SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 29-Aug-2022

Day Change Summary
	Previous	Current
	26-Aug-2022	29-Aug-2022	Change	Change %	Previous Week
Open	419.39	402.20	-17.19	-4.1%	417.05
High	419.96	405.84	-14.12	-3.4%	419.96
Low	405.25	401.20	-4.05	-1.0%	405.25
Close	405.31	402.63	-2.68	-0.7%	405.31
Range	14.71	4.64	-10.07	-68.5%	14.71
ATR	6.65	6.51	-0.14	-2.2%	0.00
Volume	103,086,900	65,370,800	-37,716,100	-36.6%	330,007,700

Daily Pivots for day following 29-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	417.14	414.53	405.18
R3	412.50	409.89	403.91
R2	407.86	407.86	403.48
R1	405.25	405.25	403.06	406.56
PP	403.22	403.22	403.22	403.88
S1	400.61	400.61	402.20	401.91
S2	398.58	398.58	401.78
S3	393.94	395.97	401.35
S4	389.30	391.33	400.08

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	454.30	444.52	413.40
R3	439.59	429.81	409.36
R2	424.88	424.88	408.01
R1	415.10	415.10	406.66	412.64
PP	410.17	410.17	410.17	408.94
S1	400.39	400.39	403.96	397.93
S2	395.46	395.46	402.61
S3	380.75	385.68	401.26
S4	366.04	370.97	397.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	419.96	401.20	18.76	4.7%	6.44	1.6%	8%	False	True	63,536,580
10	431.73	401.20	30.53	7.6%	5.40	1.3%	5%	False	True	63,527,090
20	431.73	401.20	30.53	7.6%	5.07	1.3%	5%	False	True	60,592,695
40	431.73	371.04	60.69	15.1%	5.77	1.4%	52%	False	False	66,118,972
60	431.73	362.17	69.56	17.3%	6.30	1.6%	58%	False	False	75,202,583
80	431.73	362.17	69.56	17.3%	7.11	1.8%	58%	False	False	83,677,992
100	450.69	362.17	88.52	22.0%	7.43	1.8%	46%	False	False	87,307,202
120	462.07	362.17	99.90	24.8%	7.28	1.8%	41%	False	False	87,974,292

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	0.86
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	425.56
2.618	417.99
1.618	413.35
1.000	410.48
0.618	408.71
HIGH	405.84
0.618	404.07
0.500	403.52
0.382	402.97
LOW	401.20
0.618	398.33
1.000	396.56
1.618	393.69
2.618	389.05
4.250	381.48

Fisher Pivots for day following 29-Aug-2022
Pivot	1 day	3 day
R1	403.52	410.58
PP	403.22	407.93
S1	402.93	405.28

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

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