SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	421.89	416.45	-5.44	-1.3%	433.82
High	421.92	417.33	-4.60	-1.1%	438.14
Low	417.02	411.60	-5.42	-1.3%	421.08
Close	417.55	412.55	-5.00	-1.2%	421.19
Range	4.91	5.73	0.82	16.7%	17.06
ATR	5.64	5.67	0.02	0.4%	0.00
Volume	94,223,100	115,156,700	20,933,600	22.2%	489,560,200

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	431.00	427.50	415.70
R3	425.28	421.78	414.12
R2	419.55	419.55	413.60
R1	416.05	416.05	413.07	414.94
PP	413.83	413.83	413.83	413.27
S1	410.33	410.33	412.03	409.21
S2	408.10	408.10	411.50
S3	402.38	404.60	410.98
S4	396.65	398.88	409.40

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	426.54	411.60	14.94	3.6%	5.36	1.3%	6%	False	True	100,779,780
10	438.14	411.60	26.54	6.4%	5.58	1.4%	4%	False	True	96,474,040
20	438.14	411.60	26.54	6.4%	5.64	1.4%	4%	False	True	92,043,360
40	453.67	411.60	42.07	10.2%	4.68	1.1%	2%	False	True	84,530,757
60	453.67	411.60	42.07	10.2%	4.73	1.1%	2%	False	True	82,017,080
80	459.44	411.60	47.84	11.6%	4.39	1.1%	2%	False	True	79,425,281
100	459.44	411.60	47.84	11.6%	4.21	1.0%	2%	False	True	79,494,403
120	459.44	408.87	50.57	12.3%	4.15	1.0%	7%	False	False	79,463,777

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	0.99
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	441.66
2.618	432.31
1.618	426.59
1.000	423.05
0.618	420.86
HIGH	417.33
0.618	415.14
0.500	414.46
0.382	413.79
LOW	411.60
0.618	408.06
1.000	405.88
1.618	402.34
2.618	396.61
4.250	387.27

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	414.46	418.21
PP	413.83	416.32
S1	413.19	414.44

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

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