SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	425.48	431.67	6.19	1.5%	429.17
High	430.25	431.85	1.60	0.4%	432.27
Low	424.87	425.91	1.04	0.2%	422.29
Close	428.52	427.48	-1.04	-0.2%	427.48
Range	5.38	5.94	0.56	10.4%	9.98
ATR	4.72	4.80	0.09	1.9%	0.00
Volume	92,258,300	115,111,300	22,853,000	24.8%	479,118,300

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	446.23	442.80	430.75
R3	440.29	436.86	429.11
R2	434.35	434.35	428.57
R1	430.92	430.92	428.02	429.67
PP	428.41	428.41	428.41	427.79
S1	424.98	424.98	426.94	423.73
S2	422.47	422.47	426.39
S3	416.53	419.04	425.85
S4	410.59	413.10	424.21

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	457.29	452.36	432.97
R3	447.31	442.38	430.22
R2	437.33	437.33	429.31
R1	432.40	432.40	428.39	429.88
PP	427.35	427.35	427.35	426.08
S1	422.42	422.42	426.57	419.90
S2	417.37	417.37	425.65
S3	407.39	412.44	424.74
S4	397.41	402.46	421.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	432.27	422.29	9.98	2.3%	5.01	1.2%	52%	False	False	95,823,660
10	444.97	422.29	22.68	5.3%	4.57	1.1%	23%	False	False	88,887,310
20	453.67	422.29	31.38	7.3%	3.88	0.9%	17%	False	False	79,469,495
40	453.67	422.29	31.38	7.3%	4.34	1.0%	17%	False	False	78,271,232
60	459.44	422.29	37.15	8.7%	4.03	0.9%	14%	False	False	75,793,471
80	459.44	422.29	37.15	8.7%	3.90	0.9%	14%	False	False	76,995,778
100	459.44	408.87	50.57	11.8%	3.89	0.9%	37%	False	False	77,598,507
120	459.44	403.74	55.70	13.0%	3.91	0.9%	43%	False	False	77,662,550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	457.10
2.618	447.40
1.618	441.46
1.000	437.79
0.618	435.52
HIGH	431.85
0.618	429.58
0.500	428.88
0.382	428.18
LOW	425.91
0.618	422.24
1.000	419.97
1.618	416.30
2.618	410.36
4.250	400.67

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	428.88	427.34
PP	428.41	427.21
S1	427.95	427.07

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

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