SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	413.56	416.18	2.62	0.6%	419.61
High	416.68	418.53	1.85	0.4%	424.82
Low	412.22	414.21	1.99	0.5%	409.21
Close	415.59	418.20	2.61	0.6%	410.68
Range	4.46	4.32	-0.14	-3.1%	15.61
ATR	5.67	5.57	-0.10	-1.7%	0.00
Volume	86,562,600	79,665,100	-6,897,500	-8.0%	487,346,700

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	429.94	428.39	420.58
R3	425.62	424.07	419.39
R2	421.30	421.30	418.99
R1	419.75	419.75	418.60	420.53
PP	416.98	416.98	416.98	417.37
S1	415.43	415.43	417.80	416.21
S2	412.66	412.66	417.41
S3	408.34	411.11	417.01
S4	404.02	406.79	415.82

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	421.92	409.21	12.71	3.0%	4.96	1.2%	71%	False	False	96,595,020
10	435.18	409.21	25.97	6.2%	5.42	1.3%	35%	False	False	99,237,680
20	438.14	409.21	28.93	6.9%	5.48	1.3%	31%	False	False	90,589,600
40	451.08	409.21	41.87	10.0%	4.82	1.2%	21%	False	False	86,865,772
60	453.67	409.21	44.46	10.6%	4.75	1.1%	20%	False	False	82,861,903
80	459.44	409.21	50.23	12.0%	4.45	1.1%	18%	False	False	79,979,773
100	459.44	409.21	50.23	12.0%	4.25	1.0%	18%	False	False	80,116,875
120	459.44	409.07	50.37	12.0%	4.19	1.0%	18%	False	False	80,115,324

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	1.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	436.89
2.618	429.84
1.618	425.52
1.000	422.85
0.618	421.20
HIGH	418.53
0.618	416.88
0.500	416.37
0.382	415.86
LOW	414.21
0.618	411.54
1.000	409.89
1.618	407.22
2.618	402.90
4.250	395.85

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	417.59	416.76
PP	416.98	415.31
S1	416.37	413.87

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

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