SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Aug-2022

Day Change Summary
	Previous	Current
	15-Aug-2022	16-Aug-2022	Change	Change %	Previous Week
Open	424.77	427.73	2.96	0.7%	415.25
High	429.41	431.73	2.32	0.5%	427.21
Low	424.71	426.88	2.17	0.5%	410.22
Close	428.86	429.70	0.84	0.2%	427.10
Range	4.70	4.85	0.15	3.2%	16.99
ATR	6.57	6.45	-0.12	-1.9%	0.00
Volume	54,048,200	59,289,000	5,240,800	9.7%	288,807,500

Daily Pivots for day following 16-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	443.99	441.69	432.37
R3	439.14	436.84	431.03
R2	434.29	434.29	430.59
R1	431.99	431.99	430.14	433.14
PP	429.44	429.44	429.44	430.01
S1	427.14	427.14	429.26	428.29
S2	424.59	424.59	428.81
S3	419.74	422.29	428.37
S4	414.89	417.44	427.03

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	431.73	416.72	15.01	3.5%	4.98	1.2%	86%	True	False	60,637,420
10	431.73	409.60	22.13	5.2%	4.61	1.1%	91%	True	False	57,243,660
20	431.73	389.95	41.78	9.7%	5.41	1.3%	95%	True	False	63,235,205
40	431.73	370.18	61.55	14.3%	6.15	1.4%	97%	True	False	70,467,847
60	431.73	362.17	69.56	16.2%	6.84	1.6%	97%	True	False	79,266,850
80	438.08	362.17	75.91	17.7%	7.74	1.8%	89%	False	False	90,624,143
100	462.07	362.17	99.90	23.2%	7.44	1.7%	68%	False	False	88,759,186
120	462.07	362.17	99.90	23.2%	7.63	1.8%	68%	False	False	93,667,183

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	0.92
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	452.34
2.618	444.43
1.618	439.58
1.000	436.58
0.618	434.73
HIGH	431.73
0.618	429.88
0.500	429.31
0.382	428.73
LOW	426.88
0.618	423.88
1.000	422.03
1.618	419.03
2.618	414.18
4.250	406.27

Fisher Pivots for day following 16-Aug-2022
Pivot	1 day	3 day
R1	429.57	428.59
PP	429.44	427.49
S1	429.31	426.38

Download as Excel Spreadsheet

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

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