SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 19-Sep-2022

Day Change Summary
	Previous	Current
	16-Sep-2022	19-Sep-2022	Change	Change %	Previous Week
Open	384.14	382.26	-1.88	-0.5%	408.78
High	386.25	388.55	2.30	0.6%	411.73
Low	382.11	382.18	0.07	0.0%	382.11
Close	385.56	388.55	2.99	0.8%	385.56
Range	4.14	6.37	2.23	53.9%	29.62
ATR	7.52	7.44	-0.08	-1.1%	0.00
Volume	103,084,800	73,278,400	-29,806,400	-28.9%	467,945,500

Daily Pivots for day following 19-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	405.54	403.42	392.05
R3	399.17	397.05	390.30
R2	392.80	392.80	389.72
R1	390.67	390.67	389.13	391.74
PP	386.43	386.43	386.43	386.96
S1	384.30	384.30	387.97	385.36
S2	380.05	380.05	387.38
S3	373.68	377.93	386.80
S4	367.31	371.56	385.05

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	403.10	382.11	20.99	5.4%	6.79	1.7%	31%	False	False	94,393,540
10	411.73	382.11	29.62	7.6%	6.31	1.6%	22%	False	False	84,635,400
20	419.96	382.11	37.85	9.7%	6.62	1.7%	17%	False	False	79,089,330
40	431.73	382.11	49.62	12.8%	5.82	1.5%	13%	False	False	70,453,732
60	431.73	371.04	60.69	15.6%	6.19	1.6%	29%	False	False	72,249,010
80	431.73	362.17	69.56	17.9%	6.54	1.7%	38%	False	False	77,738,815
100	431.73	362.17	69.56	17.9%	7.31	1.9%	38%	False	False	86,562,058
120	462.07	362.17	99.90	25.7%	7.27	1.9%	26%	False	False	86,899,506

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	1.12
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	415.63
2.618	405.23
1.618	398.86
1.000	394.92
0.618	392.49
HIGH	388.55
0.618	386.12
0.500	385.36
0.382	384.61
LOW	382.18
0.618	378.24
1.000	375.81
1.618	371.87
2.618	365.50
4.250	355.10

Fisher Pivots for day following 19-Sep-2022
Pivot	1 day	3 day
R1	387.49	389.04
PP	386.43	388.87
S1	385.36	388.71

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

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