SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	431.67	426.62	-5.05	-1.2%	429.17
High	431.85	428.60	-3.25	-0.8%	432.27
Low	425.91	424.46	-1.45	-0.3%	422.29
Close	427.48	427.31	-0.17	0.0%	427.48
Range	5.94	4.14	-1.80	-30.3%	9.98
ATR	4.80	4.76	-0.05	-1.0%	0.00
Volume	115,111,300	83,798,600	-31,312,700	-27.2%	479,118,300

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	439.21	437.40	429.59
R3	435.07	433.26	428.45
R2	430.93	430.93	428.07
R1	429.12	429.12	427.69	430.03
PP	426.79	426.79	426.79	427.24
S1	424.98	424.98	426.93	425.89
S2	422.65	422.65	426.55
S3	418.51	420.84	426.17
S4	414.37	416.70	425.03

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	431.85	422.29	9.56	2.2%	5.13	1.2%	53%	False	False	98,408,480
10	444.44	422.29	22.15	5.2%	4.74	1.1%	23%	False	False	91,691,950
20	451.08	422.29	28.79	6.7%	3.89	0.9%	17%	False	False	80,712,225
40	453.67	422.29	31.38	7.3%	4.28	1.0%	16%	False	False	77,862,975
60	459.44	422.29	37.15	8.7%	4.03	0.9%	14%	False	False	75,754,546
80	459.44	422.29	37.15	8.7%	3.90	0.9%	14%	False	False	76,976,096
100	459.44	408.87	50.57	11.8%	3.92	0.9%	36%	False	False	77,944,292
120	459.44	403.74	55.70	13.0%	3.93	0.9%	42%	False	False	77,866,722

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.75
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	446.20
2.618	439.44
1.618	435.30
1.000	432.74
0.618	431.16
HIGH	428.60
0.618	427.02
0.500	426.53
0.382	426.04
LOW	424.46
0.618	421.90
1.000	420.32
1.618	417.76
2.618	413.62
4.250	406.87

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	427.05	428.16
PP	426.79	427.87
S1	426.53	427.59

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

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