SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	424.98	417.05	-7.93	-1.9%	424.77
High	425.26	417.23	-8.03	-1.9%	431.73
Low	421.22	412.40	-8.82	-2.1%	421.22
Close	422.14	413.35	-8.79	-2.1%	422.14
Range	4.04	4.83	0.79	19.6%	10.51
ATR	6.16	6.42	0.26	4.1%	0.00
Volume	68,016,900	77,695,600	9,678,700	14.2%	293,940,600

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	428.82	425.91	416.01
R3	423.99	421.08	414.68
R2	419.16	419.16	414.24
R1	416.25	416.25	413.79	415.29
PP	414.33	414.33	414.33	413.85
S1	411.42	411.42	412.91	410.46
S2	409.50	409.50	412.46
S3	404.67	406.59	412.02
S4	399.84	401.76	410.69

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	456.56	449.86	427.92
R3	446.05	439.35	425.03
R2	435.54	435.54	424.07
R1	428.84	428.84	423.10	426.94
PP	425.03	425.03	425.03	424.08
S1	418.33	418.33	421.18	416.43
S2	414.52	414.52	420.21
S3	404.01	407.82	419.25
S4	393.50	397.31	416.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	431.73	412.40	19.33	4.7%	4.36	1.1%	5%	False	True	63,517,600
10	431.73	410.22	21.51	5.2%	4.44	1.1%	15%	False	False	60,641,780
20	431.73	389.95	41.78	10.1%	5.10	1.2%	56%	False	False	63,021,345
40	431.73	371.04	60.69	14.7%	5.87	1.4%	70%	False	False	68,319,982
60	431.73	362.17	69.56	16.8%	6.47	1.6%	74%	False	False	77,059,023
80	431.73	362.17	69.56	16.8%	7.44	1.8%	74%	False	False	87,876,061
100	461.20	362.17	99.03	24.0%	7.40	1.8%	52%	False	False	88,372,683
120	462.07	362.17	99.90	24.2%	7.40	1.8%	51%	False	False	90,660,107

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	0.90
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	437.76
2.618	429.87
1.618	425.04
1.000	422.06
0.618	420.21
HIGH	417.23
0.618	415.38
0.500	414.82
0.382	414.25
LOW	412.40
0.618	409.42
1.000	407.57
1.618	404.59
2.618	399.76
4.250	391.87

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	414.82	420.51
PP	414.33	418.12
S1	413.84	415.74

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

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