SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Oct-2023

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	435.21	433.82	-1.39	-0.3%	427.58
High	436.45	437.14	0.69	0.2%	437.34
Low	429.88	433.57	3.69	0.9%	427.01
Close	431.50	436.04	4.54	1.1%	431.50
Range	6.57	3.57	-3.00	-45.7%	10.32
ATR	5.32	5.34	0.02	0.4%	0.00
Volume	95,201,100	75,433,100	-19,768,000	-20.8%	397,788,500

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	446.29	444.74	438.00
R3	442.72	441.17	437.02
R2	439.15	439.15	436.69
R1	437.60	437.60	436.37	438.38
PP	435.58	435.58	435.58	435.97
S1	434.03	434.03	435.71	434.81
S2	432.01	432.01	435.39
S3	428.44	430.46	435.06
S4	424.87	426.89	434.08

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	429.88	7.46	1.7%	4.87	1.1%	83%	False	False	78,569,460
10	437.34	420.18	17.16	3.9%	5.70	1.3%	92%	False	False	84,785,110
20	444.44	420.18	24.26	5.6%	5.22	1.2%	65%	False	False	88,238,530
40	453.67	420.18	33.49	7.7%	4.56	1.0%	47%	False	False	79,848,005
60	459.44	420.18	39.26	9.0%	4.48	1.0%	40%	False	False	78,181,130
80	459.44	420.18	39.26	9.0%	4.12	0.9%	40%	False	False	76,716,523
100	459.44	409.88	49.56	11.4%	4.09	0.9%	53%	False	False	78,581,180
120	459.44	403.74	55.70	12.8%	4.09	0.9%	58%	False	False	78,707,010

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	1.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	452.31
2.618	446.49
1.618	442.92
1.000	440.71
0.618	439.35
HIGH	437.14
0.618	435.78
0.500	435.36
0.382	434.93
LOW	433.57
0.618	431.36
1.000	430.00
1.618	427.79
2.618	424.22
4.250	418.40

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	435.81	435.23
PP	435.58	434.42
S1	435.36	433.61

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

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