SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	422.65	421.89	-0.76	-0.2%	433.82
High	424.82	421.92	-2.90	-0.7%	438.14
Low	420.74	417.02	-3.73	-0.9%	421.08
Close	423.63	417.55	-6.08	-1.4%	421.19
Range	4.08	4.91	0.83	20.2%	17.06
ATR	5.57	5.64	0.07	1.3%	0.00
Volume	78,564,200	94,223,100	15,658,900	19.9%	489,560,200

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	433.54	430.45	420.25
R3	428.64	425.55	418.90
R2	423.73	423.73	418.45
R1	420.64	420.64	418.00	419.74
PP	418.83	418.83	418.83	418.38
S1	415.74	415.74	417.10	414.83
S2	413.92	413.92	416.65
S3	409.02	410.83	416.20
S4	404.11	405.93	414.85

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	432.82	417.02	15.81	3.8%	5.64	1.4%	3%	False	True	102,013,020
10	438.14	417.02	21.13	5.1%	5.62	1.3%	3%	False	True	93,073,790
20	438.14	417.02	21.13	5.1%	5.62	1.3%	3%	False	True	90,898,440
40	453.67	417.02	36.66	8.8%	4.61	1.1%	1%	False	True	83,378,187
60	453.67	417.02	36.66	8.8%	4.71	1.1%	1%	False	True	81,663,356
80	459.44	417.02	42.43	10.2%	4.35	1.0%	1%	False	True	78,716,052
100	459.44	417.02	42.43	10.2%	4.19	1.0%	1%	False	True	78,997,437
120	459.44	408.64	50.80	12.2%	4.14	1.0%	18%	False	False	79,236,569

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	0.94
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	442.77
2.618	434.76
1.618	429.86
1.000	426.83
0.618	424.95
HIGH	421.92
0.618	420.05
0.500	419.47
0.382	418.89
LOW	417.02
0.618	413.98
1.000	412.11
1.618	409.08
2.618	404.17
4.250	396.17

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	419.47	420.92
PP	418.83	419.80
S1	418.19	418.67

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

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