SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	403.85	399.93	-3.92	-1.0%	417.05
High	404.10	401.24	-2.86	-0.7%	419.96
Low	396.00	395.04	-0.96	-0.2%	405.25
Close	398.21	395.18	-3.03	-0.8%	405.31
Range	8.10	6.20	-1.90	-23.5%	14.71
ATR	6.62	6.59	-0.03	-0.5%	0.00
Volume	85,652,400	76,029,600	-9,622,800	-11.2%	330,007,700

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	415.75	411.67	398.59
R3	409.55	405.47	396.89
R2	403.35	403.35	396.32
R1	399.27	399.27	395.75	398.21
PP	397.15	397.15	397.15	396.63
S1	393.07	393.07	394.61	392.01
S2	390.95	390.95	394.04
S3	384.75	386.87	393.48
S4	378.55	380.67	391.77

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	395.04	24.92	6.3%	7.82	2.0%	1%	False	True	76,216,380
10	428.61	395.04	33.57	8.5%	5.85	1.5%	0%	False	True	67,410,060
20	431.73	395.04	36.69	9.3%	5.19	1.3%	0%	False	True	62,114,000
40	431.73	371.04	60.69	15.4%	5.74	1.5%	40%	False	False	66,364,420
60	431.73	362.17	69.56	17.6%	6.36	1.6%	47%	False	False	75,740,900
80	431.73	362.17	69.56	17.6%	6.98	1.8%	47%	False	False	81,640,268
100	450.63	362.17	88.46	22.4%	7.44	1.9%	37%	False	False	87,074,071
120	462.07	362.17	99.90	25.3%	7.29	1.8%	33%	False	False	87,563,615

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	0.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	427.59
2.618	417.47
1.618	411.27
1.000	407.44
0.618	405.07
HIGH	401.24
0.618	398.87
0.500	398.14
0.382	397.41
LOW	395.04
0.618	391.21
1.000	388.84
1.618	385.01
2.618	378.81
4.250	368.69

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	398.14	400.44
PP	397.15	398.69
S1	396.17	396.93

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

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