SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	425.06	422.07	-2.99	-0.7%	429.17
High	427.37	425.43	-1.94	-0.5%	432.27
Low	420.18	420.56	0.38	0.1%	422.29
Close	421.59	424.66	3.07	0.7%	427.48
Range	7.19	4.87	-2.32	-32.3%	9.98
ATR	4.93	4.93	0.00	-0.1%	0.00
Volume	103,760,600	87,452,900	-16,307,700	-15.7%	479,118,300

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	438.16	436.28	427.34
R3	433.29	431.41	426.00
R2	428.42	428.42	425.55
R1	426.54	426.54	425.11	427.48
PP	423.55	423.55	423.55	424.02
S1	421.67	421.67	424.21	422.61
S2	418.68	418.68	423.77
S3	413.81	416.80	423.32
S4	408.94	411.93	421.98

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	2.7%	5.50	1.3%	38%	False	False	96,476,340
10	435.97	420.18	15.79	3.7%	5.01	1.2%	28%	False	False	95,905,580
20	451.08	420.18	30.90	7.3%	4.16	1.0%	14%	False	False	83,976,665
40	453.67	420.18	33.49	7.9%	4.37	1.0%	13%	False	False	79,400,345
60	459.44	420.18	39.26	9.2%	4.13	1.0%	11%	False	False	76,826,318
80	459.44	420.18	39.26	9.2%	3.97	0.9%	11%	False	False	77,521,265
100	459.44	409.07	50.37	11.9%	3.96	0.9%	31%	False	False	78,193,428
120	459.44	403.74	55.70	13.1%	3.94	0.9%	38%	False	False	78,024,876

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	446.13
2.618	438.18
1.618	433.31
1.000	430.30
0.618	428.44
HIGH	425.43
0.618	423.57
0.500	422.99
0.382	422.42
LOW	420.56
0.618	417.55
1.000	415.69
1.618	412.68
2.618	407.81
4.250	399.86

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	424.10	424.57
PP	423.55	424.48
S1	422.99	424.39

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

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