SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	429.09	427.09	-2.00	-0.5%	443.05
High	429.82	427.67	-2.15	-0.5%	444.97
Low	425.02	422.29	-2.73	-0.6%	429.99
Close	425.88	426.05	0.17	0.0%	430.42
Range	4.80	5.38	0.58	12.1%	14.98
ATR	4.61	4.66	0.06	1.2%	0.00
Volume	96,168,400	104,705,800	8,537,400	8.9%	409,754,800

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	441.48	439.14	429.01
R3	436.10	433.76	427.53
R2	430.72	430.72	427.04
R1	428.38	428.38	426.54	426.86
PP	425.34	425.34	425.34	424.58
S1	423.00	423.00	425.56	421.48
S2	419.96	419.96	425.06
S3	414.58	417.62	424.57
S4	409.20	412.24	423.09

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	435.97	422.29	13.68	3.2%	4.52	1.1%	27%	False	True	95,334,820
10	451.08	422.29	28.79	6.8%	4.23	1.0%	13%	False	True	87,678,310
20	453.67	422.29	31.38	7.4%	3.59	0.8%	12%	False	True	75,857,935
40	453.67	422.29	31.38	7.4%	4.25	1.0%	12%	False	True	77,045,815
60	459.44	422.29	37.15	8.7%	3.92	0.9%	10%	False	True	74,655,256
80	459.44	422.29	37.15	8.7%	3.83	0.9%	10%	False	True	76,022,186
100	459.44	408.64	50.80	11.9%	3.85	0.9%	34%	False	False	76,904,195
120	459.44	403.74	55.70	13.1%	3.88	0.9%	40%	False	False	76,996,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	450.54
2.618	441.75
1.618	436.37
1.000	433.05
0.618	430.99
HIGH	427.67
0.618	425.61
0.500	424.98
0.382	424.35
LOW	422.29
0.618	418.97
1.000	416.91
1.618	413.59
2.618	408.21
4.250	399.43

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	425.69	427.28
PP	425.34	426.87
S1	424.98	426.46

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

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