SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 23-Sep-2022

Day Change Summary
	Previous	Current
	22-Sep-2022	23-Sep-2022	Change	Change %	Previous Week
Open	376.58	370.58	-6.00	-1.6%	382.26
High	378.30	370.62	-7.68	-2.0%	389.31
Low	373.44	363.29	-10.15	-2.7%	363.29
Close	374.22	367.95	-6.27	-1.7%	367.95
Range	4.86	7.33	2.47	50.8%	26.02
ATR	7.55	7.79	0.24	3.2%	0.00
Volume	89,472,600	122,346,900	32,874,300	36.7%	469,119,200

Daily Pivots for day following 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	389.28	385.94	371.98
R3	381.95	378.61	369.97
R2	374.62	374.62	369.29
R1	371.28	371.28	368.62	369.29
PP	367.29	367.29	367.29	366.29
S1	363.95	363.95	367.28	361.96
S2	359.96	359.96	366.61
S3	352.63	356.62	365.93
S4	345.30	349.29	363.92

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	451.58	435.78	382.26
R3	425.56	409.76	375.11
R2	399.54	399.54	372.72
R1	383.74	383.74	370.34	378.63
PP	373.52	373.52	373.52	370.96
S1	357.72	357.72	365.56	352.61
S2	347.50	347.50	363.18
S3	321.48	331.70	360.79
S4	295.46	305.68	353.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	389.31	363.29	26.02	7.1%	7.08	1.9%	18%	False	True	93,823,840
10	411.73	363.29	48.44	13.2%	6.63	1.8%	10%	False	True	93,706,470
20	419.96	363.29	56.67	15.4%	7.19	2.0%	8%	False	True	87,535,330
40	431.73	363.29	68.44	18.6%	5.93	1.6%	7%	False	True	73,777,595
60	431.73	363.29	68.44	18.6%	6.19	1.7%	7%	False	True	73,572,595
80	431.73	362.17	69.56	18.9%	6.52	1.8%	8%	False	False	78,257,491
100	431.73	362.17	69.56	18.9%	7.14	1.9%	8%	False	False	85,207,642
120	457.83	362.17	95.66	26.0%	7.33	2.0%	6%	False	False	87,056,538

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	1.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	401.77
2.618	389.81
1.618	382.48
1.000	377.95
0.618	375.15
HIGH	370.62
0.618	367.82
0.500	366.96
0.382	366.09
LOW	363.29
0.618	358.76
1.000	355.96
1.618	351.43
2.618	344.10
4.250	332.14

Fisher Pivots for day following 23-Sep-2022
Pivot	1 day	3 day
R1	367.62	376.30
PP	367.29	373.52
S1	366.96	370.73

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

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