SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 09-Sep-2022

Day Change Summary
	Previous	Current
	08-Sep-2022	09-Sep-2022	Change	Change %	Previous Week
Open	395.39	402.74	7.35	1.9%	393.13
High	400.86	407.51	6.65	1.7%	407.51
Low	394.12	402.46	8.34	2.1%	388.42
Close	400.38	406.60	6.22	1.6%	406.60
Range	6.74	5.05	-1.69	-25.1%	19.09
ATR	6.94	6.95	0.01	0.2%	0.00
Volume	80,821,600	76,706,900	-4,114,700	-5.1%	305,130,100

Daily Pivots for day following 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	420.67	418.69	409.38
R3	415.62	413.64	407.99
R2	410.57	410.57	407.53
R1	408.59	408.59	407.06	409.58
PP	405.52	405.52	405.52	406.02
S1	403.54	403.54	406.14	404.53
S2	400.47	400.47	405.67
S3	395.42	398.49	405.21
S4	390.37	393.44	403.82

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	458.11	451.45	417.10
R3	439.02	432.36	411.85
R2	419.93	419.93	410.10
R1	413.27	413.27	408.35	416.60
PP	400.84	400.84	400.84	402.51
S1	394.18	394.18	404.85	397.51
S2	381.75	381.75	403.10
S3	362.66	375.09	401.35
S4	343.57	356.00	396.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	407.51	388.42	19.09	4.7%	7.42	1.8%	95%	True	False	80,952,440
10	419.96	388.42	31.54	7.8%	7.75	1.9%	58%	False	False	81,364,190
20	431.73	388.42	43.31	10.7%	6.15	1.5%	42%	False	False	69,809,890
40	431.73	380.54	51.19	12.6%	5.90	1.5%	51%	False	False	67,666,000
60	431.73	362.17	69.56	17.1%	6.32	1.6%	64%	False	False	73,518,898
80	431.73	362.17	69.56	17.1%	6.80	1.7%	64%	False	False	78,454,900
100	450.01	362.17	87.84	21.6%	7.51	1.8%	51%	False	False	86,995,603
120	462.07	362.17	99.90	24.6%	7.22	1.8%	44%	False	False	86,162,590

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.00
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	428.97
2.618	420.73
1.618	415.68
1.000	412.56
0.618	410.63
HIGH	407.51
0.618	405.58
0.500	404.99
0.382	404.39
LOW	402.46
0.618	399.34
1.000	397.41
1.618	394.29
2.618	389.24
4.250	381.00

Fisher Pivots for day following 09-Sep-2022
Pivot	1 day	3 day
R1	406.06	404.02
PP	405.52	401.44
S1	404.99	398.86

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

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