SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 15-Sep-2022

Day Change Summary
	Previous	Current
	14-Sep-2022	15-Sep-2022	Change	Change %	Previous Week
Open	394.47	392.96	-1.51	-0.4%	393.13
High	396.20	395.96	-0.24	-0.1%	407.51
Low	391.12	388.78	-2.34	-0.6%	388.42
Close	394.60	390.12	-4.48	-1.1%	406.60
Range	5.08	7.18	2.10	41.3%	19.09
ATR	7.51	7.49	-0.02	-0.3%	0.00
Volume	85,023,700	87,633,800	2,610,100	3.1%	305,130,100

Daily Pivots for day following 15-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	413.16	408.82	394.07
R3	405.98	401.64	392.09
R2	398.80	398.80	391.44
R1	394.46	394.46	390.78	393.04
PP	391.62	391.62	391.62	390.91
S1	387.28	387.28	389.46	385.86
S2	384.44	384.44	388.80
S3	377.26	380.10	388.15
S4	370.08	372.92	386.17

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	388.78	22.95	5.9%	6.35	1.6%	6%	False	True	88,313,520
10	411.73	388.42	23.31	6.0%	7.06	1.8%	7%	False	False	84,836,290
20	428.61	388.42	40.19	10.3%	6.45	1.7%	4%	False	False	76,123,175
40	431.73	388.42	43.31	11.1%	5.93	1.5%	4%	False	False	69,472,180
60	431.73	370.18	61.55	15.8%	6.25	1.6%	32%	False	False	72,132,148
80	431.73	362.17	69.56	17.8%	6.60	1.7%	40%	False	False	77,632,570
100	431.73	362.17	69.56	17.8%	7.40	1.9%	40%	False	False	87,034,866
120	462.07	362.17	99.90	25.6%	7.27	1.9%	28%	False	False	86,643,405

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	426.48
2.618	414.76
1.618	407.58
1.000	403.14
0.618	400.40
HIGH	395.96
0.618	393.22
0.500	392.37
0.382	391.52
LOW	388.78
0.618	384.34
1.000	381.60
1.618	377.16
2.618	369.98
4.250	358.27

Fisher Pivots for day following 15-Sep-2022
Pivot	1 day	3 day
R1	392.37	395.94
PP	391.62	394.00
S1	390.87	392.06

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

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