SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	427.73	425.91	-1.82	-0.4%	415.25
High	431.73	429.50	-2.23	-0.5%	427.21
Low	426.88	424.54	-2.34	-0.5%	410.22
Close	429.70	426.65	-3.05	-0.7%	427.10
Range	4.85	4.96	0.11	2.3%	16.99
ATR	6.45	6.36	-0.09	-1.4%	0.00
Volume	59,289,000	63,563,300	4,274,300	7.2%	288,807,500

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	441.78	439.17	429.38
R3	436.82	434.21	428.01
R2	431.86	431.86	427.56
R1	429.25	429.25	427.10	430.56
PP	426.90	426.90	426.90	427.55
S1	424.29	424.29	426.20	425.60
S2	421.94	421.94	425.74
S3	416.98	419.33	425.29
S4	412.02	414.37	423.92

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	419.21	12.52	2.9%	5.29	1.2%	59%	False	False	59,616,940
10	431.73	409.60	22.13	5.2%	4.54	1.1%	77%	False	False	56,817,940
20	431.73	389.95	41.78	9.8%	5.40	1.3%	88%	False	False	62,821,185
40	431.73	370.18	61.55	14.4%	6.15	1.4%	92%	False	False	70,136,635
60	431.73	362.17	69.56	16.3%	6.65	1.6%	93%	False	False	78,135,701
80	431.73	362.17	69.56	16.3%	7.64	1.8%	93%	False	False	89,762,788
100	462.07	362.17	99.90	23.4%	7.43	1.7%	65%	False	False	88,747,451
120	462.07	362.17	99.90	23.4%	7.53	1.8%	65%	False	False	92,414,020

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	1.03
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	450.58
2.618	442.49
1.618	437.53
1.000	434.46
0.618	432.57
HIGH	429.50
0.618	427.61
0.500	427.02
0.382	426.43
LOW	424.54
0.618	421.47
1.000	419.58
1.618	416.51
2.618	411.55
4.250	403.46

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	427.02	428.14
PP	426.90	427.64
S1	426.77	427.15

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

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