SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 01-Sep-2022

Day Change Summary
	Previous	Current
	31-Aug-2022	01-Sep-2022	Change	Change %	Previous Week
Open	399.93	392.89	-7.04	-1.8%	417.05
High	401.24	396.78	-4.46	-1.1%	419.96
Low	395.04	390.04	-5.00	-1.3%	405.25
Close	395.18	396.42	1.24	0.3%	405.31
Range	6.20	6.74	0.54	8.7%	14.71
ATR	6.59	6.60	0.01	0.2%	0.00
Volume	76,029,600	78,740,000	2,710,400	3.6%	330,007,700

Daily Pivots for day following 01-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	414.63	412.27	400.13
R3	407.89	405.53	398.27
R2	401.15	401.15	397.66
R1	398.79	398.79	397.04	399.97
PP	394.41	394.41	394.41	395.01
S1	392.05	392.05	395.80	393.23
S2	387.67	387.67	395.18
S3	380.93	385.31	394.57
S4	374.19	378.57	392.71

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	390.04	29.92	7.5%	8.08	2.0%	21%	False	True	81,775,940
10	425.26	390.04	35.22	8.9%	6.21	1.6%	18%	False	True	70,381,740
20	431.73	390.04	41.69	10.5%	5.40	1.4%	15%	False	True	63,768,175
40	431.73	371.04	60.69	15.3%	5.75	1.4%	42%	False	False	66,719,772
60	431.73	362.17	69.56	17.5%	6.33	1.6%	49%	False	False	76,065,361
80	431.73	362.17	69.56	17.5%	6.94	1.7%	49%	False	False	80,679,693
100	450.01	362.17	87.84	22.2%	7.46	1.9%	39%	False	False	87,068,744
120	462.07	362.17	99.90	25.2%	7.27	1.8%	34%	False	False	87,422,282

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	0.94
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	425.43
2.618	414.43
1.618	407.69
1.000	403.52
0.618	400.95
HIGH	396.78
0.618	394.21
0.500	393.41
0.382	392.61
LOW	390.04
0.618	385.87
1.000	383.30
1.618	379.13
2.618	372.39
4.250	361.40

Fisher Pivots for day following 01-Sep-2022
Pivot	1 day	3 day
R1	395.42	397.07
PP	394.41	396.85
S1	393.41	396.64

Download as Excel Spreadsheet

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

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