SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 20-Sep-2022

Day Change Summary
	Previous	Current
	19-Sep-2022	20-Sep-2022	Change	Change %	Previous Week
Open	382.26	385.06	2.80	0.7%	408.78
High	388.55	386.12	-2.43	-0.6%	411.73
Low	382.18	381.20	-0.98	-0.3%	382.11
Close	388.55	384.09	-4.46	-1.1%	385.56
Range	6.37	4.93	-1.45	-22.7%	29.62
ATR	7.44	7.43	-0.01	-0.1%	0.00
Volume	73,278,400	77,274,800	3,996,400	5.5%	467,945,500

Daily Pivots for day following 20-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	398.58	396.26	386.80
R3	393.65	391.33	385.44
R2	388.73	388.73	384.99
R1	386.41	386.41	384.54	385.11
PP	383.80	383.80	383.80	383.15
S1	381.48	381.48	383.64	380.18
S2	378.88	378.88	383.19
S3	373.95	376.56	382.74
S4	369.03	371.63	381.38

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	396.20	381.20	15.01	3.9%	5.54	1.4%	19%	False	True	85,259,100
10	411.73	381.20	30.54	7.9%	6.23	1.6%	9%	False	True	84,699,140
20	419.96	381.20	38.77	10.1%	6.62	1.7%	7%	False	True	79,068,290
40	431.73	381.20	50.54	13.2%	5.86	1.5%	6%	False	True	71,044,817
60	431.73	371.04	60.69	15.8%	6.12	1.6%	22%	False	False	71,902,751
80	431.73	362.17	69.56	18.1%	6.51	1.7%	32%	False	False	77,561,340
100	431.73	362.17	69.56	18.1%	7.28	1.9%	32%	False	False	86,114,507
120	461.20	362.17	99.03	25.8%	7.27	1.9%	22%	False	False	86,821,950

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	1.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	407.05
2.618	399.01
1.618	394.09
1.000	391.05
0.618	389.16
HIGH	386.12
0.618	384.24
0.500	383.66
0.382	383.08
LOW	381.20
0.618	378.15
1.000	376.27
1.618	373.23
2.618	368.30
4.250	360.26

Fisher Pivots for day following 20-Sep-2022
Pivot	1 day	3 day
R1	383.95	384.87
PP	383.80	384.61
S1	383.66	384.35

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

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