SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	427.58	432.94	5.36	1.3%	426.62
High	432.88	437.22	4.34	1.0%	431.13
Low	427.01	432.53	5.52	1.3%	420.18
Close	432.29	434.54	2.25	0.5%	429.54
Range	5.87	4.69	-1.18	-20.1%	10.95
ATR	5.32	5.29	-0.03	-0.5%	0.00
Volume	80,374,300	78,607,200	-1,767,100	-2.2%	458,428,100

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	448.83	446.38	437.12
R3	444.14	441.69	435.83
R2	439.45	439.45	435.40
R1	437.00	437.00	434.97	438.23
PP	434.76	434.76	434.76	435.38
S1	432.31	432.31	434.11	433.54
S2	430.07	430.07	433.68
S3	425.38	427.62	433.25
S4	420.69	422.93	431.96

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	437.22	420.56	16.66	3.8%	6.03	1.4%	84%	True	False	85,970,080
10	437.22	420.18	17.04	3.9%	5.82	1.3%	84%	True	False	92,948,500
20	451.08	420.18	30.90	7.1%	4.89	1.1%	46%	False	False	88,088,075
40	453.67	420.18	33.49	7.7%	4.55	1.0%	43%	False	False	80,751,450
60	459.44	420.18	39.26	9.0%	4.36	1.0%	37%	False	False	77,752,181
80	459.44	420.18	39.26	9.0%	4.04	0.9%	37%	False	False	77,012,840
100	459.44	409.88	49.56	11.4%	4.05	0.9%	50%	False	False	78,919,772
120	459.44	403.74	55.70	12.8%	4.04	0.9%	55%	False	False	78,683,313

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	1.05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	457.15
2.618	449.50
1.618	444.81
1.000	441.91
0.618	440.12
HIGH	437.22
0.618	435.43
0.500	434.88
0.382	434.32
LOW	432.53
0.618	429.63
1.000	427.84
1.618	424.94
2.618	420.25
4.250	412.60

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	434.88	432.66
PP	434.76	430.79
S1	434.65	428.91

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

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