SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	386.11	376.58	-9.53	-2.5%	408.78
High	389.31	378.30	-11.01	-2.8%	411.73
Low	377.38	373.44	-3.94	-1.0%	382.11
Close	377.39	374.22	-3.17	-0.8%	385.56
Range	11.93	4.86	-7.07	-59.3%	29.62
ATR	7.76	7.55	-0.21	-2.7%	0.00
Volume	106,746,500	89,472,600	-17,273,900	-16.2%	467,945,500

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	389.90	386.92	376.89
R3	385.04	382.06	375.56
R2	380.18	380.18	375.11
R1	377.20	377.20	374.67	376.26
PP	375.32	375.32	375.32	374.85
S1	372.34	372.34	373.77	371.40
S2	370.46	370.46	373.33
S3	365.60	367.48	372.88
S4	360.74	362.62	371.55

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	389.31	373.44	15.87	4.2%	6.45	1.7%	5%	False	True	89,971,420
10	411.73	373.44	38.29	10.2%	6.40	1.7%	2%	False	True	89,142,470
20	419.96	373.44	46.52	12.4%	7.10	1.9%	2%	False	True	83,965,095
40	431.73	373.44	58.29	15.6%	5.96	1.6%	1%	False	True	72,568,085
60	431.73	371.04	60.69	16.2%	6.13	1.6%	5%	False	False	72,628,080
80	431.73	362.17	69.56	18.6%	6.51	1.7%	17%	False	False	77,927,366
100	431.73	362.17	69.56	18.6%	7.18	1.9%	17%	False	False	85,567,298
120	457.83	362.17	95.66	25.6%	7.30	2.0%	13%	False	False	86,779,053

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	1.47
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	398.96
2.618	391.02
1.618	386.16
1.000	383.16
0.618	381.30
HIGH	378.30
0.618	376.44
0.500	375.87
0.382	375.30
LOW	373.44
0.618	370.44
1.000	368.58
1.618	365.58
2.618	360.72
4.250	352.79

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	375.87	381.38
PP	375.32	378.99
S1	374.77	376.61

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

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