SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	385.06	386.11	1.05	0.3%	408.78
High	386.12	389.31	3.19	0.8%	411.73
Low	381.20	377.38	-3.82	-1.0%	382.11
Close	384.09	377.39	-6.70	-1.7%	385.56
Range	4.93	11.93	7.01	142.2%	29.62
ATR	7.43	7.76	0.32	4.3%	0.00
Volume	77,274,800	106,746,500	29,471,700	38.1%	467,945,500

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	417.15	409.20	383.95
R3	405.22	397.27	380.67
R2	393.29	393.29	379.58
R1	385.34	385.34	378.48	383.35
PP	381.36	381.36	381.36	380.37
S1	373.41	373.41	376.30	371.42
S2	369.43	369.43	375.20
S3	357.50	361.48	374.11
S4	345.57	349.55	370.83

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	395.96	377.38	18.58	4.9%	6.91	1.8%	0%	False	True	89,603,660
10	411.73	377.38	34.35	9.1%	6.59	1.7%	0%	False	True	88,277,370
20	419.96	377.38	42.58	11.3%	7.04	1.9%	0%	False	True	81,950,355
40	431.73	377.38	54.35	14.4%	6.06	1.6%	0%	False	True	72,389,822
60	431.73	371.04	60.69	16.1%	6.26	1.7%	10%	False	False	72,581,700
80	431.73	362.17	69.56	18.4%	6.55	1.7%	22%	False	False	77,868,567
100	431.73	362.17	69.56	18.4%	7.28	1.9%	22%	False	False	86,127,482
120	458.76	362.17	96.59	25.6%	7.33	1.9%	16%	False	False	87,047,614

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.42
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	440.01
2.618	420.54
1.618	408.61
1.000	401.24
0.618	396.68
HIGH	389.31
0.618	384.75
0.500	383.35
0.382	381.94
LOW	377.38
0.618	370.01
1.000	365.45
1.618	358.08
2.618	346.15
4.250	326.68

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	383.35	383.35
PP	381.36	381.36
S1	379.38	379.38

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

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