SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	422.07	424.36	2.29	0.5%	429.17
High	425.43	425.37	-0.06	0.0%	432.27
Low	420.56	421.17	0.61	0.1%	422.29
Close	424.66	424.50	-0.16	0.0%	427.48
Range	4.87	4.20	-0.67	-13.8%	9.98
ATR	4.93	4.87	-0.05	-1.1%	0.00
Volume	87,452,900	70,142,700	-17,310,200	-19.8%	479,118,300

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	436.28	434.59	426.81
R3	432.08	430.39	425.65
R2	427.88	427.88	425.27
R1	426.19	426.19	424.88	427.03
PP	423.68	423.68	423.68	424.10
S1	421.99	421.99	424.12	422.84
S2	419.48	419.48	423.73
S3	415.28	417.79	423.35
S4	411.08	413.59	422.19

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%	5.27	1.2%	37%	False	False	92,053,220
10	434.10	420.18	13.92	3.3%	4.96	1.2%	31%	False	False	92,510,270
20	451.08	420.18	30.90	7.3%	4.23	1.0%	14%	False	False	83,966,030
40	453.67	420.18	33.49	7.9%	4.37	1.0%	13%	False	False	79,184,175
60	459.44	420.18	39.26	9.2%	4.16	1.0%	11%	False	False	76,463,288
80	459.44	420.18	39.26	9.2%	3.97	0.9%	11%	False	False	77,444,840
100	459.44	409.88	49.56	11.7%	3.95	0.9%	30%	False	False	78,190,040
120	459.44	403.74	55.70	13.1%	3.94	0.9%	37%	False	False	77,958,053

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	1.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	443.22
2.618	436.37
1.618	432.17
1.000	429.57
0.618	427.97
HIGH	425.37
0.618	423.77
0.500	423.27
0.382	422.77
LOW	421.17
0.618	418.57
1.000	416.97
1.618	414.37
2.618	410.17
4.250	403.32

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	424.09	424.26
PP	423.68	424.02
S1	423.27	423.78

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols