09	-0.08	0.0%	443.05
High	432.27	429.82	-2.45	-0.6%	444.97
Low	428.72	425.02	-3.70	-0.9%	429.99
Close	432.23	425.88	-6.35	-1.5%	430.42
Range	3.55	4.80	1.25	35.2%	14.98
ATR	4.41	4.61	0.20	4.5%	0.00
Volume	70,874,500	96,168,400	25,293,900	35.7%	409,754,800

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	441.31	438.39	428.52
R3	436.51	433.59	427.20
R2	431.71	431.71	426.76
R1	428.79	428.79	426.32	427.85
PP	426.91	426.91	426.91	426.44
S1	423.99	423.99	425.44	423.05
S2	422.11	422.11	425.00
S3	417.31	419.19	424.56
S4	412.51	414.39	423.24

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	425.02	19.42	4.6%	4.64	1.1%	4%	False	True	90,906,180
10	451.08	425.02	26.06	6.1%	3.95	0.9%	3%	False	True	83,227,650
20	453.67	425.02	28.65	6.7%	3.67	0.9%	3%	False	True	74,776,740
40	457.25	425.02	32.23	7.6%	4.16	1.0%	3%	False	True	75,815,725
60	459.44	425.02	34.42	8.1%	3.86	0.9%	2%	False	True	73,456,715
80	459.44	423.95	35.49	8.3%	3.82	0.9%	5%	False	False	75,856,190
100	459.44	403.74	55.70	13.1%	3.83	0.9%	40%	False	False	76,806,155
120	459.44	403.74	55.70	13.1%	3.86	0.9%	40%	False	False	76,667,125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.75
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	450.22
2.618	442.39
1.618	437.59
1.000	434.62
0.618	432.79
HIGH	429.82
0.618	427.99
0.500	427.42
0.382	426.85
LOW	425.02
0.618	422.05
1.000	420.22
1.618	417.25
2.618	412.45
4.250	404.62

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	427.42	429.56
PP	426.91	428.33
S1	426.39	427.11

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

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