SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	418.78	422.99	4.21	1.0%	409.15
High	420.14	424.95	4.81	1.1%	415.68
Low	416.72	419.21	2.49	0.6%	406.82
Close	419.99	419.99	0.00	0.0%	413.47
Range	3.42	5.74	2.32	67.8%	8.86
ATR	6.75	6.68	-0.07	-1.1%	0.00
Volume	68,665,700	59,489,700	-9,176,000	-13.4%	303,724,700

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	438.60	435.04	423.15
R3	432.86	429.30	421.57
R2	427.12	427.12	421.04
R1	423.56	423.56	420.52	422.47
PP	421.38	421.38	421.38	420.84
S1	417.82	417.82	419.46	416.73
S2	415.64	415.64	418.94
S3	409.90	412.08	418.41
S4	404.16	406.34	416.83

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	438.57	434.88	418.34
R3	429.71	426.02	415.91
R2	420.85	420.85	415.09
R1	417.16	417.16	414.28	419.01
PP	411.99	411.99	411.99	412.91
S1	408.30	408.30	412.66	410.15
S2	403.13	403.13	411.85
S3	394.27	399.44	411.03
S4	385.41	390.58	408.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	424.95	409.60	15.35	3.7%	4.41	1.0%	68%	True	False	56,785,580
10	424.95	406.77	18.18	4.3%	4.78	1.1%	73%	True	False	61,784,130
20	424.95	380.54	44.41	10.6%	5.66	1.3%	89%	True	False	65,522,110
40	424.95	362.17	62.78	14.9%	6.40	1.5%	92%	True	False	75,373,402
60	424.95	362.17	62.78	14.9%	7.02	1.7%	92%	True	False	81,336,570
80	450.01	362.17	87.84	20.9%	7.85	1.9%	66%	False	False	91,292,031
100	462.07	362.17	99.90	23.8%	7.43	1.8%	58%	False	False	89,433,130
120	462.07	362.17	99.90	23.8%	7.74	1.8%	58%	False	False	95,455,358

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	1.12
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	449.35
2.618	439.98
1.618	434.24
1.000	430.69
0.618	428.50
HIGH	424.95
0.618	422.76
0.500	422.08
0.382	421.40
LOW	419.21
0.618	415.66
1.000	413.47
1.618	409.92
2.618	404.18
4.250	394.82

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	422.08	419.19
PP	421.38	418.39
S1	420.69	417.59

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

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