SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	436.95	435.21	-1.74	-0.4%	427.58
High	437.34	436.45	-0.89	-0.2%	437.34
Low	431.23	429.88	-1.35	-0.3%	427.01
Close	433.66	431.50	-2.16	-0.5%	431.50
Range	6.11	6.57	0.47	7.6%	10.32
ATR	5.22	5.32	0.10	1.8%	0.00
Volume	81,154,200	95,201,100	14,046,900	17.3%	397,788,500

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.32	448.48	435.11
R3	445.75	441.91	433.31
R2	439.18	439.18	432.70
R1	435.34	435.34	432.10	433.98
PP	432.61	432.61	432.61	431.93
S1	428.77	428.77	430.90	427.41
S2	426.04	426.04	430.30
S3	419.47	422.20	429.69
S4	412.90	415.63	427.89

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	462.92	457.54	437.18
R3	452.60	447.21	434.34
R2	442.27	442.27	433.39
R1	436.89	436.89	432.45	439.58
PP	431.95	431.95	431.95	433.30
S1	426.56	426.56	430.55	429.26
S2	421.62	421.62	429.61
S3	411.30	416.24	428.66
S4	400.97	405.91	425.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	437.34	427.01	10.32	2.4%	5.33	1.2%	43%	False	False	79,557,700
10	437.34	420.18	17.16	4.0%	5.76	1.3%	66%	False	False	85,621,660
20	444.97	420.18	24.79	5.7%	5.16	1.2%	46%	False	False	87,254,485
40	453.67	420.18	33.49	7.8%	4.58	1.1%	34%	False	False	80,433,475
60	459.44	420.18	39.26	9.1%	4.45	1.0%	29%	False	False	78,111,838
80	459.44	420.18	39.26	9.1%	4.11	1.0%	29%	False	False	76,656,573
100	459.44	409.88	49.56	11.5%	4.10	1.0%	44%	False	False	78,690,683
120	459.44	403.74	55.70	12.9%	4.10	1.0%	50%	False	False	78,893,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.17
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	464.37
2.618	453.65
1.618	447.08
1.000	443.02
0.618	440.51
HIGH	436.45
0.618	433.94
0.500	433.17
0.382	432.39
LOW	429.88
0.618	425.82
1.000	423.31
1.618	419.25
2.618	412.68
4.250	401.96

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	433.17	433.61
PP	432.61	432.91
S1	432.06	432.20

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

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