SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	408.78	401.83	-6.95	-1.7%	393.13
High	411.73	403.10	-8.63	-2.1%	407.51
Low	408.46	391.92	-16.54	-4.0%	388.42
Close	410.97	393.10	-17.87	-4.3%	406.60
Range	3.27	11.18	7.91	241.9%	19.09
ATR	6.82	7.70	0.87	12.8%	0.00
Volume	69,256,200	122,947,000	53,690,800	77.5%	305,130,100

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	429.58	422.52	399.25
R3	418.40	411.34	396.17
R2	407.22	407.22	395.15
R1	400.16	400.16	394.12	398.10
PP	396.04	396.04	396.04	395.01
S1	388.98	388.98	392.08	386.92
S2	384.86	384.86	391.05
S3	373.68	377.80	390.03
S4	362.50	366.62	386.95

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	390.20	21.53	5.5%	6.93	1.8%	13%	False	False	84,139,180
10	411.73	388.42	23.31	5.9%	7.26	1.8%	20%	False	False	83,738,740
20	431.73	388.42	43.31	11.0%	6.33	1.6%	11%	False	False	73,632,915
40	431.73	385.39	46.34	11.8%	5.94	1.5%	17%	False	False	68,914,482
60	431.73	362.17	69.56	17.7%	6.25	1.6%	44%	False	False	72,386,618
80	431.73	362.17	69.56	17.7%	6.74	1.7%	44%	False	False	78,348,637
100	450.01	362.17	87.84	22.3%	7.53	1.9%	35%	False	False	87,487,181
120	462.07	362.17	99.90	25.4%	7.25	1.8%	31%	False	False	86,405,950

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	1.00
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	450.62
2.618	432.37
1.618	421.19
1.000	414.28
0.618	410.01
HIGH	403.10
0.618	398.83
0.500	397.51
0.382	396.19
LOW	391.92
0.618	385.01
1.000	380.74
1.618	373.83
2.618	362.65
4.250	344.41

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	397.51	401.83
PP	396.04	398.92
S1	394.57	396.01

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

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