SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Oct-2023

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	419.61	422.65	3.04	0.7%	433.82
High	424.45	424.82	0.37	0.1%	438.14
Low	417.80	420.74	2.94	0.7%	421.08
Close	420.46	423.63	3.17	0.8%	421.19
Range	6.65	4.08	-2.57	-38.6%	17.06
ATR	5.66	5.57	-0.09	-1.6%	0.00
Volume	92,035,100	78,564,200	-13,470,900	-14.6%	489,560,200

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	435.30	433.55	425.87
R3	431.22	429.47	424.75
R2	427.14	427.14	424.38
R1	425.39	425.39	424.00	426.27
PP	423.06	423.06	423.06	423.50
S1	421.31	421.31	423.26	422.19
S2	418.98	418.98	422.88
S3	414.90	417.23	422.51
S4	410.82	413.15	421.39

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	435.18	417.80	17.38	4.1%	5.88	1.4%	34%	False	False	101,880,340
10	438.14	417.80	20.34	4.8%	5.47	1.3%	29%	False	False	89,896,650
20	438.14	417.80	20.34	4.8%	5.64	1.3%	29%	False	False	91,422,575
40	453.67	417.80	35.87	8.5%	4.66	1.1%	16%	False	False	83,099,657
60	457.25	417.80	39.45	9.3%	4.65	1.1%	15%	False	False	81,018,008
80	459.44	417.80	41.64	9.8%	4.30	1.0%	14%	False	False	77,948,180
100	459.44	417.80	41.64	9.8%	4.19	1.0%	14%	False	False	78,969,467
120	459.44	403.74	55.70	13.1%	4.13	1.0%	36%	False	False	79,242,225

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	1.03
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	442.16
2.618	435.50
1.618	431.42
1.000	428.90
0.618	427.34
HIGH	424.82
0.618	423.26
0.500	422.78
0.382	422.30
LOW	420.74
0.618	418.22
1.000	416.66
1.618	414.14
2.618	410.06
4.250	403.40

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	423.35	423.14
PP	423.06	422.66
S1	422.78	422.17

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