SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	414.19	413.56	-0.63	-0.2%	419.61
High	414.60	416.68	2.08	0.5%	424.82
Low	409.21	412.22	3.01	0.7%	409.21
Close	410.68	415.59	4.91	1.2%	410.68
Range	5.39	4.46	-0.93	-17.3%	15.61
ATR	5.65	5.67	0.03	0.4%	0.00
Volume	107,367,600	86,562,600	-20,805,000	-19.4%	487,346,700

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	428.21	426.36	418.04
R3	423.75	421.90	416.82
R2	419.29	419.29	416.41
R1	417.44	417.44	416.00	418.37
PP	414.83	414.83	414.83	415.29
S1	412.98	412.98	415.18	413.91
S2	410.37	410.37	414.77
S3	405.91	408.52	414.36
S4	401.45	404.06	413.14

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	461.73	451.82	419.27
R3	446.12	436.21	414.97
R2	430.51	430.51	413.54
R1	420.60	420.60	412.11	417.75
PP	414.90	414.90	414.90	413.48
S1	404.99	404.99	409.25	402.14
S2	399.29	399.29	407.82
S3	383.68	389.38	406.39
S4	368.07	373.77	402.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	424.82	409.21	15.61	3.8%	4.91	1.2%	41%	False	False	96,374,840
10	438.14	409.21	28.93	7.0%	5.55	1.3%	22%	False	False	98,803,640
20	438.14	409.21	28.93	7.0%	5.63	1.4%	22%	False	False	91,794,375
40	451.08	409.21	41.87	10.1%	4.76	1.1%	15%	False	False	86,253,300
60	453.67	409.21	44.46	10.7%	4.73	1.1%	14%	False	False	82,506,775
80	459.44	409.21	50.23	12.1%	4.43	1.1%	13%	False	False	79,764,503
100	459.44	409.21	50.23	12.1%	4.25	1.0%	13%	False	False	79,939,752
120	459.44	408.87	50.57	12.2%	4.20	1.0%	13%	False	False	80,252,639

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	1.02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	435.64
2.618	428.36
1.618	423.90
1.000	421.14
0.618	419.44
HIGH	416.68
0.618	414.98
0.500	414.45
0.382	413.92
LOW	412.22
0.618	409.46
1.000	407.76
1.618	405.00
2.618	400.54
4.250	393.27

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	415.21	414.82
PP	414.83	414.04
S1	414.45	413.27

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

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