SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	430.95	425.98	-4.97	-1.2%	433.82
High	432.82	426.54	-6.28	-1.5%	438.14
Low	425.73	421.08	-4.65	-1.1%	421.08
Close	426.43	421.19	-5.24	-1.2%	421.19
Range	7.10	5.46	-1.64	-23.0%	17.06
ATR	5.59	5.59	-0.01	-0.2%	0.00
Volume	121,322,900	123,919,800	2,596,900	2.1%	489,560,200

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	439.32	435.71	424.19
R3	433.86	430.25	422.69
R2	428.40	428.40	422.19
R1	424.79	424.79	421.69	423.87
PP	422.94	422.94	422.94	422.47
S1	419.33	419.33	420.69	418.41
S2	417.48	417.48	420.19
S3	412.02	413.87	419.69
S4	406.56	408.41	418.19

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	477.98	466.65	430.57
R3	460.92	449.59	425.88
R2	443.86	443.86	424.32
R1	432.53	432.53	422.75	429.67
PP	426.80	426.80	426.80	425.37
S1	415.47	415.47	419.63	412.61
S2	409.74	409.74	418.06
S3	392.68	398.41	416.50
S4	375.62	381.35	411.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	438.14	421.08	17.06	4.1%	5.58	1.3%	1%	False	True	97,912,040
10	438.14	421.08	17.06	4.1%	5.45	1.3%	1%	False	True	88,734,870
20	438.14	420.18	17.96	4.3%	5.53	1.3%	6%	False	False	91,244,755
40	453.67	420.18	33.49	8.0%	4.63	1.1%	3%	False	False	82,932,685
60	458.16	420.18	37.98	9.0%	4.60	1.1%	3%	False	False	80,542,221
80	459.44	420.18	39.26	9.3%	4.24	1.0%	3%	False	False	77,976,267
100	459.44	416.22	43.22	10.3%	4.17	1.0%	11%	False	False	79,260,241
120	459.44	403.74	55.70	13.2%	4.15	1.0%	31%	False	False	79,449,981

Crabel Price Patterns
NR	True
NR4	True
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	0.76
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	449.75
2.618	440.83
1.618	435.37
1.000	432.00
0.618	429.91
HIGH	426.54
0.618	424.45
0.500	423.81
0.382	423.17
LOW	421.08
0.618	417.71
1.000	415.62
1.618	412.25
2.618	406.79
4.250	397.88

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	423.81	428.13
PP	422.94	425.82
S1	422.06	423.50

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

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