SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	434.19	430.95	-3.24	-0.7%	427.58
High	435.18	432.82	-2.36	-0.5%	437.34
Low	429.09	425.73	-3.37	-0.8%	427.01
Close	430.21	426.43	-3.78	-0.9%	431.50
Range	6.09	7.10	1.01	16.5%	10.32
ATR	5.48	5.59	0.12	2.1%	0.00
Volume	93,559,700	121,322,900	27,763,200	29.7%	397,788,500

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	449.61	445.12	430.33
R3	442.52	438.02	428.38
R2	435.42	435.42	427.73
R1	430.93	430.93	427.08	429.63
PP	428.33	428.33	428.33	427.68
S1	423.83	423.83	425.78	422.53
S2	421.23	421.23	425.13
S3	414.14	416.74	424.48
S4	407.04	409.64	422.53

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	425.73	12.42	2.9%	5.80	1.4%	6%	False	True	92,168,300
10	438.14	420.60	17.54	4.1%	5.96	1.4%	33%	False	False	87,670,220
20	438.14	420.18	17.96	4.2%	5.46	1.3%	35%	False	False	90,090,245
40	453.67	420.18	33.49	7.9%	4.71	1.1%	19%	False	False	82,047,620
60	459.44	420.18	39.26	9.2%	4.64	1.1%	16%	False	False	80,013,463
80	459.44	420.18	39.26	9.2%	4.21	1.0%	16%	False	False	77,372,718
100	459.44	416.22	43.22	10.1%	4.15	1.0%	24%	False	False	78,743,202
120	459.44	403.74	55.70	13.1%	4.13	1.0%	41%	False	False	78,935,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.84
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	462.97
2.618	451.39
1.618	444.30
1.000	439.92
0.618	437.20
HIGH	432.82
0.618	430.11
0.500	429.27
0.382	428.44
LOW	425.73
0.618	421.34
1.000	418.63
1.618	414.25
2.618	407.15
4.250	395.57

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	429.27	431.93
PP	428.33	430.10
S1	427.38	428.26

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

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