SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 08-Sep-2022

Day Change Summary
	Previous	Current
	07-Sep-2022	08-Sep-2022	Change	Change %	Previous Week
Open	390.43	395.39	4.96	1.3%	402.20
High	398.59	400.86	2.27	0.6%	405.84
Low	390.20	394.12	3.92	1.0%	390.04
Close	397.78	400.38	2.60	0.7%	392.24
Range	8.39	6.74	-1.65	-19.7%	15.80
ATR	6.95	6.94	-0.02	-0.2%	0.00
Volume	70,964,200	80,821,600	9,857,400	13.9%	405,424,900

Daily Pivots for day following 08-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	418.67	416.27	404.09
R3	411.93	409.53	402.23
R2	405.19	405.19	401.62
R1	402.79	402.79	401.00	403.99
PP	398.45	398.45	398.45	399.06
S1	396.05	396.05	399.76	397.25
S2	391.71	391.71	399.14
S3	384.97	389.31	398.53
S4	378.23	382.57	396.67

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%	7.76	1.9%	91%	False	False	81,359,060
10	419.96	388.42	31.54	7.9%	7.79	1.9%	38%	False	False	78,787,720
20	431.73	388.42	43.31	10.8%	6.18	1.5%	28%	False	False	68,949,030
40	431.73	371.04	60.69	15.2%	5.98	1.5%	48%	False	False	67,990,947
60	431.73	362.17	69.56	17.4%	6.36	1.6%	55%	False	False	73,973,980
80	431.73	362.17	69.56	17.4%	6.82	1.7%	55%	False	False	78,478,843
100	450.01	362.17	87.84	21.9%	7.50	1.9%	43%	False	False	86,888,559
120	462.07	362.17	99.90	25.0%	7.24	1.8%	38%	False	False	86,409,578

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	1.09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	429.51
2.618	418.51
1.618	411.77
1.000	407.60
0.618	405.03
HIGH	400.86
0.618	398.29
0.500	397.49
0.382	396.69
LOW	394.12
0.618	389.95
1.000	387.38
1.618	383.21
2.618	376.47
4.250	365.48

Fisher Pivots for day following 08-Sep-2022
Pivot	1 day	3 day
R1	399.42	398.47
PP	398.45	396.55
S1	397.49	394.64

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

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