SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 14-Sep-2022

Day Change Summary
	Previous	Current
	13-Sep-2022	14-Sep-2022	Change	Change %	Previous Week
Open	401.83	394.47	-7.36	-1.8%	393.13
High	403.10	396.20	-6.90	-1.7%	407.51
Low	391.92	391.12	-0.80	-0.2%	388.42
Close	393.10	394.60	1.50	0.4%	406.60
Range	11.18	5.08	-6.10	-54.6%	19.09
ATR	7.70	7.51	-0.19	-2.4%	0.00
Volume	122,947,000	85,023,700	-37,923,300	-30.8%	305,130,100

Daily Pivots for day following 14-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	409.21	406.99	397.39
R3	404.13	401.91	396.00
R2	399.05	399.05	395.53
R1	396.83	396.83	395.07	397.94
PP	393.97	393.97	393.97	394.53
S1	391.75	391.75	394.13	392.86
S2	388.89	388.89	393.67
S3	383.81	386.67	393.20
S4	378.73	381.59	391.81

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	391.12	20.61	5.2%	6.26	1.6%	17%	False	True	86,951,080
10	411.73	388.42	23.31	5.9%	6.96	1.8%	27%	False	False	83,675,870
20	429.50	388.42	41.08	10.4%	6.34	1.6%	15%	False	False	74,919,650
40	431.73	388.42	43.31	11.0%	5.88	1.5%	14%	False	False	69,077,427
60	431.73	370.18	61.55	15.6%	6.21	1.6%	40%	False	False	71,951,781
80	431.73	362.17	69.56	17.6%	6.72	1.7%	47%	False	False	78,180,050
100	438.08	362.17	75.91	19.2%	7.46	1.9%	43%	False	False	87,483,245
120	462.07	362.17	99.90	25.3%	7.25	1.8%	32%	False	False	86,452,596

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	1.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	417.79
2.618	409.50
1.618	404.42
1.000	401.28
0.618	399.34
HIGH	396.20
0.618	394.26
0.500	393.66
0.382	393.06
LOW	391.12
0.618	387.98
1.000	386.04
1.618	382.90
2.618	377.82
4.250	369.53

Fisher Pivots for day following 14-Sep-2022
Pivot	1 day	3 day
R1	394.29	401.43
PP	393.97	399.15
S1	393.66	396.88

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

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