SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 16-Sep-2022

Day Change Summary
	Previous	Current
	15-Sep-2022	16-Sep-2022	Change	Change %	Previous Week
Open	392.96	384.14	-8.82	-2.2%	408.78
High	395.96	386.25	-9.71	-2.5%	411.73
Low	388.78	382.11	-6.67	-1.7%	382.11
Close	390.12	385.56	-4.56	-1.2%	385.56
Range	7.18	4.14	-3.04	-42.3%	29.62
ATR	7.49	7.52	0.04	0.5%	0.00
Volume	87,633,800	103,084,800	15,451,000	17.6%	467,945,500

Daily Pivots for day following 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	397.06	395.45	387.84
R3	392.92	391.31	386.70
R2	388.78	388.78	386.32
R1	387.17	387.17	385.94	387.98
PP	384.64	384.64	384.64	385.04
S1	383.03	383.03	385.18	383.84
S2	380.50	380.50	384.80
S3	376.36	378.89	384.42
S4	372.22	374.75	383.28

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	481.99	463.40	401.85
R3	452.37	433.78	393.71
R2	422.75	422.75	390.99
R1	404.16	404.16	388.28	398.65
PP	393.13	393.13	393.13	390.38
S1	374.54	374.54	382.84	369.03
S2	363.51	363.51	380.13
S3	333.89	344.92	377.41
S4	304.27	315.30	369.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	411.73	382.11	29.62	7.7%	6.17	1.6%	12%	False	True	93,589,100
10	411.73	382.11	29.62	7.7%	6.80	1.8%	12%	False	True	87,270,770
20	425.26	382.11	43.15	11.2%	6.50	1.7%	8%	False	True	78,826,255
40	431.73	382.11	49.62	12.9%	5.85	1.5%	7%	False	True	70,426,705
60	431.73	371.04	60.69	15.7%	6.18	1.6%	24%	False	False	72,349,238
80	431.73	362.17	69.56	18.0%	6.56	1.7%	34%	False	False	77,965,945
100	431.73	362.17	69.56	18.0%	7.34	1.9%	34%	False	False	86,869,237
120	462.07	362.17	99.90	25.9%	7.26	1.9%	23%	False	False	86,859,934

Crabel Price Patterns
NR	True
NR4	True
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	1.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	403.85
2.618	397.09
1.618	392.95
1.000	390.39
0.618	388.81
HIGH	386.25
0.618	384.67
0.500	384.18
0.382	383.69
LOW	382.11
0.618	379.55
1.000	377.97
1.618	375.41
2.618	371.27
4.250	364.52

Fisher Pivots for day following 16-Sep-2022
Pivot	1 day	3 day
R1	385.10	389.16
PP	384.64	387.96
S1	384.18	386.76

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

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