SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Oct-2023

Day Change Summary
	Previous	Current
	20-Oct-2023	23-Oct-2023	Change	Change %	Previous Week
Open	425.98	419.61	-6.37	-1.5%	433.82
High	426.54	424.45	-2.09	-0.5%	438.14
Low	421.08	417.80	-3.28	-0.8%	421.08
Close	421.19	420.46	-0.73	-0.2%	421.19
Range	5.46	6.65	1.19	21.8%	17.06
ATR	5.59	5.66	0.08	1.4%	0.00
Volume	123,919,800	92,035,100	-31,884,700	-25.7%	489,560,200

Daily Pivots for day following 23-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	440.85	437.31	424.12
R3	434.20	430.66	422.29
R2	427.55	427.55	421.68
R1	424.01	424.01	421.07	425.78
PP	420.90	420.90	420.90	421.79
S1	417.36	417.36	419.85	419.13
S2	414.25	414.25	419.24
S3	407.60	410.71	418.63
S4	400.95	404.06	416.80

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	417.80	20.34	4.8%	6.20	1.5%	13%	False	True	101,232,440
10	438.14	417.80	20.34	4.8%	5.53	1.3%	13%	False	True	89,900,950
20	438.14	417.80	20.34	4.8%	5.68	1.4%	13%	False	True	92,302,785
40	453.67	417.80	35.87	8.5%	4.64	1.1%	7%	False	True	82,675,435
60	458.16	417.80	40.36	9.6%	4.62	1.1%	7%	False	True	80,742,611
80	459.44	417.80	41.64	9.9%	4.29	1.0%	6%	False	True	78,278,177
100	459.44	416.79	42.65	10.1%	4.21	1.0%	9%	False	False	79,072,475
120	459.44	403.74	55.70	13.2%	4.15	1.0%	30%	False	False	79,350,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.88
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	452.71
2.618	441.86
1.618	435.21
1.000	431.10
0.618	428.56
HIGH	424.45
0.618	421.91
0.500	421.13
0.382	420.34
LOW	417.80
0.618	413.69
1.000	411.15
1.618	407.04
2.618	400.39
4.250	389.54

Fisher Pivots for day following 23-Oct-2023
Pivot	1 day	3 day
R1	421.13	425.31
PP	420.90	423.69
S1	420.68	422.08

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols