SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 02-Sep-2022

Day Change Summary
	Previous	Current
	01-Sep-2022	02-Sep-2022	Change	Change %	Previous Week
Open	392.89	400.28	7.39	1.9%	402.20
High	396.78	401.56	4.78	1.2%	405.84
Low	390.04	390.33	0.29	0.1%	390.04
Close	396.42	392.24	-4.18	-1.1%	392.24
Range	6.74	11.23	4.49	66.5%	15.80
ATR	6.60	6.93	0.33	5.0%	0.00
Volume	78,740,000	99,632,100	20,892,100	26.5%	405,424,900

Daily Pivots for day following 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	428.38	421.54	398.41
R3	417.16	410.31	395.33
R2	405.93	405.93	394.30
R1	399.09	399.09	393.27	396.90
PP	394.71	394.71	394.71	393.61
S1	387.86	387.86	391.21	385.67
S2	383.48	383.48	390.18
S3	372.26	376.64	389.15
S4	361.03	365.41	386.07

Weekly Pivots for week ending 02-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	443.44	433.64	400.93
R3	427.64	417.84	396.59
R2	411.84	411.84	395.14
R1	402.04	402.04	393.69	399.04
PP	396.04	396.04	396.04	394.54
S1	386.24	386.24	390.79	383.24
S2	380.24	380.24	389.34
S3	364.44	370.44	387.90
S4	348.64	354.64	383.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	405.84	390.04	15.80	4.0%	7.38	1.9%	14%	False	False	81,084,980
10	419.96	390.04	29.92	7.6%	6.93	1.8%	7%	False	False	73,543,260
20	431.73	390.04	41.69	10.6%	5.73	1.5%	5%	False	False	65,909,035
40	431.73	371.04	60.69	15.5%	5.90	1.5%	35%	False	False	67,400,632
60	431.73	362.17	69.56	17.7%	6.42	1.6%	43%	False	False	76,653,398
80	431.73	362.17	69.56	17.7%	6.94	1.8%	43%	False	False	80,268,880
100	450.01	362.17	87.84	22.4%	7.52	1.9%	34%	False	False	87,167,360
120	462.07	362.17	99.90	25.5%	7.29	1.9%	30%	False	False	87,454,807

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.04
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	449.26
2.618	430.94
1.618	419.72
1.000	412.78
0.618	408.49
HIGH	401.56
0.618	397.27
0.500	395.94
0.382	394.62
LOW	390.33
0.618	383.39
1.000	379.11
1.618	372.17
2.618	360.94
4.250	342.62

Fisher Pivots for day following 02-Sep-2022
Pivot	1 day	3 day
R1	395.94	395.80
PP	394.71	394.61
S1	393.47	393.43

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

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