SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Aug-2022

Day Change Summary
	Previous	Current
	12-Aug-2022	15-Aug-2022	Change	Change %	Previous Week
Open	422.03	424.77	2.74	0.6%	415.25
High	427.21	429.41	2.20	0.5%	427.21
Low	421.03	424.71	3.68	0.9%	410.22
Close	427.10	428.86	1.76	0.4%	427.10
Range	6.18	4.70	-1.48	-23.9%	16.99
ATR	6.71	6.57	-0.14	-2.1%	0.00
Volume	61,694,500	54,048,200	-7,646,300	-12.4%	288,807,500

Daily Pivots for day following 15-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	441.76	440.01	431.45
R3	437.06	435.31	430.15
R2	432.36	432.36	429.72
R1	430.61	430.61	429.29	431.49
PP	427.66	427.66	427.66	428.10
S1	425.91	425.91	428.43	426.79
S2	422.96	422.96	428.00
S3	418.26	421.21	427.57
S4	413.56	416.51	426.28

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	429.41	410.22	19.19	4.5%	4.51	1.1%	97%	True	False	57,765,960
10	429.41	406.82	22.59	5.3%	4.74	1.1%	98%	True	False	57,658,300
20	429.41	385.39	44.02	10.3%	5.54	1.3%	99%	True	False	64,196,050
40	429.41	362.17	67.24	15.7%	6.21	1.4%	99%	True	False	71,763,470
60	429.41	362.17	67.24	15.7%	6.88	1.6%	99%	True	False	79,920,545
80	450.01	362.17	87.84	20.5%	7.84	1.8%	76%	False	False	90,950,747
100	462.07	362.17	99.90	23.3%	7.44	1.7%	67%	False	False	88,960,557
120	462.07	362.17	99.90	23.3%	7.69	1.8%	67%	False	False	94,277,925

Crabel Price Patterns
NR	True
NR4	False
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	1.07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	449.39
2.618	441.71
1.618	437.01
1.000	434.11
0.618	432.31
HIGH	429.41
0.618	427.61
0.500	427.06
0.382	426.51
LOW	424.71
0.618	421.81
1.000	420.01
1.618	417.11
2.618	412.41
4.250	404.74

Fisher Pivots for day following 15-Aug-2022
Pivot	1 day	3 day
R1	428.26	427.34
PP	427.66	425.83
S1	427.06	424.31

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

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