SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	433.82	432.81	-1.01	-0.2%	427.58
High	437.14	438.14	1.00	0.2%	437.34
Low	433.57	432.45	-1.12	-0.3%	427.01
Close	436.04	436.02	-0.02	0.0%	431.50
Range	3.57	5.69	2.12	59.4%	10.32
ATR	5.34	5.37	0.02	0.5%	0.00
Volume	75,433,100	75,324,700	-108,400	-0.1%	397,788,500

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	452.61	450.00	439.15
R3	446.92	444.31	437.58
R2	441.23	441.23	437.06
R1	438.62	438.62	436.54	439.93
PP	435.54	435.54	435.54	436.19
S1	432.93	432.93	435.50	434.24
S2	429.85	429.85	434.98
S3	424.16	427.24	434.46
S4	418.47	421.55	432.89

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	438.14	429.88	8.26	1.9%	5.07	1.2%	74%	True	False	77,912,960
10	438.14	420.56	17.58	4.0%	5.55	1.3%	88%	True	False	81,941,520
20	444.44	420.18	24.26	5.6%	5.34	1.2%	65%	False	False	88,679,035
40	453.67	420.18	33.49	7.7%	4.58	1.1%	47%	False	False	80,013,150
60	459.44	420.18	39.26	9.0%	4.53	1.0%	40%	False	False	78,536,153
80	459.44	420.18	39.26	9.0%	4.15	1.0%	40%	False	False	76,507,151
100	459.44	412.41	47.03	10.8%	4.11	0.9%	50%	False	False	78,442,291
120	459.44	403.74	55.70	12.8%	4.10	0.9%	58%	False	False	78,664,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	462.32
2.618	453.04
1.618	447.35
1.000	443.83
0.618	441.66
HIGH	438.14
0.618	435.97
0.500	435.30
0.382	434.62
LOW	432.45
0.618	428.93
1.000	426.76
1.618	423.24
2.618	417.55
4.250	408.27

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	435.78	435.35
PP	435.54	434.68
S1	435.30	434.01

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

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