SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	426.62	425.06	-1.56	-0.4%	429.17
High	428.60	427.37	-1.23	-0.3%	432.27
Low	424.46	420.18	-4.28	-1.0%	422.29
Close	427.31	421.59	-5.72	-1.3%	427.48
Range	4.14	7.19	3.05	73.7%	9.98
ATR	4.76	4.93	0.17	3.7%	0.00
Volume	83,798,600	103,760,600	19,962,000	23.8%	479,118,300

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	444.63	440.30	425.55
R3	437.43	433.11	423.57
R2	430.24	430.24	422.91
R1	425.92	425.92	422.25	424.48
PP	423.05	423.05	423.05	422.33
S1	418.72	418.72	420.93	417.29
S2	415.85	415.85	420.27
S3	408.66	411.53	419.61
S4	401.47	404.34	417.63

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	420.18	11.67	2.8%	5.61	1.3%	12%	False	True	99,926,920
10	444.44	420.18	24.26	5.8%	5.12	1.2%	6%	False	True	95,416,550
20	451.08	420.18	30.90	7.3%	4.15	1.0%	5%	False	True	83,141,945
40	453.67	420.18	33.49	7.9%	4.39	1.0%	4%	False	True	78,998,055
60	459.44	420.18	39.26	9.3%	4.11	1.0%	4%	False	True	76,443,165
80	459.44	420.18	39.26	9.3%	3.95	0.9%	4%	False	True	77,498,693
100	459.44	409.07	50.37	11.9%	3.93	0.9%	25%	False	False	78,020,469
120	459.44	403.74	55.70	13.2%	3.95	0.9%	32%	False	False	78,011,225

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	0.92
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	457.94
2.618	446.20
1.618	439.01
1.000	434.57
0.618	431.82
HIGH	427.37
0.618	424.63
0.500	423.78
0.382	422.93
LOW	420.18
0.618	415.73
1.000	412.99
1.618	408.54
2.618	401.35
4.250	389.61

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	423.78	426.02
PP	423.05	424.54
S1	422.32	423.07

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

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