SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	402.74	408.78	6.04	1.5%	393.13
High	407.51	411.73	4.22	1.0%	407.51
Low	402.46	408.46	6.00	1.5%	388.42
Close	406.60	410.97	4.37	1.1%	406.60
Range	5.05	3.27	-1.78	-35.2%	19.09
ATR	6.95	6.82	-0.13	-1.9%	0.00
Volume	76,706,900	69,256,200	-7,450,700	-9.7%	305,130,100

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	420.20	418.85	412.77
R3	416.93	415.58	411.87
R2	413.66	413.66	411.57
R1	412.31	412.31	411.27	412.99
PP	410.39	410.39	410.39	410.72
S1	409.04	409.04	410.67	409.72
S2	407.12	407.12	410.37
S3	403.85	405.77	410.07
S4	400.58	402.50	409.17

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	411.73	388.42	23.31	5.7%	5.83	1.4%	97%	True	False	74,877,260
10	411.73	388.42	23.31	5.7%	6.61	1.6%	97%	True	False	77,981,120
20	431.73	388.42	43.31	10.5%	6.00	1.5%	52%	False	False	70,187,975
40	431.73	380.66	51.07	12.4%	5.87	1.4%	59%	False	False	67,420,897
60	431.73	362.17	69.56	16.9%	6.18	1.5%	70%	False	False	72,578,721
80	431.73	362.17	69.56	16.9%	6.77	1.6%	70%	False	False	78,282,731
100	450.01	362.17	87.84	21.4%	7.46	1.8%	56%	False	False	86,909,955
120	462.07	362.17	99.90	24.3%	7.20	1.8%	49%	False	False	86,003,477

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	0.98
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	425.63
2.618	420.29
1.618	417.02
1.000	415.00
0.618	413.75
HIGH	411.73
0.618	410.48
0.500	410.10
0.382	409.71
LOW	408.46
0.618	406.44
1.000	405.19
1.618	403.17
2.618	399.90
4.250	394.56

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	410.68	408.29
PP	410.39	405.61
S1	410.10	402.93

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

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