SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Aug-2022

Day Change Summary
	Previous	Current
	11-Aug-2022	12-Aug-2022	Change	Change %	Previous Week
Open	422.99	422.03	-0.96	-0.2%	415.25
High	424.95	427.21	2.26	0.5%	427.21
Low	419.21	421.03	1.82	0.4%	410.22
Close	419.99	427.10	7.11	1.7%	427.10
Range	5.74	6.18	0.44	7.7%	16.99
ATR	6.68	6.71	0.04	0.6%	0.00
Volume	59,489,700	61,694,500	2,204,800	3.7%	288,807,500

Daily Pivots for day following 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	443.65	441.56	430.50
R3	437.47	435.38	428.80
R2	431.29	431.29	428.23
R1	429.20	429.20	427.67	430.25
PP	425.11	425.11	425.11	425.64
S1	423.02	423.02	426.53	424.07
S2	418.93	418.93	425.97
S3	412.75	416.84	425.40
S4	406.57	410.66	423.70

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	472.48	466.78	436.44
R3	455.49	449.79	431.77
R2	438.50	438.50	430.21
R1	432.80	432.80	428.66	435.65
PP	421.51	421.51	421.51	422.94
S1	415.81	415.81	425.54	418.66
S2	404.52	404.52	423.99
S3	387.53	398.82	422.43
S4	370.54	381.83	417.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	427.21	410.22	16.99	4.0%	4.73	1.1%	99%	True	False	57,761,500
10	427.21	406.82	20.39	4.8%	4.77	1.1%	99%	True	False	59,253,220
20	427.21	380.66	46.55	10.9%	5.73	1.3%	100%	True	False	64,653,820
40	427.21	362.17	65.04	15.2%	6.26	1.5%	100%	True	False	73,774,095
60	427.21	362.17	65.04	15.2%	7.02	1.6%	100%	True	False	80,980,983
80	450.01	362.17	87.84	20.6%	7.83	1.8%	74%	False	False	91,090,450
100	462.07	362.17	99.90	23.4%	7.44	1.7%	65%	False	False	89,166,578
120	462.07	362.17	99.90	23.4%	7.73	1.8%	65%	False	False	94,864,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.14
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	453.48
2.618	443.39
1.618	437.21
1.000	433.39
0.618	431.03
HIGH	427.21
0.618	424.85
0.500	424.12
0.382	423.39
LOW	421.03
0.618	417.21
1.000	414.85
1.618	411.03
2.618	404.85
4.250	394.77

Fisher Pivots for day following 12-Aug-2022
Pivot	1 day	3 day
R1	426.11	425.39
PP	425.11	423.68
S1	424.12	421.97

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

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