SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	435.64	436.95	1.31	0.3%	426.62
High	436.58	437.34	0.76	0.2%	431.13
Low	433.18	431.23	-1.95	-0.5%	420.18
Close	436.32	433.66	-2.66	-0.6%	429.54
Range	3.40	6.11	2.71	79.6%	10.95
ATR	5.16	5.22	0.07	1.3%	0.00
Volume	62,451,700	81,154,200	18,702,500	29.9%	458,428,100

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.39	449.13	437.02
R3	446.29	443.03	435.34
R2	440.18	440.18	434.78
R1	436.92	436.92	434.22	435.50
PP	434.08	434.08	434.08	433.36
S1	430.82	430.82	433.10	429.39
S2	427.97	427.97	432.54
S3	421.87	424.71	431.98
S4	415.76	418.61	430.30

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	437.34	420.60	16.74	3.9%	6.12	1.4%	78%	True	False	83,172,140
10	437.34	420.18	17.16	4.0%	5.69	1.3%	79%	True	False	87,612,680
20	447.48	420.18	27.30	6.3%	5.06	1.2%	49%	False	False	88,086,870
40	453.67	420.18	33.49	7.7%	4.56	1.1%	40%	False	False	80,446,230
60	459.44	420.18	39.26	9.1%	4.40	1.0%	34%	False	False	77,701,680
80	459.44	420.18	39.26	9.1%	4.06	0.9%	34%	False	False	76,428,837
100	459.44	409.88	49.56	11.4%	4.07	0.9%	48%	False	False	78,346,126
120	459.44	403.74	55.70	12.8%	4.07	0.9%	54%	False	False	78,635,881

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

Fibonacci Retracements and Extensions
4.250	463.28
2.618	453.32
1.618	447.21
1.000	443.44
0.618	441.11
HIGH	437.34
0.618	435.00
0.500	434.28
0.382	433.56
LOW	431.23
0.618	427.46
1.000	425.13
1.618	421.35
2.618	415.25
4.250	405.28

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	434.28	434.28
PP	434.08	434.08
S1	433.87	433.87

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

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