SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Aug-2022

Day Change Summary
	Previous	Current
	22-Aug-2022	23-Aug-2022	Change	Change %	Previous Week
Open	417.05	412.90	-4.15	-1.0%	424.77
High	417.23	415.42	-1.81	-0.4%	431.73
Low	412.40	411.77	-0.63	-0.2%	421.22
Close	413.35	412.35	-1.00	-0.2%	422.14
Range	4.83	3.65	-1.18	-24.4%	10.51
ATR	6.42	6.22	-0.20	-3.1%	0.00
Volume	77,695,600	49,105,200	-28,590,400	-36.8%	293,940,600

Daily Pivots for day following 23-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	424.13	421.89	414.36
R3	420.48	418.24	413.35
R2	416.83	416.83	413.02
R1	414.59	414.59	412.68	413.89
PP	413.18	413.18	413.18	412.83
S1	410.94	410.94	412.02	410.24
S2	409.53	409.53	411.68
S3	405.88	407.29	411.35
S4	402.23	403.64	410.34

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	429.50	411.77	17.73	4.3%	4.12	1.0%	3%	False	True	61,480,840
10	431.73	411.77	19.96	4.8%	4.55	1.1%	3%	False	True	61,059,130
20	431.73	394.05	37.68	9.1%	5.08	1.2%	49%	False	False	62,829,290
40	431.73	371.04	60.69	14.7%	5.87	1.4%	68%	False	False	67,897,372
60	431.73	362.17	69.56	16.9%	6.38	1.5%	72%	False	False	76,507,971
80	431.73	362.17	69.56	16.9%	7.34	1.8%	72%	False	False	87,171,763
100	458.76	362.17	96.59	23.4%	7.39	1.8%	52%	False	False	88,067,066
120	462.07	362.17	99.90	24.2%	7.36	1.8%	50%	False	False	90,088,262

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	0.96
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	430.93
2.618	424.98
1.618	421.33
1.000	419.07
0.618	417.68
HIGH	415.42
0.618	414.03
0.500	413.60
0.382	413.16
LOW	411.77
0.618	409.51
1.000	408.12
1.618	405.86
2.618	402.21
4.250	396.26

Fisher Pivots for day following 23-Aug-2022
Pivot	1 day	3 day
R1	413.60	418.52
PP	413.18	416.46
S1	412.77	414.41

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

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