SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	424.36	421.97	-2.39	-0.6%	426.62
High	425.37	431.13	5.76	1.4%	431.13
Low	421.17	420.60	-0.57	-0.1%	420.18
Close	424.50	429.54	5.04	1.2%	429.54
Range	4.20	10.53	6.33	150.6%	10.95
ATR	4.87	5.28	0.40	8.3%	0.00
Volume	70,142,700	113,273,300	43,130,600	61.5%	458,428,100

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	458.66	454.63	435.33
R3	448.14	444.10	432.43
R2	437.61	437.61	431.47
R1	433.58	433.58	430.50	435.60
PP	427.09	427.09	427.09	428.10
S1	423.05	423.05	428.58	425.07
S2	416.56	416.56	427.61
S3	406.04	412.53	426.65
S4	395.51	402.00	423.75

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	459.78	455.61	435.56
R3	448.84	444.66	432.55
R2	437.89	437.89	431.55
R1	433.72	433.72	430.54	435.81
PP	426.95	426.95	426.95	427.99
S1	422.77	422.77	428.54	424.86
S2	416.00	416.00	427.53
S3	405.06	411.83	426.53
S4	394.11	400.88	423.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	431.13	420.18	10.95	2.5%	6.19	1.4%	86%	True	False	91,685,620
10	432.27	420.18	12.09	2.8%	5.60	1.3%	77%	False	False	93,754,640
20	451.08	420.18	30.90	7.2%	4.63	1.1%	30%	False	False	86,526,275
40	453.67	420.18	33.49	7.8%	4.46	1.0%	28%	False	False	79,690,870
60	459.44	420.18	39.26	9.1%	4.28	1.0%	24%	False	False	77,144,090
80	459.44	420.18	39.26	9.1%	4.07	0.9%	24%	False	False	77,662,010
100	459.44	409.88	49.56	11.5%	4.03	0.9%	40%	False	False	78,779,880
120	459.44	403.74	55.70	13.0%	4.00	0.9%	46%	False	False	78,348,360

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.07
Widest range in 146 trading days

Fibonacci Retracements and Extensions
4.250	475.86
2.618	458.68
1.618	448.15
1.000	441.65
0.618	437.63
HIGH	431.13
0.618	427.10
0.500	425.86
0.382	424.62
LOW	420.60
0.618	414.10
1.000	410.08
1.618	403.57
2.618	393.05
4.250	375.87

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	428.31	428.31
PP	427.09	427.08
S1	425.86	425.84

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

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