SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	421.97	427.58	5.61	1.3%	426.62
High	431.13	432.88	1.76	0.4%	431.13
Low	420.60	427.01	6.41	1.5%	420.18
Close	429.54	432.29	2.75	0.6%	429.54
Range	10.53	5.87	-4.66	-44.2%	10.95
ATR	5.28	5.32	0.04	0.8%	0.00
Volume	113,273,300	80,374,300	-32,899,000	-29.0%	458,428,100

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	448.34	446.18	435.52
R3	442.47	440.31	433.90
R2	436.60	436.60	433.37
R1	434.44	434.44	432.83	435.52
PP	430.73	430.73	430.73	431.27
S1	428.57	428.57	431.75	429.65
S2	424.86	424.86	431.21
S3	418.99	422.70	430.68
S4	413.12	416.83	429.06

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	432.88	420.18	12.70	2.9%	6.53	1.5%	95%	True	False	91,000,760
10	432.88	420.18	12.70	2.9%	5.83	1.3%	95%	True	False	94,704,620
20	451.08	420.18	30.90	7.1%	4.81	1.1%	39%	False	False	87,535,985
40	453.67	420.18	33.49	7.7%	4.52	1.0%	36%	False	False	79,982,955
60	459.44	420.18	39.26	9.1%	4.33	1.0%	31%	False	False	77,320,065
80	459.44	420.18	39.26	9.1%	4.08	0.9%	31%	False	False	77,409,038
100	459.44	409.88	49.56	11.5%	4.06	0.9%	45%	False	False	79,006,569
120	459.44	403.74	55.70	12.9%	4.02	0.9%	51%	False	False	78,488,480

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	1.09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	457.83
2.618	448.25
1.618	442.38
1.000	438.75
0.618	436.51
HIGH	432.88
0.618	430.64
0.500	429.95
0.382	429.25
LOW	427.01
0.618	423.38
1.000	421.14
1.618	417.51
2.618	411.64
4.250	402.06

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	431.51	430.44
PP	430.73	428.59
S1	429.95	426.74

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

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