SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	432.94	435.64	2.70	0.6%	426.62
High	437.22	436.58	-0.64	-0.1%	431.13
Low	432.53	433.18	0.65	0.2%	420.18
Close	434.54	436.32	1.78	0.4%	429.54
Range	4.69	3.40	-1.29	-27.5%	10.95
ATR	5.29	5.16	-0.14	-2.6%	0.00
Volume	78,607,200	62,451,700	-16,155,500	-20.6%	458,428,100

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	445.56	444.34	438.19
R3	442.16	440.94	437.26
R2	438.76	438.76	436.94
R1	437.54	437.54	436.63	438.15
PP	435.36	435.36	435.36	435.67
S1	434.14	434.14	436.01	434.75
S2	431.96	431.96	435.70
S3	428.56	430.74	435.39
S4	425.16	427.34	434.45

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	420.60	16.62	3.8%	5.74	1.3%	95%	False	False	80,969,840
10	437.22	420.18	17.04	3.9%	5.62	1.3%	95%	False	False	88,723,090
20	451.08	420.18	30.90	7.1%	4.92	1.1%	52%	False	False	88,200,700
40	453.67	420.18	33.49	7.7%	4.53	1.0%	48%	False	False	80,420,055
60	459.44	420.18	39.26	9.0%	4.34	1.0%	41%	False	False	77,447,303
80	459.44	420.18	39.26	9.0%	4.02	0.9%	41%	False	False	76,366,413
100	459.44	409.88	49.56	11.4%	4.04	0.9%	53%	False	False	78,572,517
120	459.44	403.74	55.70	12.8%	4.04	0.9%	58%	False	False	78,571,741

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.09
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	451.03
2.618	445.48
1.618	442.08
1.000	439.98
0.618	438.68
HIGH	436.58
0.618	435.28
0.500	434.88
0.382	434.48
LOW	433.18
0.618	431.08
1.000	429.78
1.618	427.68
2.618	424.28
4.250	418.73

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	435.84	434.92
PP	435.36	433.52
S1	434.88	432.12

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

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