SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 07-Sep-2022

Day Change Summary
	Previous	Current
	06-Sep-2022	07-Sep-2022	Change	Change %	Previous Week
Open	393.13	390.43	-2.70	-0.7%	402.20
High	394.12	398.59	4.47	1.1%	405.84
Low	388.42	390.20	1.78	0.5%	390.04
Close	390.76	397.78	7.02	1.8%	392.24
Range	5.70	8.39	2.69	47.2%	15.80
ATR	6.84	6.95	0.11	1.6%	0.00
Volume	76,637,400	70,964,200	-5,673,200	-7.4%	405,424,900

Daily Pivots for day following 07-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	420.69	417.63	402.39
R3	412.30	409.24	400.09
R2	403.91	403.91	399.32
R1	400.85	400.85	398.55	402.38
PP	395.52	395.52	395.52	396.29
S1	392.46	392.46	397.01	393.99
S2	387.13	387.13	396.24
S3	378.74	384.07	395.47
S4	370.35	375.68	393.17

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	401.56	388.42	13.14	3.3%	7.65	1.9%	71%	False	False	80,400,660
10	419.96	388.42	31.54	7.9%	7.49	1.9%	30%	False	False	75,623,340
20	431.73	388.42	43.31	10.9%	6.02	1.5%	22%	False	False	68,341,235
40	431.73	371.04	60.69	15.3%	5.99	1.5%	44%	False	False	68,076,022
60	431.73	362.17	69.56	17.5%	6.38	1.6%	51%	False	False	75,460,366
80	431.73	362.17	69.56	17.5%	6.83	1.7%	51%	False	False	78,770,753
100	450.01	362.17	87.84	22.1%	7.51	1.9%	41%	False	False	87,059,037
120	462.07	362.17	99.90	25.1%	7.25	1.8%	36%	False	False	86,591,705

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	1.03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	434.25
2.618	420.56
1.618	412.17
1.000	406.98
0.618	403.78
HIGH	398.59
0.618	395.39
0.500	394.40
0.382	393.40
LOW	390.20
0.618	385.01
1.000	381.81
1.618	376.62
2.618	368.23
4.250	354.54

Fisher Pivots for day following 07-Sep-2022
Pivot	1 day	3 day
R1	396.65	396.85
PP	395.52	395.92
S1	394.40	394.99

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

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