SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 24-Aug-2022

Day Change Summary
	Previous	Current
	23-Aug-2022	24-Aug-2022	Change	Change %	Previous Week
Open	412.90	412.11	-0.79	-0.2%	424.77
High	415.42	415.11	-0.31	-0.1%	431.73
Low	411.77	411.39	-0.38	-0.1%	421.22
Close	412.35	413.67	1.32	0.3%	422.14
Range	3.65	3.72	0.07	1.9%	10.51
ATR	6.22	6.04	-0.18	-2.9%	0.00
Volume	49,105,200	49,177,800	72,600	0.1%	293,940,600

Daily Pivots for day following 24-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	424.55	422.83	415.72
R3	420.83	419.11	414.69
R2	417.11	417.11	414.35
R1	415.39	415.39	414.01	416.25
PP	413.39	413.39	413.39	413.82
S1	411.67	411.67	413.33	412.53
S2	409.67	409.67	412.99
S3	405.95	407.95	412.65
S4	402.23	404.23	411.62

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	428.61	411.39	17.22	4.2%	3.87	0.9%	13%	False	True	58,603,740
10	431.73	411.39	20.34	4.9%	4.58	1.1%	11%	False	True	59,110,340
20	431.73	398.15	33.58	8.1%	4.83	1.2%	46%	False	False	61,171,075
40	431.73	371.04	60.69	14.7%	5.64	1.4%	70%	False	False	66,959,572
60	431.73	362.17	69.56	16.8%	6.32	1.5%	74%	False	False	75,914,790
80	431.73	362.17	69.56	16.8%	7.20	1.7%	74%	False	False	85,967,848
100	457.83	362.17	95.66	23.1%	7.35	1.8%	54%	False	False	87,341,845
120	462.07	362.17	99.90	24.1%	7.33	1.8%	52%	False	False	89,618,897

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.89
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	430.92
2.618	424.85
1.618	421.13
1.000	418.83
0.618	417.41
HIGH	415.11
0.618	413.69
0.500	413.25
0.382	412.81
LOW	411.39
0.618	409.09
1.000	407.67
1.618	405.37
2.618	401.65
4.250	395.58

Fisher Pivots for day following 24-Aug-2022
Pivot	1 day	3 day
R1	413.53	414.31
PP	413.39	414.10
S1	413.25	413.88

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

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