SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	427.09	425.48	-1.61	-0.4%	443.05
High	427.67	430.25	2.58	0.6%	444.97
Low	422.29	424.87	2.58	0.6%	429.99
Close	426.05	428.52	2.47	0.6%	430.42
Range	5.38	5.38	0.00	0.0%	14.98
ATR	4.66	4.72	0.05	1.1%	0.00
Volume	104,705,800	92,258,300	-12,447,500	-11.9%	409,754,800

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	444.02	441.65	431.48
R3	438.64	436.27	430.00
R2	433.26	433.26	429.51
R1	430.89	430.89	429.01	432.07
PP	427.88	427.88	427.88	428.47
S1	425.51	425.51	428.03	426.70
S2	422.50	422.50	427.53
S3	417.12	420.13	427.04
S4	411.74	414.75	425.56

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	434.10	422.29	11.81	2.8%	4.64	1.1%	53%	False	False	92,967,320
10	447.48	422.29	25.19	5.9%	4.43	1.0%	25%	False	False	88,561,060
20	453.67	422.29	31.38	7.3%	3.72	0.9%	20%	False	False	77,018,155
40	453.67	422.29	31.38	7.3%	4.28	1.0%	20%	False	False	77,003,940
60	459.44	422.29	37.15	8.7%	3.98	0.9%	17%	False	False	75,219,255
80	459.44	422.29	37.15	8.7%	3.85	0.9%	17%	False	False	76,357,163
100	459.44	408.87	50.57	11.8%	3.85	0.9%	39%	False	False	76,947,861
120	459.44	403.74	55.70	13.0%	3.90	0.9%	44%	False	False	77,233,964

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	0.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	453.11
2.618	444.33
1.618	438.95
1.000	435.63
0.618	433.57
HIGH	430.25
0.618	428.19
0.500	427.56
0.382	426.93
LOW	424.87
0.618	421.55
1.000	419.49
1.618	416.17
2.618	410.79
4.250	402.01

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	428.20	427.77
PP	427.88	427.02
S1	427.56	426.27

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

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